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ISIN
US25154H7567
CUSIP
25154H756
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
$1M

Share Price Chart


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Performance

DZZ Performance Chart

DB Gold Double Short Exchange Traded Notes (DZZ) is down 49.0% since the beginning of the year. DZZ is currently trading at $2 per share. Investors who bought $1,000 worth of DZZ shares 5 years ago would now be looking at an investment worth $754.


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S&P 500 Index

Returns By Period

DB Gold Double Short Exchange Traded Notes (DZZ) has returned -49.04% so far this year and 6.57% over the past 12 months. Over the last ten years, DZZ has returned -10.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


DB Gold Double Short Exchange Traded Notes

1D
-4.14%
1M
-18.98%
YTD
-49.04%
6M
-44.25%
1Y
6.57%
3Y*
-7.35%
5Y*
-5.49%
10Y*
-10.64%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DZZ Monthly Returns History

Based on dividend-adjusted daily data since Feb 28, 2008, DZZ's average daily return is 0.00%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.

Historically, 47% of months were positive and 53% were negative. The best month was Oct 2025 with a return of +287.2%, while the worst month was Nov 2025 at -39.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 9 months.

On a daily basis, DZZ closed higher 47% of trading days. The best single day was Oct 27, 2025 with a return of +133.9%, while the worst single day was Oct 30, 2025 at -23.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.39%-35.89%3.34%-6.84%-17.96%-2.65%-49.04%
2025-3.61%23.27%-16.84%19.90%-5.09%0.81%-0.34%-4.22%-14.34%287.16%-39.24%6.76%132.78%
2024-2.38%5.05%-13.62%-7.56%-3.37%-0.31%-5.93%-1.33%-5.86%-4.63%-1.80%0.59%-35.06%
2023-10.30%10.27%-12.89%-1.78%3.71%5.50%-3.71%4.26%13.04%-15.15%-3.64%6.95%-8.14%
20223.72%-10.04%-5.77%4.46%6.43%3.66%5.77%6.14%7.84%6.06%-18.79%-2.72%2.79%
20212.99%12.16%2.70%-6.25%-14.96%13.24%-4.97%0.08%5.87%-2.77%1.78%-5.78%0.56%

Benchmark Metrics

DB Gold Double Short Exchange Traded Notes has an annualized alpha of -0.71%, beta of -0.04, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 29, 2008.

  • This ETF participated in 37.14% of S&P 500 Index downside but only -24.39% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of -0.04 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
-0.71%
Beta
-0.04
0.00
Upside Capture
-24.39%
Downside Capture
37.14%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DZZ ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DZZ Risk / Return Rank: 1818
Overall Rank
DZZ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DZZ Sortino Ratio Rank: 2929
Sortino Ratio Rank
DZZ Omega Ratio Rank: 3131
Omega Ratio Rank
DZZ Calmar Ratio Rank: 99
Calmar Ratio Rank
DZZ Martin Ratio Rank: 99
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 Short Exchange Traded Notes (DZZ) and compare them to S&P 500 Index.


DZZBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.04

2.39

-2.35

Sortino ratio

Return per unit of downside risk

1.62

3.25

-1.63

Omega ratio

Gain probability vs. loss probability

1.21

1.43

-0.22

Calmar ratio

Return relative to maximum drawdown

0.08

3.11

-3.03

Martin ratio

Return relative to average drawdown

0.12

14.38

-14.26

Dividends

Dividend History


DB Gold Double Short 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 Short 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 Short Exchange Traded Notes was 96.64%, occurring on Feb 7, 2025. The portfolio has not yet recovered.

The current DB Gold Double Short Exchange Traded Notes drawdown is 95.23%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-96.64%Feb 2025
16y 3mo
17y 6moNov 2008 - now
Financial crisis2007–2009
-33.28%Sep 2008
17d24d
1mo 11dSep 2008 - Oct 2008
Financial crisis2007–2009
-23.87%Jul 2008
2mo 14d27d
3mo 11dMay 2008 - Aug 2008
Financial crisis2007–2009
-13.79%Nov 2008
11d8d
19dOct 2008 - Nov 2008
Financial crisis2007–2009
-12.50%Apr 2008
14d13d
27dApr 2008 - Apr 2008

Drawdown Indicators


DZZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-96.64%

-56.78%

-39.86%

Max Drawdown (1Y)

Largest decline over 1 year

-80.84%

-9.10%

-71.74%

Max Drawdown (3Y)

Largest decline over 3 years

-80.84%

-18.90%

-61.94%

Max Drawdown (5Y)

Largest decline over 5 years

-80.84%

-25.43%

-55.41%

Max Drawdown (10Y)

Largest decline over 10 years

-80.84%

-33.92%

-46.92%

Current Drawdown

Current decline from peak

-95.23%

0.00%

-95.23%

Average Drawdown

Average peak-to-trough decline

-82.30%

-10.72%

-71.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.96%

1.97%

+50.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DZZ

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

Open Portfolio Analyzer with DZZ