USD=X vs. DBMF
USD=X (USD Cash) is a currency, while DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners. Over the past 5 years, USD=X returned 0.00%/yr vs 8.01%/yr for DBMF.
Performance
USD=X vs. DBMF - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
DBMF
- 1D
- 0.26%
- 1M
- -1.31%
- YTD
- 10.27%
- 6M
- 11.24%
- 1Y
- 26.94%
- 3Y*
- 9.64%
- 5Y*
- 8.01%
- 10Y*
- —
USD=X vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBMF iMGP DBi Managed Futures Strategy ETF | 10.27% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
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Return for Risk
USD=X vs. DBMF — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DBMF
USD=X vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
| USD=X | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.47 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.50 | — |
| Martin ratioReturn relative to average drawdown | — | 16.30 | — |
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Drawdowns
USD=X vs. DBMF - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum DBMF drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for USD=X and DBMF.
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Drawdown Indicators
| USD=X | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -20.39% | +20.39% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -6.10% | +6.10% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -15.60% | +15.60% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -20.39% | +20.39% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.91% | +1.91% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -6.56% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.68% | -1.68% |
Volatility
USD=X vs. DBMF - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while iMGP DBi Managed Futures Strategy ETF (DBMF) has a volatility of 2.71%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky 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
| USD=X | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.71% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 10.00% | -10.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 12.35% | -12.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 12.55% | -12.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 12.41% | -12.41% |
Frequently Asked Questions
DBMF has higher volatility (2.71%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs DBMF's -20.39%.
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