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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

Issuer

Deutsche Bank

Inception Date

Feb 27, 2008

Region

Global (Broad)

Leveraged

2x

Index Tracked

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

Asset Class

Commodity

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.


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. WPM DGP vs. PAAS DGP vs. NUGT
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. WPM DGP vs. PAAS 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.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.34%
10.75%
DGP (DB Gold Double Long Exchange Traded Notes)
Benchmark (^GSPC)

Returns By Period

DB Gold Double Long Exchange Traded Notes had a return of 49.77% year-to-date (YTD) and 59.98% in the last 12 months. Over the past 10 years, DB Gold Double Long Exchange Traded Notes had an annualized return of 10.45%, while the S&P 500 had an annualized return of 11.10%, indicating that DB Gold Double Long Exchange Traded Notes did not perform as well as the benchmark.


DGP

YTD

49.77%

1M

-8.37%

6M

10.14%

1Y

59.98%

5Y (annualized)

17.72%

10Y (annualized)

10.45%

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

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%10.03%7.92%49.77%
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%

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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DGP is 62, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DGP is 6262
Combined Rank
The Sharpe Ratio Rank of DGP is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DGP is 6363
Sortino Ratio Rank
The Omega Ratio Rank of DGP is 6060
Omega Ratio Rank
The Calmar Ratio Rank of DGP is 4949
Calmar Ratio Rank
The Martin Ratio Rank of DGP is 6969
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.


Sharpe ratio
The chart of Sharpe ratio for DGP, currently valued at 2.03, compared to the broader market0.002.004.002.032.51
The chart of Sortino ratio for DGP, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.623.36
The chart of Omega ratio for DGP, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.47
The chart of Calmar ratio for DGP, currently valued at 1.36, compared to the broader market0.005.0010.0015.001.363.62
The chart of Martin ratio for DGP, currently valued at 11.90, compared to the broader market0.0020.0040.0060.0080.00100.0011.9016.12
DGP
^GSPC

The current DB Gold Double Long Exchange Traded Notes Sharpe ratio is 2.03. 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.03
2.51
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.52%
-1.80%
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. Recovery took 2225 trading sessions.

The current DB Gold Double Long Exchange Traded Notes drawdown is 12.52%.


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, 2024
-16.22%Dec 7, 201036Jan 27, 201122Mar 1, 201158

Volatility

Volatility Chart

The current DB Gold Double Long Exchange Traded Notes volatility is 11.52%, 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%JuneJulyAugustSeptemberOctoberNovember
11.52%
4.06%
DGP (DB Gold Double Long Exchange Traded Notes)
Benchmark (^GSPC)