DBMFE.PA vs. LYP6.DE
DBMFE.PA (iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - DBMFE.PA is a Hedge Fund fund actively managed by iM Global Partner, while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. DBMFE.PA is actively managed, while LYP6.DE is passively managed. Over the past year, DBMFE.PA returned 28.35% vs 16.54% for LYP6.DE. At a 0.07 correlation, their price movements are largely independent. DBMFE.PA charges 0.75%/yr vs 0.07%/yr for LYP6.DE.
Performance
DBMFE.PA vs. LYP6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBMFE.PA achieves a 12.65% return, which is significantly higher than LYP6.DE's 7.48% return.
DBMFE.PA
- 1D
- -0.06%
- 1M
- 2.62%
- YTD
- 12.65%
- 6M
- 14.28%
- 1Y
- 28.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LYP6.DE
- 1D
- 0.57%
- 1M
- 3.11%
- YTD
- 7.48%
- 6M
- 10.06%
- 1Y
- 16.54%
- 3Y*
- 13.98%
- 5Y*
- 9.75%
- 10Y*
- —
DBMFE.PA vs. LYP6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DBMFE.PA iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc | 12.65% | 8.56% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 7.48% | 12.49% |
Correlation
The correlation between DBMFE.PA and LYP6.DE is 0.02, 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 | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025 | 0.07 |
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Return for Risk
DBMFE.PA vs. LYP6.DE — Risk / Return Rank
DBMFE.PA
LYP6.DE
DBMFE.PA vs. LYP6.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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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 | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.24 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.99 | 1.74 | +2.25 |
| Martin ratioReturn relative to average drawdown | 8.14 | 6.63 | +1.51 |
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 | LYP6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.28 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.56 | +0.49 |
Drawdowns
DBMFE.PA vs. LYP6.DE - Drawdown Comparison
The maximum DBMFE.PA drawdown since its inception was -7.01%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for DBMFE.PA and LYP6.DE.
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Drawdown Indicators
| DBMFE.PA | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.01% | -35.51% | +28.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -9.45% | +2.44% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.26% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.71% | — |
Current DrawdownCurrent decline from peak | -1.43% | -1.62% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -4.84% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.49% | +0.97% |
Volatility
DBMFE.PA vs. LYP6.DE - Volatility Comparison
The current volatility for iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) is 3.81%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.35%. This indicates that DBMFE.PA experiences smaller price fluctuations and is considered to be less risky than LYP6.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 | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 4.35% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 10.65% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 12.90% | +5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 14.41% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.70% | 15.86% | +1.84% |
DBMFE.PA vs. LYP6.DE - Expense Ratio Comparison
DBMFE.PA has a 0.75% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.
Dividends
DBMFE.PA vs. LYP6.DE - Dividend Comparison
Neither DBMFE.PA nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
DBMFE.PA and LYP6.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.75% for DBMFE.PA.
DBMFE.PA is categorized as Hedge Fund, while LYP6.DE is Europe Equities. They also come from different issuers: iM Global Partner and Amundi. Their fees differ too: 0.75% for DBMFE.PA and 0.07% for LYP6.DE.
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