NTSG.DE vs. DBMF
NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) and DBMF (iMGP DBi Managed Futures Strategy ETF) are both exchange-traded funds - NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index, while DBMF is a Systematic Trend fund actively managed by iM Global Partners. NTSG.DE is passively managed, while DBMF is actively managed. Over the past year, NTSG.DE returned 22.53% vs 26.75% for DBMF. At a 0.28 correlation, their price movements are largely independent. NTSG.DE charges 0.25%/yr vs 0.85%/yr for DBMF.
Performance
NTSG.DE vs. DBMF - Performance Comparison
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Different Trading Currencies
NTSG.DE 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, NTSG.DE achieves a 8.92% return, which is significantly lower than DBMF's 11.97% return.
NTSG.DE
- 1D
- 0.04%
- 1M
- 2.37%
- YTD
- 8.92%
- 6M
- 9.87%
- 1Y
- 22.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBMF
- 1D
- 0.34%
- 1M
- -0.47%
- YTD
- 11.97%
- 6M
- 12.89%
- 1Y
- 26.75%
- 3Y*
- 7.12%
- 5Y*
- 8.99%
- 10Y*
- —
NTSG.DE vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
DBMF iMGP DBi Managed Futures Strategy ETF | 11.97% | 0.34% | 2.40% |
Correlation
The correlation between NTSG.DE and DBMF is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2024 | 0.28 |
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Return for Risk
NTSG.DE vs. DBMF — Risk / Return Rank
NTSG.DE
DBMF
NTSG.DE vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) 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.
| NTSG.DE | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.44 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 5.01 | -1.71 |
| Martin ratioReturn relative to average drawdown | 11.64 | 17.61 | -5.97 |
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Drawdowns
NTSG.DE vs. DBMF - Drawdown Comparison
The maximum NTSG.DE drawdown since its inception was -19.64%, smaller than the maximum DBMF drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for NTSG.DE and DBMF.
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Drawdown Indicators
| NTSG.DE | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.64% | -29.19% | +9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -5.53% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.19% | — |
Current DrawdownCurrent decline from peak | -0.09% | -7.70% | +7.61% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -12.88% | +9.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.57% | +0.20% |
Volatility
NTSG.DE vs. DBMF - Volatility Comparison
WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) has a higher volatility of 3.24% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.52%. This indicates that NTSG.DE'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
| NTSG.DE | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 2.52% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 9.96% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 12.86% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 16.02% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.28% | 15.32% | -1.04% |
NTSG.DE vs. DBMF - Expense Ratio Comparison
NTSG.DE has a 0.25% expense ratio, which is lower than DBMF's 0.85% expense ratio.
Dividends
NTSG.DE vs. DBMF - Dividend Comparison
NTSG.DE 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% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NTSG.DE and DBMF have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSG.DE is cheaper with a 0.25% expense ratio, compared with 0.85% for DBMF.
NTSG.DE is categorized as Global Allocation, while DBMF is Systematic Trend. They also come from different issuers: WisdomTree and iM Global Partners. Their fees differ too: 0.25% for NTSG.DE and 0.85% for DBMF.
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