AVWS.DE vs. DBMF
AVWS.DE (Avantis Global Small Cap Value UCITS ETF USD Acc EUR) and DBMF (iMGP DBi Managed Futures Strategy ETF) are both exchange-traded funds - AVWS.DE is a Foreign Small & Mid Cap Equities fund actively managed by Avantis, while DBMF is a Systematic Trend fund actively managed by iM Global Partners. Both are actively managed. Over the past year, AVWS.DE returned 39.51% vs 26.75% for DBMF. At a 0.27 correlation, their price movements are largely independent. AVWS.DE charges 0.39%/yr vs 0.85%/yr for DBMF.
Performance
AVWS.DE vs. DBMF - Performance Comparison
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Different Trading Currencies
AVWS.DE is traded in EUR, while DBMF is traded in USD. To make them comparable, the DBMF values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AVWS.DE achieves a 21.62% return, which is significantly higher than DBMF's 11.97% return.
AVWS.DE
- 1D
- 2.22%
- 1M
- 4.45%
- YTD
- 21.62%
- 6M
- 20.45%
- 1Y
- 39.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBMF
- 1D
- 0.34%
- 1M
- -0.47%
- YTD
- 11.97%
- 6M
- 12.89%
- 1Y
- 26.75%
- 3Y*
- 7.12%
- 5Y*
- 8.99%
- 10Y*
- —
AVWS.DE vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVWS.DE Avantis Global Small Cap Value UCITS ETF USD Acc EUR | 21.62% | 7.86% | 5.81% |
DBMF iMGP DBi Managed Futures Strategy ETF | 11.97% | 0.34% | 2.21% |
Correlation
The correlation between AVWS.DE and DBMF is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2024 | 0.27 |
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Return for Risk
AVWS.DE vs. DBMF — Risk / Return Rank
AVWS.DE
DBMF
AVWS.DE vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) and iMGP DBi Managed Futures Strategy ETF (DBMF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| AVWS.DE | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.44 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 6.23 | 5.01 | +1.22 |
| Martin ratioReturn relative to average drawdown | 23.97 | 17.61 | +6.36 |
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Drawdowns
AVWS.DE vs. DBMF - Drawdown Comparison
The maximum AVWS.DE drawdown since its inception was -25.20%, smaller than the maximum DBMF drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for AVWS.DE and DBMF.
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Drawdown Indicators
| AVWS.DE | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.20% | -29.19% | +3.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -5.53% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.19% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.70% | +7.70% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -12.88% | +7.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.57% | +0.14% |
Volatility
AVWS.DE vs. DBMF - Volatility Comparison
Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) has a higher volatility of 3.60% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.52%. This indicates that AVWS.DE's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVWS.DE | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 2.52% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 9.96% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 12.86% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.27% | 16.02% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 15.32% | +2.95% |
AVWS.DE vs. DBMF - Expense Ratio Comparison
AVWS.DE has a 0.39% expense ratio, which is lower than DBMF's 0.85% expense ratio.
Dividends
AVWS.DE vs. DBMF - Dividend Comparison
AVWS.DE has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVWS.DE Avantis Global Small Cap Value UCITS ETF USD Acc EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBMF iMGP DBi Managed Futures Strategy ETF | 5.19% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
Frequently Asked Questions
AVWS.DE and DBMF have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVWS.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVWS.DE is cheaper with a 0.39% expense ratio, compared with 0.85% for DBMF.
AVWS.DE is categorized as Foreign Small & Mid Cap Equities, while DBMF is Systematic Trend. They also come from different issuers: Avantis and iM Global Partners. Their fees differ too: 0.39% for AVWS.DE and 0.85% for DBMF.
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