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DBMFE.PA vs. IWMO.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBMFE.PA vs. IWMO.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBMFE.PA achieves a 12.65% return, which is significantly lower than IWMO.MI's 22.51% return.


DBMFE.PA

1D
-0.06%
1M
2.62%
YTD
12.65%
6M
14.28%
1Y
28.35%
3Y*
5Y*
10Y*

IWMO.MI

1D
-0.90%
1M
8.73%
YTD
22.51%
6M
23.74%
1Y
31.60%
3Y*
26.15%
5Y*
14.68%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBMFE.PA vs. IWMO.MI - Yearly Performance Comparison


Correlation

The correlation between DBMFE.PA and IWMO.MI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2025

0.24

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Return for Risk

DBMFE.PA vs. IWMO.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBMFE.PA
DBMFE.PA Risk / Return Rank: 5252
Overall Rank
DBMFE.PA Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DBMFE.PA Sortino Ratio Rank: 4242
Sortino Ratio Rank
DBMFE.PA Omega Ratio Rank: 4444
Omega Ratio Rank
DBMFE.PA Calmar Ratio Rank: 7979
Calmar Ratio Rank
DBMFE.PA Martin Ratio Rank: 4949
Martin Ratio Rank

IWMO.MI
IWMO.MI Risk / Return Rank: 6363
Overall Rank
IWMO.MI Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IWMO.MI Sortino Ratio Rank: 6161
Sortino Ratio Rank
IWMO.MI Omega Ratio Rank: 5757
Omega Ratio Rank
IWMO.MI Calmar Ratio Rank: 7171
Calmar Ratio Rank
IWMO.MI Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBMFE.PA vs. IWMO.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 iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.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.


DBMFE.PAIWMO.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.28

1.34

-0.06

Calmar ratioReturn relative to maximum drawdown

3.99

3.50

+0.50

Martin ratioReturn relative to average drawdown

8.14

13.36

-5.22

DBMFE.PA vs. IWMO.MI - Sharpe Ratio Comparison

The current DBMFE.PA Sharpe Ratio is 1.55, which is comparable to the IWMO.MI Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DBMFE.PA and IWMO.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DBMFE.PAIWMO.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.87

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.80

+0.25

Drawdowns

DBMFE.PA vs. IWMO.MI - Drawdown Comparison

The maximum DBMFE.PA drawdown since its inception was -7.01%, smaller than the maximum IWMO.MI drawdown of -31.03%. Use the drawdown chart below to compare losses from any high point for DBMFE.PA and IWMO.MI.


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Drawdown Indicators


DBMFE.PAIWMO.MIDifference

Max Drawdown

Largest peak-to-trough decline

-7.01%

-31.03%

+24.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-9.04%

+2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-23.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.45%

Max Drawdown (10Y)

Largest decline over 10 years

-31.03%

Current Drawdown

Current decline from peak

-1.43%

-0.90%

-0.53%

Average Drawdown

Average peak-to-trough decline

-3.01%

-5.88%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.37%

+1.09%

Volatility

DBMFE.PA vs. IWMO.MI - Volatility Comparison

The current volatility for iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) is 3.81%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) has a volatility of 5.79%. This indicates that DBMFE.PA experiences smaller price fluctuations and is considered to be less risky than IWMO.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.PAIWMO.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

5.79%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

14.18%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

16.87%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.70%

17.29%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

17.60%

+0.10%

DBMFE.PA vs. IWMO.MI - Expense Ratio Comparison

DBMFE.PA has a 0.75% expense ratio, which is higher than IWMO.MI's 0.25% expense ratio.


Dividends

DBMFE.PA vs. IWMO.MI - Dividend Comparison

Neither DBMFE.PA nor IWMO.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBMFE.PA and IWMO.MI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWMO.MI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWMO.MI is cheaper with a 0.25% expense ratio, compared with 0.75% for DBMFE.PA.

DBMFE.PA is categorized as Hedge Fund, while IWMO.MI is Momentum. They also come from different issuers: iM Global Partner and iShares. Their fees differ too: 0.75% for DBMFE.PA and 0.25% for IWMO.MI.

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