DBMF vs. NTSG.DE
DBMF (iMGP DBi Managed Futures Strategy ETF) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - DBMF is a Systematic Trend fund actively managed by iM Global Partners, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. DBMF is actively managed, while NTSG.DE is passively managed. Over the past year, DBMF returned 26.94% vs 23.16% for NTSG.DE. At a 0.20 correlation, their price movements are largely independent. DBMF charges 0.85%/yr vs 0.25%/yr for NTSG.DE.
Performance
DBMF vs. NTSG.DE - Performance Comparison
Loading charts...
Different Trading Currencies
DBMF is traded in USD, while NTSG.DE is traded in EUR. To make them comparable, the NTSG.DE 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 NTSG.DE's 7.65% return.
DBMF
- 1D
- 0.26%
- 1M
- -1.34%
- YTD
- 10.27%
- 6M
- 11.24%
- 1Y
- 26.94%
- 3Y*
- 9.64%
- 5Y*
- 8.01%
- 10Y*
- —
NTSG.DE
- 1D
- 0.14%
- 1M
- 1.85%
- YTD
- 7.65%
- 6M
- 8.66%
- 1Y
- 23.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBMF vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 10.27% | 13.85% | -0.51% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 7.65% | 22.09% | -1.85% |
Correlation
The correlation between DBMF and NTSG.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2024 | 0.20 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DBMF vs. NTSG.DE — Risk / Return Rank
DBMF
NTSG.DE
DBMF vs. NTSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) and WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE). 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.
| DBMF | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.34 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 2.61 | +1.89 |
| Martin ratioReturn relative to average drawdown | 16.30 | 10.37 | +5.93 |
Loading charts...
Drawdowns
DBMF vs. NTSG.DE - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, which is greater than NTSG.DE's maximum drawdown of -16.59%. Use the drawdown chart below to compare losses from any high point for DBMF and NTSG.DE.
Loading charts...
Drawdown Indicators
| DBMF | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.39% | -16.59% | -3.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -8.69% | +2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -15.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | — | — |
Current DrawdownCurrent decline from peak | -1.91% | -0.27% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -2.23% | -4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.19% | -0.51% |
Volatility
DBMF vs. NTSG.DE - Volatility Comparison
The current volatility for iMGP DBi Managed Futures Strategy ETF (DBMF) is 2.71%, while WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a volatility of 3.10%. This indicates that DBMF experiences smaller price fluctuations and is considered to be less risky than NTSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBMF | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.10% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 8.80% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 11.74% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 14.64% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.41% | 14.64% | -2.23% |
DBMF vs. NTSG.DE - Expense Ratio Comparison
DBMF has a 0.85% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
DBMF vs. NTSG.DE - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 5.19%, while NTSG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.19% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DBMF and NTSG.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSG.DE is cheaper with a 0.25% expense ratio, compared with 0.85% for DBMF.
DBMF is categorized as Systematic Trend, while NTSG.DE is Global Allocation. They also come from different issuers: iM Global Partners and WisdomTree. Their fees differ too: 0.85% for DBMF and 0.25% for NTSG.DE.
Find the right allocation for DBMF and NTSG.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer