IDTP.L vs. DBMF
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and DBMF (iMGP DBi Managed Futures Strategy ETF) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while DBMF is a Systematic Trend fund actively managed by iM Global Partners. IDTP.L is passively managed, while DBMF is actively managed. Over the past 5 years, IDTP.L returned 0.81%/yr vs 8.01%/yr for DBMF. At a correlation of -0.12, they often move in opposite directions. IDTP.L charges 0.12%/yr vs 0.85%/yr for DBMF.
Performance
IDTP.L vs. DBMF - Performance Comparison
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Returns By Period
In the year-to-date period, IDTP.L achieves a 0.80% return, which is significantly lower than DBMF's 10.27% return.
IDTP.L
- 1D
- 0.08%
- 1M
- -0.27%
- YTD
- 0.80%
- 6M
- 1.51%
- 1Y
- 5.00%
- 3Y*
- 3.89%
- 5Y*
- 0.81%
- 10Y*
- 2.53%
DBMF
- 1D
- 0.26%
- 1M
- -1.34%
- YTD
- 10.27%
- 6M
- 11.24%
- 1Y
- 26.94%
- 3Y*
- 9.64%
- 5Y*
- 8.01%
- 10Y*
- —
IDTP.L vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.80% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 4.87% |
DBMF iMGP DBi Managed Futures Strategy ETF | 10.27% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
Correlation
The correlation between IDTP.L and DBMF is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.24 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | -0.12 |
The correlation between IDTP.L and DBMF shifts across timeframes, from -0.24 (5 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. DBMF — Risk / Return Rank
IDTP.L
DBMF
IDTP.L vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and iMGP 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDTP.L | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.47 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.50 | -2.13 |
| Martin ratioReturn relative to average drawdown | 6.53 | 16.30 | -9.77 |
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Drawdowns
IDTP.L vs. DBMF - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -39.19%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for IDTP.L and DBMF.
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Drawdown Indicators
| IDTP.L | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.19% | -20.39% | -18.80% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -6.10% | +4.18% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -15.60% | +11.09% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -20.39% | +5.27% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | — | — |
Current DrawdownCurrent decline from peak | -0.90% | -1.91% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -6.56% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 1.68% | -0.98% |
Volatility
IDTP.L vs. DBMF - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.32%, while iMGP DBi Managed Futures Strategy ETF (DBMF) has a volatility of 2.71%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTP.L | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 2.71% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 10.00% | -7.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 12.35% | -8.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 12.55% | -6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 12.41% | -6.04% |
IDTP.L vs. DBMF - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than DBMF's 0.85% expense ratio.
Dividends
IDTP.L vs. DBMF - Dividend Comparison
IDTP.L has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.19% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTP.L and DBMF have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.85% for DBMF.
IDTP.L is categorized as Inflation-Protected Bonds, while DBMF is Systematic Trend. They also come from different issuers: iShares and iM Global Partners. Their fees differ too: 0.12% for IDTP.L and 0.85% for DBMF.
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