PortfoliosLab logoPortfoliosLab logo
IEAA.L vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEAA.L vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) and iMGP DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IEAA.L is traded in EUR, while DBMF is traded in USD. To make them comparable, the DBMF values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEAA.L achieves a 0.37% return, which is significantly lower than DBMF's 12.48% return.


IEAA.L

1D
0.00%
1M
0.19%
YTD
0.37%
6M
0.75%
1Y
2.09%
3Y*
4.53%
5Y*
0.02%
10Y*

DBMF

1D
0.57%
1M
2.78%
YTD
12.48%
6M
13.64%
1Y
27.48%
3Y*
7.48%
5Y*
9.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEAA.L vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.37%3.08%4.42%7.48%-13.40%-1.11%2.70%2.35%
DBMF
iMGP DBi Managed Futures Strategy ETF
12.48%0.34%14.32%-11.67%29.14%19.83%-6.59%10.48%

Correlation

The correlation between IEAA.L and DBMF is -0.03, 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

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

-0.12

Correlation (5Y)
Calculated over the trailing 5-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since May 9, 2019

-0.11

The correlation between IEAA.L and DBMF shifts across timeframes, from -0.22 (5 years) to -0.03 (1 year), reflecting how their relationship changes across market environments.

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

IEAA.L vs. DBMF — Risk / Return Rank

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

IEAA.L
IEAA.L Risk / Return Rank: 2121
Overall Rank
IEAA.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IEAA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEAA.L Omega Ratio Rank: 2222
Omega Ratio Rank
IEAA.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 2424
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 8484
Overall Rank
DBMF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 7777
Sortino Ratio Rank
DBMF Omega Ratio Rank: 8888
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8989
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IEAA.L vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.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.


IEAA.LDBMFDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

1.14

1.45

-0.31

Calmar ratioReturn relative to maximum drawdown

0.80

4.99

-4.19

Martin ratioReturn relative to average drawdown

2.86

17.72

-14.86

IEAA.L vs. DBMF - Sharpe Ratio Comparison

The current IEAA.L Sharpe Ratio is 0.62, which is lower than the DBMF Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of IEAA.L and DBMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IEAA.LDBMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.15

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.57

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.58

-0.40

Drawdowns

IEAA.L vs. DBMF - Drawdown Comparison

The maximum IEAA.L drawdown since its inception was -17.29%, smaller than the maximum DBMF drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for IEAA.L and DBMF.


Loading charts...

Drawdown Indicators


IEAA.LDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-29.19%

+11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-5.53%

+2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-2.58%

-19.60%

+17.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.29%

-29.19%

+11.90%

Current Drawdown

Current decline from peak

-1.19%

-7.27%

+6.08%

Average Drawdown

Average peak-to-trough decline

-4.55%

-12.90%

+8.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.55%

-0.82%

Volatility

IEAA.L vs. DBMF - Volatility Comparison

The current volatility for iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) is 1.33%, while iMGP DBi Managed Futures Strategy ETF (DBMF) has a volatility of 2.67%. This indicates that IEAA.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.


Loading charts...

Volatility by Period


IEAA.LDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

2.67%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

9.95%

-6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

12.86%

-9.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

16.03%

-11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

15.34%

-10.61%

IEAA.L vs. DBMF - Expense Ratio Comparison

IEAA.L has a 0.20% expense ratio, which is lower than DBMF's 0.85% expense ratio.


Dividends

IEAA.L vs. DBMF - Dividend Comparison

IEAA.L has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.18%.


PositionTTM2025202420232022202120202019
DBMF
iMGP DBi Managed Futures Strategy ETF
5.18%5.91%5.75%2.91%7.72%10.38%0.86%9.35%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEAA.L and DBMF have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEAA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEAA.L is cheaper with a 0.20% expense ratio, compared with 0.85% for DBMF.

IEAA.L is categorized as European Corporate Bonds, while DBMF is Systematic Trend. They also come from different issuers: iShares and iM Global Partners. Their fees differ too: 0.20% for IEAA.L and 0.85% for DBMF.

Portfolio Optimizer

Find the right allocation for IEAA.L and DBMF

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