SIXH vs. DBMF
SIXH (6 Meridian Hedged Equity-Index Option Strategy ETF) and DBMF (iMGP DBi Managed Futures Strategy ETF) are both exchange-traded funds - SIXH is a Equity Hedged fund actively managed by Exchange Traded Concepts, while DBMF is a Systematic Trend fund actively managed by iMGP. Both are actively managed. Over the past 5 years, SIXH returned 9.52%/yr vs 8.42%/yr for DBMF. Their 0.04 correlation means their historical movements had little consistent relationship. SIXH charges 0.87%/yr vs 0.85%/yr for DBMF.
Performance
SIXH vs. DBMF - Performance Comparison
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Returns By Period
In the year-to-date period, SIXH achieves a 11.60% return, which is significantly higher than DBMF's 10.15% return.
SIXH
- 1D
- -0.19%
- 1M
- 1.06%
- 6M
- 6.10%
- YTD
- 11.60%
- 1Y
- 15.22%
- 3Y*
- 13.11%
- 5Y*
- 9.52%
- 10Y*
- —
- ALL TIME*
- 11.19%
DBMF
- 1D
- -0.94%
- 1M
- 0.99%
- 6M
- 6.32%
- YTD
- 10.15%
- 1Y
- 27.24%
- 3Y*
- 8.98%
- 5Y*
- 8.42%
- 10Y*
- —
- ALL TIME*
- 9.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $76.65M | $57.85M | $54.28M | |
| $1.56M | $1.08M | $613.75K |
SIXH vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF | 11.60% | 9.47% | 12.06% | 4.93% | 6.90% | 18.37% | 6.49% |
DBMF iMGP DBi Managed Futures Strategy ETF | 10.15% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 0.21% |
Correlation
The correlation between SIXH and DBMF is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.00 |
Correlation (All Time) Calculated using the full available price history since May 11, 2020 | 0.04 |
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Return for Risk
SIXH vs. DBMF — Risk / Return Rank
SIXH
DBMF
SIXH vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) 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.
| SIXH | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.44 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 4.49 | -0.98 |
| Martin ratioReturn relative to average drawdown | 8.88 | 15.18 | -6.30 |
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Drawdowns
SIXH vs. DBMF - Drawdown Comparison
The maximum SIXH drawdown since its inception was -11.68%, smaller than the maximum DBMF drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for SIXH and DBMF.
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Drawdown Indicators
| SIXH | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.68% | -20.39% | +8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -4.36% | -6.10% | +1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -9.10% | -15.60% | +6.50% |
Max Drawdown (5Y)Largest decline over 5 years | -11.68% | -20.39% | +8.71% |
Current DrawdownCurrent decline from peak | -1.82% | -2.73% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -6.47% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.80% | -0.08% |
Volatility
SIXH vs. DBMF - Volatility Comparison
6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and iMGP DBi Managed Futures Strategy ETF (DBMF) have volatilities of 2.40% and 2.43%, 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
| SIXH | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.43% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 9.25% | -3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.89% | 12.72% | -4.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.39% | 12.45% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.09% | 12.36% | -2.27% |
SIXH vs. DBMF - Expense Ratio Comparison
SIXH has a 0.87% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Dividends
SIXH vs. DBMF - Dividend Comparison
SIXH's dividend yield for the trailing twelve months is around 1.83%, less than DBMF's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.16% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF | 1.83% | 2.23% | 1.55% | 2.04% | 2.06% | 1.65% | 1.10% | 0.00% |
Frequently Asked Questions
SIXH and DBMF have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBMF has higher volatility (2.43%) compared to SIXH (2.40%). In terms of maximum drawdown, SIXH dropped -11.68% vs DBMF's -20.39%.
On 5-year performance, SIXH leads with 9.52% vs 8.42% for DBMF. On fees, DBMF is cheaper at 0.85% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SIXH has performed better with a 9.52% return vs 8.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DBMF is cheaper with a 0.85% expense ratio, compared with 0.87% for SIXH.
DBMF has the higher dividend yield at 5.16%, compared with 1.83% for SIXH.
SIXH is categorized as Equity Hedged, while DBMF is Systematic Trend. They also come from different issuers: Exchange Traded Concepts and iMGP. Their fees differ too: 0.87% for SIXH and 0.85% for DBMF.
DBMF currently has the higher Sharpe Ratio (2.16 vs 1.94), 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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