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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

The DB Gold Double Long Exchange Traded Notes has a high expense ratio of 0.75%, indicating higher-than-average management fees.


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 to compare with DGP

DB Gold Double Long Exchange Traded Notes

Popular comparisons: DGP vs. UGL, DGP vs. FNILX

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.


50.00%100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
87.76%
283.75%
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 10.80% year-to-date (YTD) and 13.68% in the last 12 months. Over the past 10 years, DB Gold Double Long Exchange Traded Notes had an annualized return of 5.33%, while the S&P 500 had an annualized return of 10.96%, indicating that DB Gold Double Long Exchange Traded Notes did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.80%10.04%
1 month14.92%3.53%
6 months29.47%22.79%
1 year13.68%32.16%
5 years (annualized)15.86%13.15%
10 years (annualized)5.33%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.47%0.88%
2023-0.68%-11.02%12.98%4.03%1.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DGP
DB Gold Double Long Exchange Traded Notes
0.63
^GSPC
S&P 500
2.76

Sharpe Ratio

The current DB Gold Double Long Exchange Traded Notes Sharpe ratio is 0.63. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.63
2.76
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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-33.21%
0
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 33.21%.


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 6.62%, 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%OctoberNovemberDecember2024FebruaryMarch
6.62%
2.82%
DGP (DB Gold Double Long Exchange Traded Notes)
Benchmark (^GSPC)