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DBEH vs. FTLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBEH and FTLS is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

DBEH vs. FTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iM DBi Hedge Strategy ETF (DBEH) and First Trust Long/Short Equity ETF (FTLS). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%AugustSeptemberOctoberNovemberDecember2025
37.87%
64.91%
DBEH
FTLS

Key characteristics

Returns By Period


DBEH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FTLS

YTD

2.11%

1M

2.02%

6M

8.81%

1Y

17.94%

5Y*

10.02%

10Y*

8.91%

*Annualized

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DBEH vs. FTLS - Expense Ratio Comparison

DBEH has a 0.85% expense ratio, which is lower than FTLS's 1.60% expense ratio.


FTLS
First Trust Long/Short Equity ETF
Expense ratio chart for FTLS: current value at 1.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.60%
Expense ratio chart for DBEH: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

DBEH vs. FTLS — Risk-Adjusted Performance Rank

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

DBEH
The Risk-Adjusted Performance Rank of DBEH is 2828
Overall Rank
The Sharpe Ratio Rank of DBEH is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of DBEH is 2121
Sortino Ratio Rank
The Omega Ratio Rank of DBEH is 2323
Omega Ratio Rank
The Calmar Ratio Rank of DBEH is 4444
Calmar Ratio Rank
The Martin Ratio Rank of DBEH is 2828
Martin Ratio Rank

FTLS
The Risk-Adjusted Performance Rank of FTLS is 7676
Overall Rank
The Sharpe Ratio Rank of FTLS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FTLS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FTLS is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FTLS is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FTLS is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBEH vs. FTLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iM DBi Hedge Strategy ETF (DBEH) and First Trust Long/Short Equity ETF (FTLS). 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.


Sharpe ratio
The chart of Sharpe ratio for DBEH, currently valued at 1.01, compared to the broader market0.002.004.001.011.83
The chart of Sortino ratio for DBEH, currently valued at 1.39, compared to the broader market0.005.0010.001.392.50
The chart of Omega ratio for DBEH, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.33
The chart of Calmar ratio for DBEH, currently valued at 1.13, compared to the broader market0.005.0010.0015.0020.001.134.24
The chart of Martin ratio for DBEH, currently valued at 3.66, compared to the broader market0.0020.0040.0060.0080.00100.003.6613.29
DBEH
FTLS


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.01
1.83
DBEH
FTLS

Dividends

DBEH vs. FTLS - Dividend Comparison

DBEH has not paid dividends to shareholders, while FTLS's dividend yield for the trailing twelve months is around 1.47%.


TTM20242023202220212020201920182017201620152014
DBEH
iM DBi Hedge Strategy ETF
2.66%2.66%3.05%1.54%17.43%0.06%0.02%0.00%0.00%0.00%0.00%0.00%
FTLS
First Trust Long/Short Equity ETF
1.47%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%0.51%

Drawdowns

DBEH vs. FTLS - Drawdown Comparison


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.99%
-0.72%
DBEH
FTLS

Volatility

DBEH vs. FTLS - Volatility Comparison

The current volatility for iM DBi Hedge Strategy ETF (DBEH) is 0.00%, while First Trust Long/Short Equity ETF (FTLS) has a volatility of 4.25%. This indicates that DBEH experiences smaller price fluctuations and is considered to be less risky than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember20250
4.25%
DBEH
FTLS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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