QLVD vs. DBMF
Compare and contrast key facts about FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and iM DBi Managed Futures Strategy ETF (DBMF).
QLVD and DBMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QLVD is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust Developed Markets ex US Quality Low Volatility Index. It was launched on Jul 15, 2019. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019.
Performance
QLVD vs. DBMF - Performance Comparison
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QLVD vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Index Fund | 3.29% | 24.21% | 4.67% | 11.57% | -12.09% | 9.04% | 3.00% | 6.35% |
DBMF iM DBi Managed Futures Strategy ETF | 7.87% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 7.03% |
Returns By Period
In the year-to-date period, QLVD achieves a 3.29% return, which is significantly lower than DBMF's 7.87% return.
QLVD
- 1D
- 2.09%
- 1M
- -5.62%
- YTD
- 3.29%
- 6M
- 6.74%
- 1Y
- 17.40%
- 3Y*
- 12.29%
- 5Y*
- 7.17%
- 10Y*
- —
DBMF
- 1D
- -0.20%
- 1M
- -3.82%
- YTD
- 7.87%
- 6M
- 15.44%
- 1Y
- 26.29%
- 3Y*
- 9.90%
- 5Y*
- 8.63%
- 10Y*
- —
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QLVD vs. DBMF - Expense Ratio Comparison
QLVD has a 0.32% expense ratio, which is lower than DBMF's 0.85% expense ratio.
Return for Risk
QLVD vs. DBMF — Risk / Return Rank
QLVD
DBMF
QLVD vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) 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.
| QLVD | DBMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 2.19 | -0.78 |
Sortino ratioReturn per unit of downside risk | 2.00 | 2.98 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.46 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 4.25 | -2.15 |
Martin ratioReturn relative to average drawdown | 8.00 | 18.51 | -10.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QLVD | DBMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 2.19 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.68 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.74 | -0.24 |
Correlation
The correlation between QLVD and DBMF is 0.13, 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.
Dividends
QLVD vs. DBMF - Dividend Comparison
QLVD's dividend yield for the trailing twelve months is around 2.77%, less than DBMF's 5.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Index Fund | 2.77% | 2.87% | 3.01% | 3.33% | 2.47% | 3.06% | 1.78% | 1.06% |
DBMF iM DBi Managed Futures Strategy ETF | 5.30% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
Drawdowns
QLVD vs. DBMF - Drawdown Comparison
The maximum QLVD drawdown since its inception was -28.20%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for QLVD and DBMF.
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Drawdown Indicators
| QLVD | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.20% | -20.39% | -7.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -6.10% | -2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.99% | -20.39% | -3.60% |
Current DrawdownCurrent decline from peak | -5.62% | -3.82% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -6.70% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.40% | +0.74% |
Volatility
QLVD vs. DBMF - Volatility Comparison
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and iM DBi Managed Futures Strategy ETF (DBMF) have volatilities of 5.23% and 5.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QLVD | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 5.24% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 11.10% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 12.09% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.68% | 12.66% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 12.48% | +1.54% |