Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Different Benchmark Currency
DBMFE.PA is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) has returned 10.52% so far this year and 23.52% over the past 12 months.
iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc
- 1D
- 1.37%
- 1M
- -0.38%
- YTD
- 10.52%
- 6M
- 15.22%
- 1Y
- 23.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.50%
- 1M
- -1.21%
- YTD
- -1.65%
- 6M
- -0.40%
- 1Y
- 23.81%
- 3Y*
- 15.09%
- 5Y*
- 10.77%
- 10Y*
- 12.30%
Monthly Returns
Based on dividend-adjusted daily data since Apr 1, 2025, DBMFE.PA's average daily return is +0.08%, while the average monthly return is +1.48%. At this rate, your investment would double in approximately 3.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Oct 2025 with a return of +8.4%, while the worst month was Apr 2025 at -4.7%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, DBMFE.PA closed higher 56% of trading days. The best single day was Jun 16, 2025 with a return of +4.3%, while the worst single day was Jun 17, 2025 at -5.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.02% | 7.00% | -1.83% | 0.18% | 10.52% | ||||||||
| 2025 | -4.65% | 2.15% | -3.19% | 3.61% | -1.76% | 4.49% | 8.37% | -0.41% | 0.31% | 8.56% |
Benchmark Metrics
iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc has an annualized alpha of 19.74%, beta of 0.21, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since April 02, 2025.
- This ETF captured 104.49% of S&P 500 Index gains but only 15.50% of its losses — a favorable profile for investors.
- Beta of 0.21 may look defensive, but with R² of 0.05 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.05 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 19.74%
- Beta
- 0.21
- R²
- 0.05
- Upside Capture
- 104.49%
- Downside Capture
- 15.50%
Expense Ratio
DBMFE.PA has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DBMFE.PA ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) and compare them to a chosen benchmark (S&P 500 Index).
| DBMFE.PA | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.28 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.95 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.50 | 0.94 | +2.57 |
Martin ratioReturn relative to average drawdown | 7.58 | 3.74 | +3.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DBMFE.PA risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc was 6.84%, occurring on Jun 30, 2025. Recovery took 62 trading sessions.
The current iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc drawdown is 3.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -6.84% | Jun 17, 2025 | 10 | Jun 30, 2025 | 62 | Sep 24, 2025 | 72 |
| -6.26% | Apr 2, 2025 | 49 | Jun 12, 2025 | 2 | Jun 16, 2025 | 51 |
| -6.13% | Mar 3, 2026 | 15 | Mar 23, 2026 | — | — | — |
| -4.25% | Jan 14, 2026 | 4 | Jan 19, 2026 | 17 | Feb 11, 2026 | 21 |
| -3.61% | Nov 3, 2025 | 5 | Nov 7, 2025 | 17 | Dec 2, 2025 | 22 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Build a portfolio with DBMFE.PA
Add iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with DBMFE.PA