MDWD vs. DBMF
MDWD (MediWound Ltd.) is a stock, while DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners. Over the past 5 years, MDWD returned -18.25%/yr vs 7.97%/yr for DBMF. At a 0.02 correlation, their price movements are largely independent.
Performance
MDWD vs. DBMF - Performance Comparison
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Returns By Period
In the year-to-date period, MDWD achieves a -20.96% return, which is significantly lower than DBMF's 9.20% return.
MDWD
- 1D
- -1.75%
- 1M
- -12.53%
- YTD
- -20.96%
- 6M
- -22.72%
- 1Y
- -25.26%
- 3Y*
- 12.49%
- 5Y*
- -18.25%
- 10Y*
- -12.33%
DBMF
- 1D
- 0.26%
- 1M
- -2.09%
- YTD
- 9.20%
- 6M
- 8.40%
- 1Y
- 25.36%
- 3Y*
- 8.68%
- 5Y*
- 7.97%
- 10Y*
- —
MDWD vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MDWD MediWound Ltd. | -20.96% | 3.71% | 75.02% | -24.61% | -18.34% | -36.22% | 19.35% | -35.01% |
DBMF iMGP DBi Managed Futures Strategy ETF | 9.20% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
Correlation
The correlation between MDWD and DBMF is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.02 |
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Return for Risk
MDWD vs. DBMF — Risk / Return Rank
MDWD
DBMF
MDWD vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MediWound Ltd. (MDWD) 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.
| MDWD | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.42 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 4.18 | -4.90 |
| Martin ratioReturn relative to average drawdown | -1.41 | 14.67 | -16.08 |
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Drawdowns
MDWD vs. DBMF - Drawdown Comparison
The maximum MDWD drawdown since its inception was -94.35%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for MDWD and DBMF.
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Drawdown Indicators
| MDWD | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.35% | -20.39% | -73.96% |
Max Drawdown (1Y)Largest decline over 1 year | -34.90% | -6.10% | -28.80% |
Max Drawdown (3Y)Largest decline over 3 years | -38.26% | -15.60% | -22.66% |
Max Drawdown (5Y)Largest decline over 5 years | -82.04% | -20.39% | -61.65% |
Max Drawdown (10Y)Largest decline over 10 years | -87.58% | — | — |
Current DrawdownCurrent decline from peak | -88.52% | -2.86% | -85.66% |
Average DrawdownAverage peak-to-trough decline | -75.91% | -6.55% | -69.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.00% | 1.73% | +16.27% |
Volatility
MDWD vs. DBMF - Volatility Comparison
MediWound Ltd. (MDWD) has a higher volatility of 18.62% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 3.13%. This indicates that MDWD'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.
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Volatility by Period
| MDWD | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.62% | 3.13% | +15.49% |
Volatility (6M)Calculated over the trailing 6-month period | 31.56% | 10.08% | +21.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.29% | 12.48% | +29.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.36% | 12.53% | +47.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.79% | 12.40% | +48.39% |
Dividends
MDWD vs. DBMF - Dividend Comparison
MDWD has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.24% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
MDWD MediWound Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MDWD and DBMF have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDWD has higher volatility (18.62%) compared to DBMF (3.13%). In terms of maximum drawdown, MDWD dropped -94.35% vs DBMF's -20.39%.
DBMF currently has the higher Sharpe Ratio (2.04 vs -0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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