SXRS.DE vs. DBMF
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and DBMF (iMGP DBi Managed Futures Strategy ETF) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while DBMF is a Systematic Trend fund actively managed by iM Global Partners. SXRS.DE is passively managed, while DBMF is actively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 9.11%/yr for DBMF. At a 0.27 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.85%/yr for DBMF.
Performance
SXRS.DE vs. DBMF - Performance Comparison
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Different Trading Currencies
SXRS.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, SXRS.DE achieves a 23.84% return, which is significantly higher than DBMF's 11.85% return.
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
DBMF
- 1D
- -1.23%
- 1M
- 2.68%
- YTD
- 11.85%
- 6M
- 12.96%
- 1Y
- 26.97%
- 3Y*
- 7.27%
- 5Y*
- 9.11%
- 10Y*
- —
SXRS.DE vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 4.63% |
DBMF iMGP DBi Managed Futures Strategy ETF | 11.85% | 0.34% | 14.32% | -11.67% | 29.14% | 19.83% | -6.59% | 10.48% |
Correlation
The correlation between SXRS.DE and DBMF is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 9, 2019 | 0.27 |
The correlation between SXRS.DE and DBMF shifts across timeframes, from 0.27 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. DBMF — Risk / Return Rank
SXRS.DE
DBMF
SXRS.DE vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (SXRS.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.
| SXRS.DE | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.44 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 4.90 | -0.90 |
| Martin ratioReturn relative to average drawdown | 8.95 | 17.42 | -8.47 |
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
| SXRS.DE | DBMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.11 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.57 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.57 | -0.04 |
Drawdowns
SXRS.DE vs. DBMF - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum DBMF drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and DBMF.
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Drawdown Indicators
| SXRS.DE | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -29.19% | +1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -5.53% | -3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -19.60% | +3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -29.19% | +1.63% |
Current DrawdownCurrent decline from peak | -4.99% | -7.80% | +2.81% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -12.90% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 1.55% | +2.37% |
Volatility
SXRS.DE vs. DBMF - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.66%. This indicates that SXRS.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
| SXRS.DE | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 2.66% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 9.94% | +6.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 12.84% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 16.03% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 15.34% | +0.51% |
SXRS.DE vs. DBMF - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than DBMF's 0.85% expense ratio.
Dividends
SXRS.DE vs. DBMF - Dividend Comparison
SXRS.DE has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.22% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRS.DE and DBMF have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.85% for DBMF.
SXRS.DE is categorized as Commodities, while DBMF is Systematic Trend. They also come from different issuers: iShares and iM Global Partners. Their fees differ too: 0.19% for SXRS.DE and 0.85% for DBMF.
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