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DB Gold Double Long Exchange Traded Notes (DGP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US25154H7492

CUSIP

25154H749

Inception Date

Feb 27, 2008

Region

Global (Broad)

Leveraged

2x

Index Tracked

Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%)

Asset Class

Commodity

Expense Ratio

DGP has an expense ratio of 0.75%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

DB Gold Double Long Exchange Traded Notes (DGP) returned 52.10% year-to-date (YTD) and 73.19% over the past 12 months. Over the past 10 years, DGP delivered an annualized return of 15.49%, outperforming the S&P 500 benchmark at 10.64%.


DGP

YTD

52.10%

1M

-6.06%

6M

51.31%

1Y

73.19%

3Y*

37.17%

5Y*

20.80%

10Y*

15.49%

^GSPC (Benchmark)

YTD

-0.63%

1M

13.31%

6M

-1.23%

1Y

9.83%

3Y*

14.42%

5Y*

14.61%

10Y*

10.64%

*Annualized

Monthly Returns

The table below presents the monthly returns of DGP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202511.90%3.35%17.94%10.08%1.30%52.10%
2024-3.47%0.88%16.95%6.09%2.57%-0.48%9.87%3.41%10.03%7.92%-6.28%-1.78%53.16%
202310.54%-10.19%14.28%2.77%-3.89%-4.72%3.70%-0.68%-11.02%12.98%4.03%1.70%16.98%
2022-3.60%12.71%2.34%-5.13%-6.35%-3.93%-4.30%-6.36%-6.49%-3.70%16.63%5.77%-5.53%
2021-6.59%-11.04%-3.41%5.89%15.07%-14.22%5.02%-0.10%-6.65%2.99%-1.16%6.07%-11.30%
20208.47%-2.32%0.25%14.99%6.08%6.36%18.39%4.49%-13.95%-1.47%-11.20%13.20%45.29%
201912.89%-2.10%-9.40%-1.80%3.33%16.00%-0.21%16.22%-7.44%4.48%-6.14%6.63%32.27%
20186.22%-4.31%1.10%-1.95%-2.70%-7.67%-4.67%-4.75%-1.31%4.09%0.09%9.47%-7.48%
201710.44%6.17%-0.69%3.08%-0.37%-4.48%4.10%8.21%-2.97%-4.70%-0.04%4.43%24.20%
201610.75%22.25%1.90%12.04%-13.70%17.89%2.04%-7.42%-0.32%-6.34%-16.77%-3.92%10.92%
201517.15%-11.48%-4.76%-0.34%1.30%-3.16%-13.56%7.22%-3.47%4.53%-13.57%-1.09%-22.81%
20146.81%12.50%-6.10%0.88%-6.30%12.59%-7.06%0.46%-12.40%-6.25%-1.25%2.98%-6.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, DGP is among the top 6% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DGP is 9494
Overall Rank
The Sharpe Ratio Rank of DGP is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of DGP is 9494
Sortino Ratio Rank
The Omega Ratio Rank of DGP is 9292
Omega Ratio Rank
The Calmar Ratio Rank of DGP is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DGP is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

DB Gold Double Long Exchange Traded Notes Sharpe ratios as of May 22, 2025 (values are recalculated daily):

  • 1-Year: 2.03
  • 5-Year: 0.58
  • 10-Year: 0.48
  • All Time: 0.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of DB Gold Double Long Exchange Traded Notes compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


DB Gold Double Long Exchange Traded Notes doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the DB Gold Double Long Exchange Traded Notes. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DB Gold Double Long Exchange Traded Notes was 75.31%, occurring on Dec 17, 2015. Recovery took 2225 trading sessions.

The current DB Gold Double Long Exchange Traded Notes drawdown is 6.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.31%Aug 23, 20111088Dec 17, 20152225Oct 22, 20243313
-55.21%Mar 18, 2008168Nov 12, 2008249Nov 9, 2009417
-24.37%Dec 3, 200945Feb 8, 201064May 11, 2010109
-16.3%Oct 31, 202412Nov 15, 202449Jan 30, 202561
-16.22%Dec 7, 201036Jan 27, 201122Mar 1, 201158

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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