DBMFE.PA vs. AVWS.DE
DBMFE.PA (iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc) and AVWS.DE (Avantis Global Small Cap Value UCITS ETF USD Acc EUR) are both exchange-traded funds - DBMFE.PA is a Hedge Fund fund actively managed by iM Global Partner, while AVWS.DE is a Foreign Small & Mid Cap Equities fund actively managed by Avantis. Both are actively managed. Over the past year, DBMFE.PA returned 27.90% vs 34.22% for AVWS.DE. At a 0.19 correlation, their price movements are largely independent. DBMFE.PA charges 0.75%/yr vs 0.39%/yr for AVWS.DE.
Performance
DBMFE.PA vs. AVWS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBMFE.PA achieves a 12.72% return, which is significantly lower than AVWS.DE's 17.83% return.
DBMFE.PA
- 1D
- -0.50%
- 1M
- 2.39%
- YTD
- 12.72%
- 6M
- 13.91%
- 1Y
- 27.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVWS.DE
- 1D
- -0.33%
- 1M
- 2.49%
- YTD
- 17.83%
- 6M
- 19.23%
- 1Y
- 34.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBMFE.PA vs. AVWS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DBMFE.PA iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc | 12.72% | 8.56% |
AVWS.DE Avantis Global Small Cap Value UCITS ETF USD Acc EUR | 17.83% | 13.91% |
Correlation
The correlation between DBMFE.PA and AVWS.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025 | 0.19 |
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Return for Risk
DBMFE.PA vs. AVWS.DE — Risk / Return Rank
DBMFE.PA
AVWS.DE
DBMFE.PA vs. AVWS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.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.
| DBMFE.PA | AVWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 5.33 | -1.40 |
| Martin ratioReturn relative to average drawdown | 8.01 | 19.87 | -11.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBMFE.PA | AVWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 2.35 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 1.07 | -0.01 |
Drawdowns
DBMFE.PA vs. AVWS.DE - Drawdown Comparison
The maximum DBMFE.PA drawdown since its inception was -7.01%, smaller than the maximum AVWS.DE drawdown of -25.21%. Use the drawdown chart below to compare losses from any high point for DBMFE.PA and AVWS.DE.
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Drawdown Indicators
| DBMFE.PA | AVWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.01% | -25.21% | +18.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -6.39% | -0.62% |
Current DrawdownCurrent decline from peak | -1.37% | -0.78% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -5.14% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 1.72% | +1.74% |
Volatility
DBMFE.PA vs. AVWS.DE - Volatility Comparison
iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) has a higher volatility of 3.80% compared to Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) at 3.25%. This indicates that DBMFE.PA's price experiences larger fluctuations and is considered to be riskier than AVWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBMFE.PA | AVWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 3.25% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 9.60% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.05% | 14.51% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 18.14% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 18.14% | -0.41% |
DBMFE.PA vs. AVWS.DE - Expense Ratio Comparison
DBMFE.PA has a 0.75% expense ratio, which is higher than AVWS.DE's 0.39% expense ratio.
Dividends
DBMFE.PA vs. AVWS.DE - Dividend Comparison
Neither DBMFE.PA nor AVWS.DE has paid dividends to shareholders.
Frequently Asked Questions
DBMFE.PA and AVWS.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVWS.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVWS.DE is cheaper with a 0.39% expense ratio, compared with 0.75% for DBMFE.PA.
DBMFE.PA is categorized as Hedge Fund, while AVWS.DE is Foreign Small & Mid Cap Equities. They also come from different issuers: iM Global Partner and Avantis. Their fees differ too: 0.75% for DBMFE.PA and 0.39% for AVWS.DE.
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