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BTCL vs. DGP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTCL vs. DGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long Bitcoin Daily Target ETF (BTCL) and DB Gold Double Long Exchange Traded Notes (DGP). The values are adjusted to include any dividend payments, if applicable.

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BTCL vs. DGP - Yearly Performance Comparison


2026 (YTD)20252024
BTCL
T-REX 2X Long Bitcoin Daily Target ETF
-47.24%-39.52%105.78%
DGP
DB Gold Double Long Exchange Traded Notes
13.65%141.40%19.80%

Returns By Period

In the year-to-date period, BTCL achieves a -47.24% return, which is significantly lower than DGP's 13.65% return.


BTCL

1D
3.83%
1M
3.32%
YTD
-47.24%
6M
-72.39%
1Y
-54.51%
3Y*
5Y*
10Y*

DGP

1D
9.12%
1M
-22.14%
YTD
13.65%
6M
37.68%
1Y
101.12%
3Y*
63.02%
5Y*
38.30%
10Y*
22.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTCL vs. DGP - Expense Ratio Comparison

BTCL has a 0.95% expense ratio, which is higher than DGP's 0.75% expense ratio.


Return for Risk

BTCL vs. DGP — Risk / Return Rank

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

BTCL
BTCL Risk / Return Rank: 33
Overall Rank
BTCL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTCL Sortino Ratio Rank: 44
Sortino Ratio Rank
BTCL Omega Ratio Rank: 44
Omega Ratio Rank
BTCL Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCL Martin Ratio Rank: 22
Martin Ratio Rank

DGP
DGP Risk / Return Rank: 8787
Overall Rank
DGP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DGP Sortino Ratio Rank: 8686
Sortino Ratio Rank
DGP Omega Ratio Rank: 8383
Omega Ratio Rank
DGP Calmar Ratio Rank: 9090
Calmar Ratio Rank
DGP Martin Ratio Rank: 9090
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.

BTCL vs. DGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long Bitcoin Daily Target ETF (BTCL) and DB Gold Double Long Exchange Traded Notes (DGP). 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.


BTCLDGPDifference

Sharpe ratio

Return per unit of total volatility

-0.60

1.84

-2.44

Sortino ratio

Return per unit of downside risk

-0.57

2.24

-2.81

Omega ratio

Gain probability vs. loss probability

0.94

1.32

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.71

2.91

-3.62

Martin ratio

Return relative to average drawdown

-1.37

11.14

-12.51

BTCL vs. DGP - Sharpe Ratio Comparison

The current BTCL Sharpe Ratio is -0.60, which is lower than the DGP Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BTCL and DGP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTCLDGPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

1.84

-2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.30

-0.52

Correlation

The correlation between BTCL and DGP is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BTCL vs. DGP - Dividend Comparison

BTCL's dividend yield for the trailing twelve months is around 3.21%, while DGP has not paid dividends to shareholders.


Drawdowns

BTCL vs. DGP - Drawdown Comparison

The maximum BTCL drawdown since its inception was -78.41%, roughly equal to the maximum DGP drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for BTCL and DGP.


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Drawdown Indicators


BTCLDGPDifference

Max Drawdown

Largest peak-to-trough decline

-78.41%

-75.31%

-3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-78.41%

-36.58%

-41.83%

Max Drawdown (5Y)

Largest decline over 5 years

-51.24%

Max Drawdown (10Y)

Largest decline over 10 years

-51.24%

Current Drawdown

Current decline from peak

-77.06%

-24.38%

-52.68%

Average Drawdown

Average peak-to-trough decline

-30.30%

-41.24%

+10.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.75%

9.54%

+31.21%

Volatility

BTCL vs. DGP - Volatility Comparison

T-REX 2X Long Bitcoin Daily Target ETF (BTCL) and DB Gold Double Long Exchange Traded Notes (DGP) have volatilities of 25.79% and 25.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCLDGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.79%

25.22%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

74.36%

48.02%

+26.34%

Volatility (1Y)

Calculated over the trailing 1-year period

90.60%

55.31%

+35.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.43%

38.32%

+62.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.43%

34.93%

+65.50%