XDW0.DE vs. DBMF
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and DBMF (iMGP DBi Managed Futures Strategy ETF) are both exchange-traded funds - XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while DBMF is a Systematic Trend fund actively managed by iM Global Partners. XDW0.DE is passively managed, while DBMF is actively managed. Over the past 5 years, XDW0.DE returned 20.85%/yr vs 9.23%/yr for DBMF. At a 0.20 correlation, their price movements are largely independent. XDW0.DE charges 0.25%/yr vs 0.85%/yr for DBMF.
Performance
XDW0.DE vs. DBMF - Performance Comparison
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Different Trading Currencies
XDW0.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, XDW0.DE achieves a 28.70% return, which is significantly higher than DBMF's 14.11% return.
XDW0.DE
- 1D
- -0.93%
- 1M
- 2.25%
- 6M
- 19.90%
- YTD
- 28.70%
- 1Y
- 34.95%
- 3Y*
- 15.05%
- 5Y*
- 20.85%
- 10Y*
- 8.15%
DBMF
- 1D
- -0.56%
- 1M
- 1.91%
- 6M
- 9.80%
- YTD
- 14.11%
- 1Y
- 29.31%
- 3Y*
- 8.98%
- 5Y*
- 9.23%
- 10Y*
- —
XDW0.DE vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 28.70% | 2.24% | 7.48% | 0.19% | 53.95% | 52.21% | -36.99% | 1.42% |
DBMF iMGP DBi Managed Futures Strategy ETF | 14.11% | 0.34% | 14.32% | -11.67% | 29.14% | 19.83% | -6.59% | 10.33% |
Correlation
The correlation between XDW0.DE and DBMF is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.20 |
The correlation between XDW0.DE and DBMF shifts across timeframes, from 0.20 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDW0.DE vs. DBMF — Risk / Return Rank
XDW0.DE
DBMF
XDW0.DE vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.
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.
| XDW0.DE | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.45 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 5.33 | -3.09 |
| Martin ratioReturn relative to average drawdown | 5.78 | 18.67 | -12.89 |
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Drawdowns
XDW0.DE vs. DBMF - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -66.27%, which is greater than DBMF's maximum drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and DBMF.
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Drawdown Indicators
| XDW0.DE | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.27% | -29.19% | -37.08% |
Max Drawdown (1Y)Largest decline over 1 year | -15.55% | -5.53% | -10.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -19.60% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.70% | -29.19% | +5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | — | — |
Current DrawdownCurrent decline from peak | -10.20% | -5.93% | -4.27% |
Average DrawdownAverage peak-to-trough decline | -22.94% | -12.81% | -10.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 1.57% | +4.46% |
Volatility
XDW0.DE vs. DBMF - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.81% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 3.19%. This indicates that XDW0.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
| XDW0.DE | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 3.19% | +3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 19.48% | 10.09% | +9.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.56% | 13.14% | +9.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 16.05% | +8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 15.27% | +11.33% |
XDW0.DE vs. DBMF - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is lower than DBMF's 0.85% expense ratio.
Dividends
XDW0.DE vs. DBMF - Dividend Comparison
XDW0.DE has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.10% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDW0.DE and DBMF have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDW0.DE is cheaper with a 0.25% expense ratio, compared with 0.85% for DBMF.
XDW0.DE is categorized as Energy Equities, while DBMF is Systematic Trend. They also come from different issuers: Xtrackers and iM Global Partners. Their fees differ too: 0.25% for XDW0.DE and 0.85% for DBMF.
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