RGBM.TO vs. DBMF
RGBM.TO (Return Stacked Global Balanced & Macro ETF) and DBMF (iMGP DBi Managed Futures Strategy ETF) are both exchange-traded funds - RGBM.TO is a Multistrategy fund actively managed by Return Stacked, while DBMF is a Systematic Trend fund actively managed by iMGP. Both are actively managed. Over the past year, RGBM.TO returned 24.28% vs 29.53% for DBMF. Their 0.13 correlation means their historical movements had little consistent relationship. Both charge a 0.85% expense ratio.
Performance
RGBM.TO vs. DBMF - Performance Comparison
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Different Trading Currencies
RGBM.TO is traded in CAD, while DBMF is traded in USD. To make them comparable, the DBMF values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RGBM.TO achieves a 17.43% return, which is significantly higher than DBMF's 13.66% return.
RGBM.TO
- 1D
- 0.45%
- 1M
- -0.31%
- 6M
- 17.05%
- YTD
- 17.43%
- 1Y
- 24.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.66%
DBMF
- 1D
- -1.11%
- 1M
- -0.48%
- 6M
- 6.87%
- YTD
- 13.66%
- 1Y
- 29.53%
- 3Y*
- 11.36%
- 5Y*
- 10.91%
- 10Y*
- —
- ALL TIME*
- 9.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$77.14M | CA$70.96M | CA$69.49M | |
| CA$8.61K | CA$14.11K | CA$15.20K |
RGBM.TO vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RGBM.TO Return Stacked Global Balanced & Macro ETF | 17.43% | -2.43% |
DBMF iMGP DBi Managed Futures Strategy ETF | 13.66% | 8.07% |
Correlation
The correlation between RGBM.TO and DBMF is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025 | 0.13 |
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Return for Risk
RGBM.TO vs. DBMF — Risk / Return Rank
RGBM.TO
DBMF
RGBM.TO vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Balanced & Macro ETF (RGBM.TO) 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.
| RGBM.TO | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | 5.06 | -1.12 |
| Martin ratioReturn relative to average drawdown | 9.89 | 18.14 | -8.25 |
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Drawdowns
RGBM.TO vs. DBMF - Drawdown Comparison
The maximum RGBM.TO drawdown since its inception was -15.89%, smaller than the maximum DBMF drawdown of -21.87%. Use the drawdown chart below to compare losses from any high point for RGBM.TO and DBMF.
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Drawdown Indicators
| RGBM.TO | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.89% | -21.87% | +5.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -5.87% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.28% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.87% | — |
Current DrawdownCurrent decline from peak | -1.98% | -2.41% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -7.32% | +2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.63% | +0.83% |
Volatility
RGBM.TO vs. DBMF - Volatility Comparison
Return Stacked Global Balanced & Macro ETF (RGBM.TO) has a higher volatility of 3.68% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.78%. This indicates that RGBM.TO'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
| RGBM.TO | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 2.78% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.24% | 10.83% | -3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.68% | 13.64% | -2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 13.94% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.75% | 14.00% | -1.25% |
RGBM.TO vs. DBMF - Expense Ratio Comparison
Both RGBM.TO and DBMF have an expense ratio of 0.85%.
Dividends
RGBM.TO vs. DBMF - Dividend Comparison
RGBM.TO has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.13% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
RGBM.TO Return Stacked Global Balanced & Macro ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RGBM.TO and DBMF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.85% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
RGBM.TO and DBMF have the same expense ratio: 0.85% per year.
RGBM.TO is categorized as Multistrategy, while DBMF is Systematic Trend. They also come from different issuers: Return Stacked and iMGP.
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