DBMFE.PA vs. IWQU.L
DBMFE.PA (iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc) and IWQU.L (iShares MSCI World Quality Factor UCITS) are both exchange-traded funds - DBMFE.PA is a Hedge Fund fund actively managed by iM Global Partner, while IWQU.L is a Global Equities fund tracking the MSCI ACWI NR USD. DBMFE.PA is actively managed, while IWQU.L is passively managed. Over the past year, DBMFE.PA returned 28.35% vs 18.96% for IWQU.L. At a 0.21 correlation, their price movements are largely independent. DBMFE.PA charges 0.75%/yr vs 0.30%/yr for IWQU.L.
Performance
DBMFE.PA vs. IWQU.L - Performance Comparison
Loading charts...
Different Trading Currencies
DBMFE.PA is traded in EUR, while IWQU.L is traded in USD. To make them comparable, the IWQU.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DBMFE.PA achieves a 12.65% return, which is significantly higher than IWQU.L's 9.70% return.
DBMFE.PA
- 1D
- -0.06%
- 1M
- 2.62%
- YTD
- 12.65%
- 6M
- 14.28%
- 1Y
- 28.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWQU.L
- 1D
- 0.71%
- 1M
- 4.29%
- YTD
- 9.70%
- 6M
- 10.08%
- 1Y
- 18.96%
- 3Y*
- 15.26%
- 5Y*
- 11.36%
- 10Y*
- 11.96%
DBMFE.PA vs. IWQU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DBMFE.PA iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc | 12.65% | 8.56% |
IWQU.L iShares MSCI World Quality Factor UCITS | 9.70% | 8.24% |
Correlation
The correlation between DBMFE.PA and IWQU.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025 | 0.21 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DBMFE.PA vs. IWQU.L — Risk / Return Rank
DBMFE.PA
IWQU.L
DBMFE.PA vs. IWQU.L - 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 MSCI World Quality Factor UCITS (IWQU.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.
| DBMFE.PA | IWQU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.30 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.99 | 3.08 | +0.91 |
| Martin ratioReturn relative to average drawdown | 8.14 | 11.47 | -3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DBMFE.PA | IWQU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.64 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.77 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.81 | +0.24 |
Drawdowns
DBMFE.PA vs. IWQU.L - Drawdown Comparison
The maximum DBMFE.PA drawdown since its inception was -7.01%, smaller than the maximum IWQU.L drawdown of -32.36%. Use the drawdown chart below to compare losses from any high point for DBMFE.PA and IWQU.L.
Loading charts...
Drawdown Indicators
| DBMFE.PA | IWQU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.01% | -32.36% | +25.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -6.13% | -0.88% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.36% | — |
Current DrawdownCurrent decline from peak | -1.43% | 0.00% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -4.64% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 1.65% | +1.81% |
Volatility
DBMFE.PA vs. IWQU.L - Volatility Comparison
iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) has a higher volatility of 3.81% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 2.94%. This indicates that DBMFE.PA's price experiences larger fluctuations and is considered to be riskier than IWQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBMFE.PA | IWQU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 2.94% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 8.49% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 11.55% | +6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 14.81% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.70% | 15.84% | +1.86% |
DBMFE.PA vs. IWQU.L - Expense Ratio Comparison
DBMFE.PA has a 0.75% expense ratio, which is higher than IWQU.L's 0.30% expense ratio.
Dividends
DBMFE.PA vs. IWQU.L - Dividend Comparison
Neither DBMFE.PA nor IWQU.L has paid dividends to shareholders.
Frequently Asked Questions
DBMFE.PA and IWQU.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWQU.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWQU.L is cheaper with a 0.30% expense ratio, compared with 0.75% for DBMFE.PA.
DBMFE.PA is categorized as Hedge Fund, while IWQU.L is Global Equities. They also come from different issuers: iM Global Partner and iShares. Their fees differ too: 0.75% for DBMFE.PA and 0.30% for IWQU.L.
Find the right allocation for DBMFE.PA and IWQU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer