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AAAU vs. DGZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAAU vs. DGZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Physical Gold ETF (AAAU) and DB Gold Short Exchange Traded Notes (DGZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAAU achieves a -2.94% return, which is significantly lower than DGZ's 8.78% return.


AAAU

1D
-0.65%
1M
-7.07%
YTD
-2.94%
6M
-5.73%
1Y
24.21%
3Y*
29.48%
5Y*
18.53%
10Y*

DGZ

1D
4.82%
1M
22.28%
YTD
8.78%
6M
15.55%
1Y
-11.10%
3Y*
-15.52%
5Y*
-10.09%
10Y*
-7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAAU vs. DGZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AAAU
Goldman Sachs Physical Gold ETF
-2.94%64.06%26.91%12.96%-0.50%-4.01%25.02%18.17%8.28%
DGZ
DB Gold Short Exchange Traded Notes
8.78%-32.55%-16.46%-4.75%4.93%1.53%-20.80%-13.42%-7.43%

Correlation

The correlation between AAAU and DGZ is -0.39, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.39

Correlation (3Y)
Calculated over the trailing 3-year period

-0.45

Correlation (5Y)
Calculated over the trailing 5-year period

-0.58

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2018

-0.65

Over the past year, the inverse relationship between AAAU and DGZ has weakened: their correlation has moved from -0.65 to -0.39, meaning they move in opposite directions less often than they have historically.

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Return for Risk

AAAU vs. DGZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAAU
AAAU Risk / Return Rank: 2424
Overall Rank
AAAU Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AAAU Sortino Ratio Rank: 2323
Sortino Ratio Rank
AAAU Omega Ratio Rank: 2828
Omega Ratio Rank
AAAU Calmar Ratio Rank: 2222
Calmar Ratio Rank
AAAU Martin Ratio Rank: 2222
Martin Ratio Rank

DGZ
DGZ Risk / Return Rank: 88
Overall Rank
DGZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DGZ Sortino Ratio Rank: 99
Sortino Ratio Rank
DGZ Omega Ratio Rank: 99
Omega Ratio Rank
DGZ Calmar Ratio Rank: 66
Calmar Ratio Rank
DGZ Martin Ratio Rank: 66
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.

AAAU vs. DGZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Physical Gold ETF (AAAU) and DB Gold Short Exchange Traded Notes (DGZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


AAAUDGZDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.19

1.04

+0.15

Calmar ratioReturn relative to maximum drawdown

1.00

-0.29

+1.29

Martin ratioReturn relative to average drawdown

2.72

-0.50

+3.22

AAAU vs. DGZ - Sharpe Ratio Comparison

The current AAAU Sharpe Ratio is 0.89, which is higher than the DGZ Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of AAAU and DGZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAAU vs. DGZ - Drawdown Comparison

The maximum AAAU drawdown since its inception was -24.38%, smaller than the maximum DGZ drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for AAAU and DGZ.


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Drawdown Indicators


AAAUDGZDifference

Max Drawdown

Largest peak-to-trough decline

-24.38%

-86.32%

+61.94%

Max Drawdown (1Y)

Largest decline over 1 year

-24.38%

-38.32%

+13.94%

Max Drawdown (3Y)

Largest decline over 3 years

-24.38%

-59.54%

+35.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-61.54%

+37.16%

Max Drawdown (10Y)

Largest decline over 10 years

-71.49%

Current Drawdown

Current decline from peak

-22.38%

-81.37%

+58.99%

Average Drawdown

Average peak-to-trough decline

-6.27%

-57.79%

+51.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.92%

22.23%

-13.31%

Volatility

AAAU vs. DGZ - Volatility Comparison

The current volatility for Goldman Sachs Physical Gold ETF (AAAU) is 8.03%, while DB Gold Short Exchange Traded Notes (DGZ) has a volatility of 45.73%. This indicates that AAAU experiences smaller price fluctuations and is considered to be less risky than DGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAAUDGZDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

45.73%

-37.70%

Volatility (6M)

Calculated over the trailing 6-month period

24.09%

58.49%

-34.40%

Volatility (1Y)

Calculated over the trailing 1-year period

27.28%

69.61%

-42.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.06%

36.44%

-18.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

28.18%

-11.03%

AAAU vs. DGZ - Expense Ratio Comparison

AAAU has a 0.18% expense ratio, which is lower than DGZ's 0.75% expense ratio.


Dividends

AAAU vs. DGZ - Dividend Comparison

Neither AAAU nor DGZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AAAU and DGZ have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGZ has higher volatility (45.73%) compared to AAAU (8.03%). In terms of maximum drawdown, AAAU dropped -24.38% vs DGZ's -86.32%.

On 5-year performance, AAAU leads with 18.53% vs -10.09% for DGZ. On fees, AAAU is cheaper at 0.18% per year. On volatility, AAAU has been the lower-risk option at 8.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AAAU has performed better with a 18.53% return vs -10.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AAAU is cheaper with a 0.18% expense ratio, compared with 0.75% for DGZ.

AAAU and DGZ have nearly identical dividend yields, around 0.00%.

AAAU is categorized as Gold, while DGZ is Inverse Commodities. AAAU tracks LBMA Gold PM Price, while DGZ tracks Deutsche Bank Liquid Commodity Index - Optimum Yield Gold Excess Return (-100%). They also come from different issuers: Goldman Sachs and Deutsche Bank. Their fees differ too: 0.18% for AAAU and 0.75% for DGZ.

AAAU currently has the higher Sharpe Ratio (0.89 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AAAU and DGZ

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