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DBMF vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBMF vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iMGP DBi Managed Futures Strategy ETF (DBMF) and iShares Gold Bullion ETF (CGL-C.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DBMF is traded in USD, while CGL-C.TO is traded in CAD. To make them comparable, the CGL-C.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DBMF achieves a 10.27% return, which is significantly higher than CGL-C.TO's -2.68% return.


DBMF

1D
0.26%
1M
-1.34%
YTD
10.27%
6M
11.24%
1Y
26.94%
3Y*
9.64%
5Y*
8.01%
10Y*

CGL-C.TO

1D
-0.00%
1M
-10.30%
YTD
-2.68%
6M
-2.36%
1Y
23.97%
3Y*
28.82%
5Y*
16.71%
10Y*
11.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBMF vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBMF
iMGP DBi Managed Futures Strategy ETF
10.27%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%
CGL-C.TO
iShares Gold Bullion ETF
-2.58%62.99%26.68%12.82%-0.22%-4.80%24.71%16.53%

Correlation

The correlation between DBMF and CGL-C.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.09

Over the past year, DBMF and CGL-C.TO have become more correlated (0.35) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

DBMF vs. CGL-C.TO — Risk / Return Rank

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

DBMF
DBMF Risk / Return Rank: 8484
Overall Rank
DBMF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBMF Omega Ratio Rank: 8787
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8787
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3131
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3535
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2828
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.

DBMF vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) and iShares Gold Bullion ETF (CGL-C.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DBMFCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.47

1.19

+0.28

Calmar ratioReturn relative to maximum drawdown

4.50

0.99

+3.51

Martin ratioReturn relative to average drawdown

16.30

2.87

+13.43

DBMF vs. CGL-C.TO - Sharpe Ratio Comparison

The current DBMF Sharpe Ratio is 2.22, which is higher than the CGL-C.TO Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DBMF and CGL-C.TO, 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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Drawdowns

DBMF vs. CGL-C.TO - Drawdown Comparison

The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum CGL-C.TO drawdown of -42.11%. Use the drawdown chart below to compare losses from any high point for DBMF and CGL-C.TO.


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Drawdown Indicators


DBMFCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.39%

-42.11%

+21.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-24.32%

+18.22%

Max Drawdown (3Y)

Largest decline over 3 years

-15.60%

-24.32%

+8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-24.32%

+3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-24.32%

Current Drawdown

Current decline from peak

-1.91%

-21.86%

+19.95%

Average Drawdown

Average peak-to-trough decline

-6.56%

-18.51%

+11.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

8.37%

-6.69%

Volatility

DBMF vs. CGL-C.TO - Volatility Comparison

The current volatility for iMGP DBi Managed Futures Strategy ETF (DBMF) is 2.71%, while iShares Gold Bullion ETF (CGL-C.TO) has a volatility of 7.57%. This indicates that DBMF experiences smaller price fluctuations and is considered to be less risky than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBMFCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

7.57%

-4.86%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

22.90%

-12.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.35%

26.70%

-14.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

18.22%

-5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.41%

16.73%

-4.32%

DBMF vs. CGL-C.TO - Expense Ratio Comparison

DBMF has a 0.85% expense ratio, which is higher than CGL-C.TO's 0.55% expense ratio.


Dividends

DBMF vs. CGL-C.TO - Dividend Comparison

DBMF's dividend yield for the trailing twelve months is around 5.19%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBMF
iMGP DBi Managed Futures Strategy ETF
5.19%5.91%5.75%2.91%7.72%10.38%0.86%9.35%

Frequently Asked Questions


DBMF and CGL-C.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGL-C.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGL-C.TO is cheaper with a 0.55% expense ratio, compared with 0.85% for DBMF.

DBMF is categorized as Systematic Trend, while CGL-C.TO is Gold. They also come from different issuers: iM Global Partners and iShares. Their fees differ too: 0.85% for DBMF and 0.55% for CGL-C.TO.

Portfolio Optimizer

Find the right allocation for DBMF and CGL-C.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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