DBEF vs. DBMF
Compare and contrast key facts about Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and iM DBi Managed Futures Strategy ETF (DBMF).
DBEF and DBMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBEF is a passively managed fund by DWS that tracks the performance of the MSCI EAFE US Dollar Hedged Index. It was launched on Jun 9, 2011. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019.
Performance
DBEF vs. DBMF - Performance Comparison
Loading graphics...
DBEF vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 2.68% | 23.16% | 13.40% | 20.15% | -5.13% | 19.60% | 2.03% | 10.52% |
DBMF iM DBi Managed Futures Strategy ETF | 7.87% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.67% |
Returns By Period
In the year-to-date period, DBEF achieves a 2.68% return, which is significantly lower than DBMF's 7.87% return.
DBEF
- 1D
- 2.34%
- 1M
- -5.60%
- YTD
- 2.68%
- 6M
- 9.22%
- 1Y
- 20.92%
- 3Y*
- 16.41%
- 5Y*
- 12.35%
- 10Y*
- 11.65%
DBMF
- 1D
- -0.20%
- 1M
- -3.82%
- YTD
- 7.87%
- 6M
- 15.44%
- 1Y
- 26.29%
- 3Y*
- 9.90%
- 5Y*
- 8.63%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DBEF vs. DBMF - Expense Ratio Comparison
DBEF has a 0.36% expense ratio, which is lower than DBMF's 0.85% expense ratio.
Return for Risk
DBEF vs. DBMF — Risk / Return Rank
DBEF
DBMF
DBEF vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and iM 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.
| DBEF | DBMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 2.19 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.82 | 2.98 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.46 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 4.25 | -2.57 |
Martin ratioReturn relative to average drawdown | 7.43 | 18.51 | -11.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DBEF | DBMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 2.19 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.68 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.74 | -0.21 |
Correlation
The correlation between DBEF and DBMF is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DBEF vs. DBMF - Dividend Comparison
DBEF's dividend yield for the trailing twelve months is around 5.40%, more than DBMF's 5.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 5.40% | 5.55% | 1.29% | 4.46% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.55% | 3.70% |
DBMF iM DBi Managed Futures Strategy ETF | 5.30% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBEF vs. DBMF - Drawdown Comparison
The maximum DBEF drawdown since its inception was -32.46%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for DBEF and DBMF.
Loading graphics...
Drawdown Indicators
| DBEF | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.46% | -20.39% | -12.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -6.10% | -5.83% |
Max Drawdown (5Y)Largest decline over 5 years | -14.95% | -20.39% | +5.44% |
Max Drawdown (10Y)Largest decline over 10 years | -32.46% | — | — |
Current DrawdownCurrent decline from peak | -5.87% | -3.82% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -6.70% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.40% | +1.30% |
Volatility
DBEF vs. DBMF - Volatility Comparison
Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) has a higher volatility of 6.23% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 5.24%. This indicates that DBEF'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.
Loading graphics...
Volatility by Period
| DBEF | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 5.24% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 11.10% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 12.09% | +4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 12.66% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 12.48% | +3.34% |