DBMFE.PA vs. ISP.MI
DBMFE.PA (iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc) is Hedge Fund fund actively managed by iM Global Partner, while ISP.MI (Intesa Sanpaolo SpA) is a stock. Over the past year, DBMFE.PA returned 29.45% vs 38.49% for ISP.MI. At a correlation of -0.02, they often move in opposite directions.
Performance
DBMFE.PA vs. ISP.MI - Performance Comparison
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Returns By Period
In the year-to-date period, DBMFE.PA achieves a 13.38% return, which is significantly higher than ISP.MI's 11.29% return.
DBMFE.PA
- 1D
- 0.00%
- 1M
- 0.65%
- 6M
- 10.10%
- YTD
- 13.38%
- 1Y
- 29.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 23.43%
ISP.MI
- 1D
- 0.47%
- 1M
- 3.07%
- 6M
- 14.38%
- YTD
- 11.29%
- 1Y
- 38.49%
- 3Y*
- 47.53%
- 5Y*
- 34.08%
- 10Y*
- 20.33%
- ALL TIME*
- 6.97%
DBMFE.PA vs. ISP.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DBMFE.PA iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc | 13.38% | 14.24% |
ISP.MI Intesa Sanpaolo SpA | 11.29% | 35.77% |
Correlation
The correlation between DBMFE.PA and ISP.MI is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | -0.02 |
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Return for Risk
DBMFE.PA vs. ISP.MI — Risk / Return Rank
DBMFE.PA
ISP.MI
DBMFE.PA vs. ISP.MI - 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 Intesa Sanpaolo SpA (ISP.MI). 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.
| DBMFE.PA | ISP.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.27 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 2.03 | +2.13 |
| Martin ratioReturn relative to average drawdown | 12.74 | 6.48 | +6.26 |
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Drawdowns
DBMFE.PA vs. ISP.MI - Drawdown Comparison
The maximum DBMFE.PA drawdown since its inception was -7.01%, smaller than the maximum ISP.MI drawdown of -81.29%. Use the drawdown chart below to compare losses from any high point for DBMFE.PA and ISP.MI.
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Drawdown Indicators
| DBMFE.PA | ISP.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.01% | -81.29% | +74.28% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -18.92% | +11.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.21% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -42.57% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.49% | — |
Current DrawdownCurrent decline from peak | -0.79% | -0.31% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -2.51% | -33.29% | +30.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 5.94% | -3.64% |
Volatility
DBMFE.PA vs. ISP.MI - Volatility Comparison
The current volatility for iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) is 2.84%, while Intesa Sanpaolo SpA (ISP.MI) has a volatility of 5.71%. This indicates that DBMFE.PA experiences smaller price fluctuations and is considered to be less risky than ISP.MI 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 | ISP.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 5.71% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 19.29% | -8.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 24.70% | -9.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 27.38% | -10.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 28.63% | -11.66% |
Dividends
DBMFE.PA vs. ISP.MI - Dividend Comparison
DBMFE.PA has not paid dividends to shareholders, while ISP.MI's dividend yield for the trailing twelve months is around 5.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBMFE.PA iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISP.MI Intesa Sanpaolo SpA | 5.90% | 6.03% | 8.34% | 8.87% | 7.34% | 9.14% | 0.00% | 8.38% | 10.46% | 6.43% | 5.76% | 2.27% |
Frequently Asked Questions
DBMFE.PA and ISP.MI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DBMFE.PA and ISP.MI
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