- ISIN
- LU2951555585
- Issuer
- iM Global Partner
- Inception Date
- Mar 17, 2025
- Region
- Global ()
- Category
- Systematic Trend
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- Luxembourg
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
Highlights
- Avg. Volume (1M)
- 2K
- Avg. Volume Value (1M)
- £179.24K
Share Price Chart
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Performance
DBMG.L Performance Chart
iMGP DBi Managed Futures Fund R USD UCITS ETF (DBMG.L) is up 12.7% since the beginning of the year. DBMG.L is currently trading at £99 per share.
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Returns By Period
iMGP DBi Managed Futures Fund R USD UCITS ETF (DBMG.L) has returned 12.70% so far this year and 12,684.24% over the past 12 months.
iMGP DBi Managed Futures Fund R USD UCITS ETF
- 1D
- 0.51%
- 1M
- 2.59%
- 6M
- 7.34%
- YTD
- 12.70%
- 1Y
- 12,684.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.92%
Benchmark (S&P 500 Index)
- 1D
- 0.24%
- 1M
- 0.32%
- 6M
- 10.93%
- YTD
- 10.02%
- 1Y
- 16.85%
- 3Y*
- 16.15%
- 5Y*
- 12.04%
- 10Y*
- 13.03%
- ALL TIME*
- 11.36%
DBMG.L Monthly Returns History
Based on dividend-adjusted daily data since Apr 22, 2025, DBMG.L's average daily return is +92.57%, while the average monthly return is +605.26%. At this rate, an investment would double in approximately 0.0 years.
Historically, 63% of months were positive and 38% were negative. The best month was Aug 2025 with a return of +9,779.4%, while the worst month was Jun 2025 at -99.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DBMG.L closed higher 55% of trading days. The best single day was Jul 14, 2025 with a return of +9,932.0%, while the worst single day was Jun 26, 2025 at -99.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.79% | 9.33% | -3.22% | -2.47% | 2.58% | 1.12% | 1.44% | 12.70% | |||||
| 2025 | -24.51% | -1.29% | -98.99% | 3.46% | 9,779.40% | 5.95% | 6.82% | 1.34% | -0.58% | -12.31% |
Benchmark Metrics
iMGP DBi Managed Futures Fund R USD UCITS ETF has an annualized alpha of 7140971650862391482348436287285049687394696994154769556818650509437042688.00%, beta of 37.81, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 22, 2025.
- This ETF tended to rise when S&P 500 Index fell (downside capture of -9076947.41%), but participation in market rallies was also limited (-153.35%) - a profile typical of counter-cyclical assets.
- R2 of 0.00 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
- 7,140,971,650,862,391,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
- Beta
- 37.81
- R²
- 0.00
- Upside Capture
- -153.35%
- Downside Capture
- -9,076,947.41%
Expense Ratio
DBMG.L has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DBMG.L ranks 91 for risk / return — in the top 91% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for iMGP DBi Managed Futures Fund R USD UCITS ETF (DBMG.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBMG.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | +976.31 | ||
| Omega ratioGain probability vs. loss probability | 136.80 | 1.26 | +135.54 |
| Calmar ratioReturn relative to maximum drawdown | 1,944.87 | 2.12 | +1,942.75 |
| Martin ratioReturn relative to average drawdown | 5,511.25 | 7.62 | +5,503.63 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iMGP DBi Managed Futures Fund R USD UCITS ETF. 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 USD UCITS ETF was 99.25%, occurring on Jun 11, 2025. The portfolio has not yet recovered.
The current iMGP DBi Managed Futures Fund R USD UCITS ETF drawdown is 1.17%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-99.25%Jun 2025 | 1mo 18d | — | 1y 3moApr 2025 - now | 2025 selloff2025 |
Drawdown Indicators
| DBMG.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.25% | -37.07% | -62.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -8.03% | +1.39% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -1.17% | -1.55% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -20.05% | -5.30% | -14.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.22% | +0.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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