DBMF vs. WQDV.L
DBMF (iMGP DBi Managed Futures Strategy ETF) and WQDV.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both exchange-traded funds - DBMF is a Systematic Trend fund actively managed by iM Global Partners, while WQDV.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. DBMF is actively managed, while WQDV.L is passively managed. Over the past 5 years, DBMF returned 8.69%/yr vs 12.29%/yr for WQDV.L. At a 0.09 correlation, their price movements are largely independent. DBMF charges 0.85%/yr vs 0.38%/yr for WQDV.L.
Performance
DBMF vs. WQDV.L - Performance Comparison
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Returns By Period
In the year-to-date period, DBMF achieves a 10.63% return, which is significantly lower than WQDV.L's 13.76% return.
DBMF
- 1D
- 0.82%
- 1M
- -0.55%
- YTD
- 10.63%
- 6M
- 10.35%
- 1Y
- 27.45%
- 3Y*
- 9.42%
- 5Y*
- 8.69%
- 10Y*
- —
WQDV.L
- 1D
- 0.00%
- 1M
- 1.40%
- YTD
- 13.76%
- 6M
- 14.45%
- 1Y
- 31.16%
- 3Y*
- 18.65%
- 5Y*
- 12.29%
- 10Y*
- —
DBMF vs. WQDV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 10.63% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 13.76% | 24.16% | 9.75% | 17.23% | -6.95% | 16.00% | -0.07% | 11.61% |
Correlation
The correlation between DBMF and WQDV.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
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 WQDV.L have become more correlated (0.34) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
DBMF vs. WQDV.L — Risk / Return Rank
DBMF
WQDV.L
DBMF vs. WQDV.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 MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.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.
| DBMF | WQDV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.47 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.54 | 4.05 | +0.48 |
| Martin ratioReturn relative to average drawdown | 16.23 | 14.99 | +1.25 |
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Drawdowns
DBMF vs. WQDV.L - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum WQDV.L drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for DBMF and WQDV.L.
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Drawdown Indicators
| DBMF | WQDV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.39% | -33.16% | +12.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -7.79% | +1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -15.60% | -14.03% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -21.24% | +0.85% |
Current DrawdownCurrent decline from peak | -1.59% | -1.05% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -4.27% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 2.11% | -0.41% |
Volatility
DBMF vs. WQDV.L - Volatility Comparison
The current volatility for iMGP DBi Managed Futures Strategy ETF (DBMF) is 2.92%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a volatility of 3.61%. This indicates that DBMF experiences smaller price fluctuations and is considered to be less risky than WQDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBMF | WQDV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 3.61% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 9.39% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 12.08% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.53% | 13.90% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.41% | 14.66% | -2.25% |
DBMF vs. WQDV.L - Expense Ratio Comparison
DBMF has a 0.85% expense ratio, which is higher than WQDV.L's 0.38% expense ratio.
Dividends
DBMF vs. WQDV.L - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 5.17%, more than WQDV.L's 1.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.17% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% |
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 1.81% | 2.31% | 2.58% | 2.78% | 2.95% | 2.75% | 2.81% | 3.01% | 3.28% | 0.77% |
Frequently Asked Questions
DBMF and WQDV.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WQDV.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WQDV.L is cheaper with a 0.38% expense ratio, compared with 0.85% for DBMF.
DBMF is categorized as Systematic Trend, while WQDV.L is Global Equities. They also come from different issuers: iM Global Partners and iShares. Their fees differ too: 0.85% for DBMF and 0.38% for WQDV.L.
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