DBMF vs. USD=X
DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners, while USD=X (USD Cash) is a currency. Over the past 5 years, DBMF returned 8.01%/yr vs 0.00%/yr for USD=X.
Performance
DBMF vs. USD=X - Performance Comparison
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Returns By Period
DBMF
- 1D
- 0.26%
- 1M
- -1.31%
- YTD
- 10.27%
- 6M
- 11.24%
- 1Y
- 26.94%
- 3Y*
- 9.64%
- 5Y*
- 8.01%
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
DBMF vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 10.27% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
DBMF vs. USD=X — Risk / Return Rank
DBMF
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DBMF vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.47 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | — | — |
| Martin ratioReturn relative to average drawdown | 16.30 | — | — |
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Drawdowns
DBMF vs. USD=X - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DBMF and USD=X.
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Drawdown Indicators
| DBMF | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.39% | 0.00% | -20.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | 0.00% | -6.10% |
Max Drawdown (3Y)Largest decline over 3 years | -15.60% | 0.00% | -15.60% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | 0.00% | -20.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -1.91% | 0.00% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -6.56% | 0.00% | -6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 0.00% | +1.68% |
Volatility
DBMF vs. USD=X - Volatility Comparison
iMGP DBi Managed Futures Strategy ETF (DBMF) has a higher volatility of 2.71% compared to USD Cash (USD=X) at 0.00%. This indicates that DBMF's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBMF | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 0.00% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 0.00% | +10.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 0.00% | +12.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 0.00% | +12.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.41% | 0.00% | +12.41% |
Frequently Asked Questions
DBMF has higher volatility (2.71%) compared to USD=X (0.00%). In terms of maximum drawdown, DBMF dropped -20.39% vs USD=X's 0.00%.
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