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DBMF vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBMF vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iMGP DBi Managed Futures Strategy ETF (DBMF) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBMF achieves a 10.48% return, which is significantly higher than IB01.L's 1.56% return.


DBMF

1D
0.19%
1M
-1.12%
YTD
10.48%
6M
11.61%
1Y
27.18%
3Y*
9.37%
5Y*
8.18%
10Y*

IB01.L

1D
0.03%
1M
0.28%
YTD
1.56%
6M
1.77%
1Y
3.96%
3Y*
4.71%
5Y*
3.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBMF vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBMF
iMGP DBi Managed Futures Strategy ETF
10.48%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.56%4.34%5.25%4.92%1.08%-0.85%0.88%1.50%

Correlation

The correlation between DBMF and IB01.L 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 (3Y)
Calculated over the trailing 3-year period

-0.09

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

-0.14

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

-0.09

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Return for Risk

DBMF vs. IB01.L — Risk / Return Rank

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

DBMF
DBMF Risk / Return Rank: 8282
Overall Rank
DBMF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 7272
Sortino Ratio Rank
DBMF Omega Ratio Rank: 8686
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8787
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8686
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). 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.


DBMFIB01.LDifference
Sharpe ratioReturn per unit of total volatility

-9.70

Sortino ratioReturn per unit of downside risk

-33.88

Omega ratioGain probability vs. loss probability

1.47

7.99

-6.52

Calmar ratioReturn relative to maximum drawdown

4.48

114.79

-110.32

Martin ratioReturn relative to average drawdown

16.18

574.12

-557.94

DBMF vs. IB01.L - Sharpe Ratio Comparison

The current DBMF Sharpe Ratio is 2.21, which is lower than the IB01.L Sharpe Ratio of 11.91. The chart below compares the historical Sharpe Ratios of DBMF and IB01.L, 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. IB01.L - Drawdown Comparison

The maximum DBMF drawdown since its inception was -20.39%, which is greater than IB01.L's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for DBMF and IB01.L.


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Drawdown Indicators


DBMFIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.39%

-1.28%

-19.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-0.03%

-6.07%

Max Drawdown (3Y)

Largest decline over 3 years

-15.60%

-0.09%

-15.51%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-1.15%

-19.24%

Current Drawdown

Current decline from peak

-1.72%

0.00%

-1.72%

Average Drawdown

Average peak-to-trough decline

-6.56%

-0.24%

-6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

0.01%

+1.67%

Volatility

DBMF vs. IB01.L - Volatility Comparison

iMGP DBi Managed Futures Strategy ETF (DBMF) has a higher volatility of 2.68% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.09%. This indicates that DBMF's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBMFIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

0.09%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

0.23%

+9.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

0.33%

+12.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

0.54%

+12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.41%

0.79%

+11.62%

DBMF vs. IB01.L - Expense Ratio Comparison

DBMF has a 0.85% expense ratio, which is higher than IB01.L's 0.07% expense ratio.


Dividends

DBMF vs. IB01.L - Dividend Comparison

DBMF's dividend yield for the trailing twelve months is around 5.18%, while IB01.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
DBMF
iMGP DBi Managed Futures Strategy ETF
5.18%5.91%5.75%2.91%7.72%10.38%0.86%9.35%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBMF and IB01.L 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, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L is cheaper with a 0.07% expense ratio, compared with 0.85% for DBMF.

DBMF is categorized as Systematic Trend, while IB01.L is Government Bonds. They also come from different issuers: iM Global Partners and iShares. Their fees differ too: 0.85% for DBMF and 0.07% for IB01.L.

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