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HFND vs. DBMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HFND and DBMF is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

HFND vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unlimited HFND Multi-Strategy Return Tracker ETF (HFND) and iM DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%December2025FebruaryMarchAprilMay
11.91%
-13.40%
HFND
DBMF

Key characteristics

Sharpe Ratio

HFND:

0.23

DBMF:

-0.95

Sortino Ratio

HFND:

0.40

DBMF:

-1.08

Omega Ratio

HFND:

1.05

DBMF:

0.86

Calmar Ratio

HFND:

0.21

DBMF:

-0.52

Martin Ratio

HFND:

0.86

DBMF:

-0.90

Ulcer Index

HFND:

3.26%

DBMF:

9.57%

Daily Std Dev

HFND:

12.30%

DBMF:

10.02%

Max Drawdown

HFND:

-13.31%

DBMF:

-20.39%

Current Drawdown

HFND:

-6.13%

DBMF:

-14.57%

Returns By Period

In the year-to-date period, HFND achieves a -2.60% return, which is significantly higher than DBMF's -2.99% return.


HFND

YTD

-2.60%

1M

6.78%

6M

-2.59%

1Y

1.93%

5Y*

N/A

10Y*

N/A

DBMF

YTD

-2.99%

1M

2.40%

6M

-4.05%

1Y

-9.50%

5Y*

5.20%

10Y*

N/A

*Annualized

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HFND vs. DBMF - Expense Ratio Comparison

HFND has a 1.22% expense ratio, which is higher than DBMF's 0.85% expense ratio.


Risk-Adjusted Performance

HFND vs. DBMF — Risk-Adjusted Performance Rank

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

HFND
The Risk-Adjusted Performance Rank of HFND is 3535
Overall Rank
The Sharpe Ratio Rank of HFND is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of HFND is 3232
Sortino Ratio Rank
The Omega Ratio Rank of HFND is 3232
Omega Ratio Rank
The Calmar Ratio Rank of HFND is 3838
Calmar Ratio Rank
The Martin Ratio Rank of HFND is 3939
Martin Ratio Rank

DBMF
The Risk-Adjusted Performance Rank of DBMF is 22
Overall Rank
The Sharpe Ratio Rank of DBMF is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of DBMF is 11
Sortino Ratio Rank
The Omega Ratio Rank of DBMF is 11
Omega Ratio Rank
The Calmar Ratio Rank of DBMF is 22
Calmar Ratio Rank
The Martin Ratio Rank of DBMF is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HFND vs. DBMF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Unlimited HFND Multi-Strategy Return Tracker ETF (HFND) and iM DBi Managed Futures Strategy ETF (DBMF). 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.


The current HFND Sharpe Ratio is 0.23, which is higher than the DBMF Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of HFND and DBMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.16
-0.95
HFND
DBMF

Dividends

HFND vs. DBMF - Dividend Comparison

HFND's dividend yield for the trailing twelve months is around 3.80%, less than DBMF's 6.05% yield.


TTM202420232022202120202019
HFND
Unlimited HFND Multi-Strategy Return Tracker ETF
3.80%3.70%1.41%0.43%0.00%0.00%0.00%
DBMF
iM DBi Managed Futures Strategy ETF
6.05%5.75%2.91%7.72%10.38%0.86%9.35%

Drawdowns

HFND vs. DBMF - Drawdown Comparison

The maximum HFND drawdown since its inception was -13.31%, smaller than the maximum DBMF drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for HFND and DBMF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.13%
-14.57%
HFND
DBMF

Volatility

HFND vs. DBMF - Volatility Comparison

Unlimited HFND Multi-Strategy Return Tracker ETF (HFND) has a higher volatility of 5.84% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 2.83%. This indicates that HFND's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2025FebruaryMarchAprilMay
5.84%
2.83%
HFND
DBMF