CBU7.L vs. DBMFE.PA

Last updated Jun 5, 2026

CBU7.L (iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc) and DBMFE.PA (iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc) are both exchange-traded funds - CBU7.L is a Government Bonds fund tracking the ICE U.S. Treasury 3-7 Year Bond Index, while DBMFE.PA is a Hedge Fund fund actively managed by iM Global Partner. CBU7.L is passively managed, while DBMFE.PA is actively managed. Over the past year, CBU7.L returned 3.16% vs 30.55% for DBMFE.PA. At a correlation of -0.09, they often move in opposite directions. CBU7.L charges 0.07%/yr vs 0.75%/yr for DBMFE.PA.

Performance

CBU7.L vs. DBMFE.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.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.

Different Trading Currencies

CBU7.L is traded in USD, while DBMFE.PA is traded in EUR. To make them comparable, the DBMFE.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBU7.L achieves a -0.52% return, which is significantly lower than DBMFE.PA's 11.38% return.

CBU7.L

• 1D: 0.19%
• 1M: -0.13%
• YTD: -0.52%
• 6M: -0.10%
• 1Y: 3.16%
• 3Y*: 3.73%
• 5Y*: 0.39%
• 10Y*: 1.39%

DBMFE.PA

• 1D: 0.07%
• 1M: 1.92%
• YTD: 11.38%
• 6M: 13.97%
• 1Y: 30.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CBU7.L vs. DBMFE.PA - Yearly Performance Comparison

	2026 (YTD)	2025
CBU7.L iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc	-0.52%	4.30%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc	11.38%	18.15%

Correlation

The correlation between CBU7.L and DBMFE.PA is -0.13, 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	-0.13
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025	-0.09

Return for Risk

CBU7.L vs. DBMFE.PA — Risk / Return Rank

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

CBU7.L

CBU7.L Risk / Return Rank: 29
CBU7.L Sharpe Ratio Rank: 30
CBU7.L Sortino Ratio Rank: 30
CBU7.L Omega Ratio Rank: 29
CBU7.L Calmar Ratio Rank: 27
CBU7.L Martin Ratio Rank: 29

DBMFE.PA

DBMFE.PA Risk / Return Rank: 52
DBMFE.PA Sharpe Ratio Rank: 45
DBMFE.PA Sortino Ratio Rank: 42
DBMFE.PA Omega Ratio Rank: 44
DBMFE.PA Calmar Ratio Rank: 79
DBMFE.PA Martin Ratio Rank: 49

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.

CBU7.L vs. DBMFE.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.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.

	CBU7.L	DBMFE.PA	Difference
Sharpe ratio: Return per unit of total volatility	1.07	1.73	-0.65
Sortino ratio: Return per unit of downside risk	1.58	2.28	-0.70
Omega ratio: Gain probability vs. loss probability	1.19	1.31	-0.12
Calmar ratio: Return relative to maximum drawdown	1.26	4.46	-3.20
Martin ratio: Return relative to average drawdown	4.06	9.54	-5.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CBU7.L vs. DBMFE.PA - Sharpe Ratio Comparison

The current CBU7.L Sharpe Ratio is 1.07, which is lower than the DBMFE.PA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of CBU7.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.

Sharpe Ratios by Period

	CBU7.L	DBMFE.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	1.73	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	1.53	-0.96

Drawdowns

CBU7.L vs. DBMFE.PA - Drawdown Comparison

The maximum CBU7.L drawdown since its inception was -14.18%, which is greater than DBMFE.PA's maximum drawdown of -6.76%. Use the drawdown chart below to compare losses from any high point for CBU7.L and DBMFE.PA.

Drawdown Indicators

	CBU7.L	DBMFE.PA	Difference
Max Drawdown Largest peak-to-trough decline	-14.18%	-6.76%	-7.42%
Max Drawdown (1Y) Largest decline over 1 year	-2.50%	-6.76%	+4.26%
Max Drawdown (3Y) Largest decline over 3 years	-3.66%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-14.18%	—	—
Current Drawdown Current decline from peak	-1.60%	-2.08%	+0.48%
Average Drawdown Average peak-to-trough decline	-3.33%	-2.29%	-1.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.77%	3.18%	-2.41%

Volatility

CBU7.L vs. DBMFE.PA - Volatility Comparison

The current volatility for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) is 1.13%, while iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) has a volatility of 3.94%. This indicates that CBU7.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.

Volatility by Period

	CBU7.L	DBMFE.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.13%	3.94%	-2.81%
Volatility (6M) Calculated over the trailing 6-month period	2.15%	11.67%	-9.52%
Volatility (1Y) Calculated over the trailing 1-year period	2.96%	17.47%	-14.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.70%	17.06%	-12.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.10%	17.06%	-12.96%

CBU7.L vs. DBMFE.PA - Expense Ratio Comparison

CBU7.L has a 0.07% expense ratio, which is lower than DBMFE.PA's 0.75% expense ratio.

Dividends

CBU7.L vs. DBMFE.PA - Dividend Comparison

Neither CBU7.L nor DBMFE.PA has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CBU7.L and DBMFE.PA in my portfolio?

CBU7.L and DBMFE.PA have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CBU7.L or DBMFE.PA?

On fees, CBU7.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CBU7.L or DBMFE.PA?

CBU7.L is cheaper with a 0.07% expense ratio, compared with 0.75% for DBMFE.PA.

What is the main difference between CBU7.L and DBMFE.PA?

CBU7.L is categorized as Government Bonds, while DBMFE.PA is Hedge Fund. They also come from different issuers: iShares and iM Global Partner. Their fees differ too: 0.07% for CBU7.L and 0.75% for DBMFE.PA.