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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%)
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$229M

Share Price Chart


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Performance

DGP Performance Chart

DB Gold Double Long Exchange Traded Notes (DGP) is down 11.3% since the beginning of the year. DGP is currently trading at $143 per share. Investors who bought $1,000 worth of DGP shares 5 years ago would now be looking at an investment worth $3,799.


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S&P 500 Index

Returns By Period

DB Gold Double Long Exchange Traded Notes (DGP) has returned -11.34% so far this year and 37.49% over the past 12 months. Looking at the last ten years, DGP has achieved an annualized return of 17.68%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


DB Gold Double Long Exchange Traded Notes

1D
-1.39%
1M
-14.72%
YTD
-11.34%
6M
-17.00%
1Y
37.49%
3Y*
51.82%
5Y*
30.60%
10Y*
17.68%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGP Monthly Returns History

Based on dividend-adjusted daily data since Feb 28, 2008, DGP's average daily return is +0.07%, while the average monthly return is +1.29%. At this rate, an investment would double in approximately 4.5 years.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2009 with a return of +25.7%, while the worst month was Oct 2008 at -33.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, DGP closed higher 52% of trading days. The best single day was Sep 17, 2008 with a return of +24.6%, while the worst single day was Mar 9, 2022 at -24.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202624.36%17.37%-22.14%-3.82%-3.32%-16.10%-11.34%
202511.90%3.35%17.95%10.08%-0.50%0.60%-1.83%10.58%22.12%6.15%9.87%3.88%141.40%
2024-3.47%0.87%16.97%6.09%2.56%-0.48%9.86%3.40%10.03%7.93%-6.28%-1.78%53.16%
202310.54%-10.19%14.28%2.78%-3.90%-4.72%3.69%-0.68%-11.00%12.98%4.03%1.70%16.97%
2022-3.62%12.73%2.32%-5.11%-6.35%-3.94%-4.29%-6.37%-6.47%-3.72%16.62%5.78%-5.54%
2021-6.59%-11.04%-3.41%5.88%15.07%-14.23%5.03%-0.10%-6.66%3.00%-1.15%6.08%-11.29%

Benchmark Metrics

DB Gold Double Long Exchange Traded Notes has an annualized alpha of 17.21%, beta of 0.08, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 28, 2008.

  • This ETF captured 28.31% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -6.71%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.08 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
17.21%
Beta
0.08
0.00
Upside Capture
28.31%
Downside Capture
-6.71%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DGP ranks 21 for risk / return — below 21% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DGP Risk / Return Rank: 2121
Overall Rank
DGP Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DGP Sortino Ratio Rank: 2222
Sortino Ratio Rank
DGP Omega Ratio Rank: 2525
Omega Ratio Rank
DGP Calmar Ratio Rank: 1919
Calmar Ratio Rank
DGP Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and compare them to S&P 500 Index.

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.


DGPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

0.86

2.78

-1.93

Martin ratioReturn relative to average drawdown

2.28

12.44

-10.16

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 41.00%.


Related event

Drawdown

Fall

Recovery

Underwater

2015 bear market2015
-75.31%Dec 2015
4y 3mo8y 10mo
13y 2moAug 2011 - Oct 2024
Financial crisis2007–2009
-55.21%Nov 2008
7mo 29d12mo 2d
1y 7moMar 2008 - Nov 2009
2026 bear market2026
-43.98%Jun 2026
4mo 11d
4mo 24dJan 2026 - now
2010 bear market2010
-24.37%Feb 2010
2mo 7d3mo 2d
5mo 9dDec 2009 - May 2010
2025 correction2025
-18.17%Nov 2025
14d1mo 18d
2mo 2dOct 2025 - Dec 2025

Drawdown Indicators


DGPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-56.78%

-18.53%

Max Drawdown (1Y)

Largest decline over 1 year

-43.98%

-9.10%

-34.88%

Max Drawdown (3Y)

Largest decline over 3 years

-43.98%

-18.90%

-25.08%

Max Drawdown (5Y)

Largest decline over 5 years

-51.24%

-25.43%

-25.81%

Max Drawdown (10Y)

Largest decline over 10 years

-51.24%

-33.92%

-17.32%

Current Drawdown

Current decline from peak

-41.00%

-1.80%

-39.20%

Average Drawdown

Average peak-to-trough decline

-41.08%

-10.71%

-30.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.49%

2.03%

+14.46%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DGP

Add DB Gold Double Long Exchange Traded Notes to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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