1 dried ancho chile, stemmed, seeded, coarsely torn*
2 tablespoons vegetable oil
1 cup chopped onion
1 tablespoon tomato paste
3 garlic cloves, minced
1/2 cup dry red wine
1/2 cup ketchup
1 tablespoon apple cider vinegar
1 tablespoon (packed) dark brown sugar
2 teaspoons Worcestershire sauce
1/4 teaspoon ground cumin
Place chile in medium bowl. Pour enough boiling water over to cover; let soak until soft, about 30 minutes. Drain, reserving soaking liquid.
Heat oil in heavy medium saucepan over medium heat. Add onion and sauté until soft, stirring often, about 4 minutes. Add tomato paste; stir 2 minutes. Add garlic and stir 30 seconds. Add wine and softened chile; simmer 2 minutes. Add 3 tablespoons reserved chile soaking liquid, ketchup, and all remaining ingredients. Simmer 3 minutes, stirring often. Season with salt and pepper. Remove from heat and cool slightly.
Puree sauce in blender, adding more reserved soaking liquid by tablespoonfuls if too thick. DO AHEAD: Can be made 3 days ahead. Cover and chill.