GERD.DE vs. DBMFE.PA
GERD.DE (L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc) and DBMFE.PA (iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc) are both exchange-traded funds - GERD.DE is a Global Equities fund tracking the Solactive Gerd Kommer Multifactor Equity, while DBMFE.PA is a Hedge Fund fund actively managed by iM Global Partner. GERD.DE is passively managed, while DBMFE.PA is actively managed. Over the past year, GERD.DE returned 26.06% vs 28.35% for DBMFE.PA. At a 0.23 correlation, their price movements are largely independent. GERD.DE charges 0.50%/yr vs 0.75%/yr for DBMFE.PA.
Performance
GERD.DE vs. DBMFE.PA - Performance Comparison
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Returns By Period
In the year-to-date period, GERD.DE achieves a 14.41% return, which is significantly higher than DBMFE.PA's 12.65% return.
GERD.DE
- 1D
- -0.18%
- 1M
- 5.63%
- YTD
- 14.41%
- 6M
- 15.59%
- 1Y
- 26.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBMFE.PA
- 1D
- -0.06%
- 1M
- 2.62%
- YTD
- 12.65%
- 6M
- 14.28%
- 1Y
- 28.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GERD.DE vs. DBMFE.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GERD.DE L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc | 14.41% | 12.19% |
DBMFE.PA iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc | 12.65% | 8.56% |
Correlation
The correlation between GERD.DE and DBMFE.PA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025 | 0.23 |
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Return for Risk
GERD.DE vs. DBMFE.PA — Risk / Return Rank
GERD.DE
DBMFE.PA
GERD.DE vs. DBMFE.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA). 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.
| GERD.DE | DBMFE.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.28 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 3.99 | -0.07 |
| Martin ratioReturn relative to average drawdown | 15.42 | 8.14 | +7.27 |
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
| GERD.DE | DBMFE.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 1.55 | +0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 1.05 | +0.30 |
Drawdowns
GERD.DE vs. DBMFE.PA - Drawdown Comparison
The maximum GERD.DE drawdown since its inception was -19.22%, which is greater than DBMFE.PA's maximum drawdown of -7.01%. Use the drawdown chart below to compare losses from any high point for GERD.DE and DBMFE.PA.
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Drawdown Indicators
| GERD.DE | DBMFE.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.22% | -7.01% | -12.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -7.01% | +0.40% |
Current DrawdownCurrent decline from peak | -0.19% | -1.43% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -3.01% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 3.46% | -1.77% |
Volatility
GERD.DE vs. DBMFE.PA - Volatility Comparison
The current volatility for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) is 3.18%, while iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) has a volatility of 3.81%. This indicates that GERD.DE experiences smaller price fluctuations and is considered to be less risky than DBMFE.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GERD.DE | DBMFE.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 3.81% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 11.36% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.92% | 18.01% | -6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.95% | 17.70% | -4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.95% | 17.70% | -4.75% |
GERD.DE vs. DBMFE.PA - Expense Ratio Comparison
GERD.DE has a 0.50% expense ratio, which is lower than DBMFE.PA's 0.75% expense ratio.
Dividends
GERD.DE vs. DBMFE.PA - Dividend Comparison
Neither GERD.DE nor DBMFE.PA has paid dividends to shareholders.
Frequently Asked Questions
GERD.DE and DBMFE.PA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GERD.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GERD.DE is cheaper with a 0.50% expense ratio, compared with 0.75% for DBMFE.PA.
GERD.DE is categorized as Global Equities, while DBMFE.PA is Hedge Fund. They also come from different issuers: LGIM Managers (Europe) Limited and iM Global Partner. Their fees differ too: 0.50% for GERD.DE and 0.75% for DBMFE.PA.
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