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CBE3.L vs. DBMFE.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBE3.L vs. DBMFE.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L) 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, CBE3.L achieves a 0.09% return, which is significantly lower than DBMFE.PA's 12.72% return.


CBE3.L

1D
-0.09%
1M
0.29%
YTD
0.09%
6M
0.19%
1Y
0.83%
3Y*
2.64%
5Y*
0.80%
10Y*
0.36%

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)

CBE3.L vs. DBMFE.PA - Yearly Performance Comparison


Correlation

The correlation between CBE3.L and DBMFE.PA is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.13

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Return for Risk

CBE3.L vs. DBMFE.PA — Risk / Return Rank

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

CBE3.L
CBE3.L Risk / Return Rank: 2121
Overall Rank
CBE3.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CBE3.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
CBE3.L Omega Ratio Rank: 2323
Omega Ratio Rank
CBE3.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
CBE3.L Martin Ratio Rank: 2121
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.

CBE3.L vs. DBMFE.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L) 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.


CBE3.LDBMFE.PADifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.14

1.28

-0.14

Calmar ratioReturn relative to maximum drawdown

0.75

3.93

-3.17

Martin ratioReturn relative to average drawdown

2.49

8.01

-5.53

CBE3.L vs. DBMFE.PA - Sharpe Ratio Comparison

The current CBE3.L Sharpe Ratio is 0.70, which is lower than the DBMFE.PA Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of CBE3.L 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


CBE3.LDBMFE.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.53

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.06

-0.62

Drawdowns

CBE3.L vs. DBMFE.PA - Drawdown Comparison

The maximum CBE3.L drawdown since its inception was -6.12%, smaller than the maximum DBMFE.PA drawdown of -7.01%. Use the drawdown chart below to compare losses from any high point for CBE3.L and DBMFE.PA.


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Drawdown Indicators


CBE3.LDBMFE.PADifference

Max Drawdown

Largest peak-to-trough decline

-6.12%

-7.01%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-1.10%

-7.01%

+5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-6.12%

Current Drawdown

Current decline from peak

-0.46%

-1.37%

+0.91%

Average Drawdown

Average peak-to-trough decline

-1.06%

-3.01%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

3.46%

-3.13%

Volatility

CBE3.L vs. DBMFE.PA - Volatility Comparison

The current volatility for iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L) is 0.42%, while iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) has a volatility of 3.80%. This indicates that CBE3.L experiences smaller price fluctuations and is considered to be less risky 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


CBE3.LDBMFE.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

3.80%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

1.08%

11.43%

-10.35%

Volatility (1Y)

Calculated over the trailing 1-year period

1.19%

18.05%

-16.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.51%

17.73%

-16.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.28%

17.73%

-16.45%

CBE3.L vs. DBMFE.PA - Expense Ratio Comparison

CBE3.L has a 0.20% expense ratio, which is lower than DBMFE.PA's 0.75% expense ratio.


Dividends

CBE3.L vs. DBMFE.PA - Dividend Comparison

Neither CBE3.L nor DBMFE.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBE3.L and DBMFE.PA have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBE3.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBE3.L is cheaper with a 0.20% expense ratio, compared with 0.75% for DBMFE.PA.

CBE3.L is categorized as Short-Term Bond, while DBMFE.PA is Hedge Fund. They also come from different issuers: iShares and iM Global Partner. Their fees differ too: 0.20% for CBE3.L and 0.75% for DBMFE.PA.

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