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

ETF Info

ISINUS25154H7492
CUSIP25154H749
IssuerDeutsche Bank
Inception DateFeb 27, 2008
RegionGlobal (Broad)
CategoryLeveraged Commodities, Leveraged, Gold
Leveraged2x
Index TrackedDeutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%)
Asset ClassCommodity

Expense Ratio

DGP features an expense ratio of 0.75%, falling within the medium range.


Expense ratio chart for DGP: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

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.


DB Gold Double Long Exchange Traded Notes

Popular comparisons: DGP vs. UGL, DGP vs. LYFT, DGP vs. JNUG, DGP vs. IAUM, DGP vs. FNILX, DGP vs. GFI, DGP vs. IAU, DGP vs. PAAS, DGP vs. WPM, DGP vs. NUGT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DB Gold Double Long Exchange Traded Notes, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
26.91%
5.55%
DGP (DB Gold Double Long Exchange Traded Notes)
Benchmark (^GSPC)

S&P 500

Returns By Period

DB Gold Double Long Exchange Traded Notes had a return of 39.50% year-to-date (YTD) and 55.10% in the last 12 months. Over the past 10 years, DB Gold Double Long Exchange Traded Notes had an annualized return of 8.55%, while the S&P 500 had an annualized return of 10.55%, indicating that DB Gold Double Long Exchange Traded Notes did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date39.50%13.39%
1 month9.68%4.02%
6 months26.91%5.56%
1 year55.10%21.51%
5 years (annualized)14.72%12.69%
10 years (annualized)8.55%10.55%

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
2024-3.47%0.88%16.95%6.09%2.57%-0.48%9.87%3.41%39.50%
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%
2013-1.27%-10.41%1.89%-15.27%-12.46%-22.34%14.25%10.37%-9.51%-0.84%-10.99%-7.72%-51.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DGP is 79, placing it in the top 21% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DGP is 7979
DGP (DB Gold Double Long Exchange Traded Notes)
The Sharpe Ratio Rank of DGP is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of DGP is 8282Sortino Ratio Rank
The Omega Ratio Rank of DGP is 7777Omega Ratio Rank
The Calmar Ratio Rank of DGP is 5959Calmar Ratio Rank
The Martin Ratio Rank of DGP is 8989Martin 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.


DGP
Sharpe ratio
The chart of Sharpe ratio for DGP, currently valued at 1.97, compared to the broader market0.002.004.001.97
Sortino ratio
The chart of Sortino ratio for DGP, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.0012.002.65
Omega ratio
The chart of Omega ratio for DGP, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for DGP, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.08
Martin ratio
The chart of Martin ratio for DGP, currently valued at 11.30, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.28, compared to the broader market-2.000.002.004.006.008.0010.0012.002.28
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.005.0010.0015.001.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.96, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.96

Sharpe Ratio

The current DB Gold Double Long Exchange Traded Notes Sharpe ratio is 1.97. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DB Gold Double Long Exchange Traded Notes with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.97
1.66
DGP (DB Gold Double Long Exchange Traded Notes)
Benchmark (^GSPC)

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-15.91%
-4.57%
DGP (DB Gold Double Long Exchange Traded Notes)
Benchmark (^GSPC)

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. The portfolio has not yet recovered.

The current DB Gold Double Long Exchange Traded Notes drawdown is 15.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.31%Aug 23, 20111088Dec 17, 2015
-55.21%Mar 18, 2008168Nov 12, 2008249Nov 9, 2009417
-24.37%Dec 3, 200945Feb 8, 201064May 11, 2010109
-16.22%Dec 7, 201036Jan 27, 201122Mar 1, 201158
-15.33%Jun 21, 201026Jul 27, 201034Sep 14, 201060

Volatility

Volatility Chart

The current DB Gold Double Long Exchange Traded Notes volatility is 8.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
8.68%
4.88%
DGP (DB Gold Double Long Exchange Traded Notes)
Benchmark (^GSPC)