DBMF vs. SIXH
DBMF (iMGP DBi Managed Futures Strategy ETF) and SIXH (6 Meridian Hedged Equity-Index Option Strategy ETF) are both exchange-traded funds - DBMF is a Systematic Trend fund actively managed by iM Global Partners, while SIXH is a Equity Hedged fund actively managed by Exchange Traded Concepts. Both are actively managed. Over the past 5 years, DBMF returned 8.70%/yr vs 9.81%/yr for SIXH. Their 0.04 correlation means their historical movements had little consistent relationship. DBMF charges 0.85%/yr vs 0.87%/yr for SIXH.
Performance
DBMF vs. SIXH - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with DBMF having a 12.95% return and SIXH slightly lower at 12.63%.
DBMF
- 1D
- -0.25%
- 1M
- 3.44%
- 6M
- 7.95%
- YTD
- 12.95%
- 1Y
- 27.97%
- 3Y*
- 10.07%
- 5Y*
- 8.70%
- 10Y*
- —
- ALL TIME*
- 9.43%
SIXH
- 1D
- 0.70%
- 1M
- 1.82%
- 6M
- 10.01%
- YTD
- 12.63%
- 1Y
- 15.33%
- 3Y*
- 13.52%
- 5Y*
- 9.81%
- 10Y*
- —
- ALL TIME*
- 11.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $48.88M | $50.74M | $48.74M | |
| $429.06K | $537.34K | $402.11K |
DBMF vs. SIXH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 12.95% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 0.21% |
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF | 12.63% | 9.47% | 12.06% | 4.93% | 6.90% | 18.37% | 6.49% |
Correlation
The correlation between DBMF and SIXH is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.00 |
Correlation (All Time) Calculated using the full available price history since May 11, 2020 | 0.04 |
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. SIXH — Risk / Return Rank
DBMF
SIXH
DBMF vs. SIXH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) and 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). 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 | SIXH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 3.46 | +1.13 |
| Martin ratioReturn relative to average drawdown | 15.59 | 8.80 | +6.79 |
Loading charts...
Drawdowns
DBMF vs. SIXH - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, which is greater than SIXH's maximum drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for DBMF and SIXH.
Loading charts...
Drawdown Indicators
| DBMF | SIXH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.39% | -11.68% | -8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -4.36% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -15.60% | -9.10% | -6.50% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -11.68% | -8.71% |
Current DrawdownCurrent decline from peak | -0.25% | 0.00% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -1.82% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.72% | +0.07% |
Volatility
DBMF vs. SIXH - Volatility Comparison
iMGP DBi Managed Futures Strategy ETF (DBMF) has a higher volatility of 2.42% compared to 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) at 2.30%. This indicates that DBMF's price experiences larger fluctuations and is considered to be riskier than SIXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBMF | SIXH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 2.30% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 6.25% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 7.84% | +4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.43% | 10.38% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.37% | 10.09% | +2.28% |
DBMF vs. SIXH - Expense Ratio Comparison
DBMF has a 0.85% expense ratio, which is lower than SIXH's 0.87% expense ratio.
Dividends
DBMF vs. SIXH - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 5.03%, more than SIXH's 1.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.03% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF | 1.83% | 2.23% | 1.55% | 2.04% | 2.06% | 1.65% | 1.10% | 0.00% |
Frequently Asked Questions
DBMF and SIXH have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBMF has higher volatility (2.42%) compared to SIXH (2.30%). In terms of maximum drawdown, DBMF dropped -20.39% vs SIXH's -11.68%.
On 5-year performance, SIXH leads with 9.81% vs 8.70% for DBMF. On fees, DBMF is cheaper at 0.85% per year. On volatility, SIXH has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SIXH has performed better with a 9.81% return vs 8.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DBMF is cheaper with a 0.85% expense ratio, compared with 0.87% for SIXH.
DBMF has the higher dividend yield at 5.03%, compared with 1.83% for SIXH.
DBMF is categorized as Systematic Trend, while SIXH is Equity Hedged. They also come from different issuers: iM Global Partners and Exchange Traded Concepts. Their fees differ too: 0.85% for DBMF and 0.87% for SIXH.
DBMF currently has the higher Sharpe Ratio (2.21 vs 1.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DBMF and SIXH
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