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AXQT.DE vs. DBMFE.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AXQT.DE vs. DBMFE.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) and iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXQT.DE achieves a 42.21% return, which is significantly higher than DBMFE.PA's 12.72% return.


AXQT.DE

1D
-1.38%
1M
10.27%
YTD
42.21%
6M
46.30%
1Y
72.38%
3Y*
5Y*
10Y*

DBMFE.PA

1D
-0.50%
1M
2.39%
YTD
12.72%
6M
13.91%
1Y
27.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXQT.DE vs. DBMFE.PA - Yearly Performance Comparison


Correlation

The correlation between AXQT.DE and DBMFE.PA is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2025

0.24

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Return for Risk

AXQT.DE vs. DBMFE.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AXQT.DE
AXQT.DE Risk / Return Rank: 9393
Overall Rank
AXQT.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AXQT.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
AXQT.DE Omega Ratio Rank: 9494
Omega Ratio Rank
AXQT.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
AXQT.DE Martin Ratio Rank: 9292
Martin Ratio Rank

DBMFE.PA
DBMFE.PA Risk / Return Rank: 5151
Overall Rank
DBMFE.PA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DBMFE.PA Sortino Ratio Rank: 4040
Sortino Ratio Rank
DBMFE.PA Omega Ratio Rank: 4343
Omega Ratio Rank
DBMFE.PA Calmar Ratio Rank: 7878
Calmar Ratio Rank
DBMFE.PA Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AXQT.DE vs. DBMFE.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) and iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA). 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.


AXQT.DEDBMFE.PADifference
Sharpe ratioReturn per unit of total volatility

+2.25

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.67

1.28

+0.39

Calmar ratioReturn relative to maximum drawdown

6.26

3.93

+2.34

Martin ratioReturn relative to average drawdown

23.00

8.01

+14.98

AXQT.DE vs. DBMFE.PA - Sharpe Ratio Comparison

The current AXQT.DE Sharpe Ratio is 3.77, which is higher than the DBMFE.PA Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of AXQT.DE and DBMFE.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AXQT.DEDBMFE.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.77

1.53

+2.25

Sharpe Ratio (All Time)

Calculated using the full available price history

2.26

1.06

+1.20

Drawdowns

AXQT.DE vs. DBMFE.PA - Drawdown Comparison

The maximum AXQT.DE drawdown since its inception was -18.65%, which is greater than DBMFE.PA's maximum drawdown of -7.01%. Use the drawdown chart below to compare losses from any high point for AXQT.DE and DBMFE.PA.


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Drawdown Indicators


AXQT.DEDBMFE.PADifference

Max Drawdown

Largest peak-to-trough decline

-18.65%

-7.01%

-11.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-7.01%

-4.48%

Current Drawdown

Current decline from peak

-1.38%

-1.37%

-0.01%

Average Drawdown

Average peak-to-trough decline

-3.07%

-3.01%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.46%

-0.32%

Volatility

AXQT.DE vs. DBMFE.PA - Volatility Comparison

AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) has a higher volatility of 8.89% compared to iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) at 3.80%. This indicates that AXQT.DE's price experiences larger fluctuations and is considered to be riskier than DBMFE.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXQT.DEDBMFE.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

3.80%

+5.09%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

11.43%

+4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

19.08%

18.05%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

17.73%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.02%

17.73%

+2.29%

AXQT.DE vs. DBMFE.PA - Expense Ratio Comparison

AXQT.DE has a 0.27% expense ratio, which is lower than DBMFE.PA's 0.75% expense ratio.


Dividends

AXQT.DE vs. DBMFE.PA - Dividend Comparison

Neither AXQT.DE nor DBMFE.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AXQT.DE and DBMFE.PA have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AXQT.DE is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AXQT.DE is cheaper with a 0.27% expense ratio, compared with 0.75% for DBMFE.PA.

AXQT.DE is categorized as Emerging Markets Equities, while DBMFE.PA is Hedge Fund. They also come from different issuers: AXA IM and iM Global Partner. Their fees differ too: 0.27% for AXQT.DE and 0.75% for DBMFE.PA.

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