PortfoliosLab logoPortfoliosLab logo
COPZ vs. DZZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPZ vs. DZZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long Copper ETF (COPZ) and DB Gold Double Short Exchange Traded Notes (DZZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


COPZ

1D
7.43%
1M
34.29%
YTD
6M
1Y
3Y*
5Y*
10Y*

DZZ

1D
-4.14%
1M
-18.98%
YTD
-49.04%
6M
-44.25%
1Y
6.57%
3Y*
-7.35%
5Y*
-5.49%
10Y*
-10.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPZ vs. DZZ - Yearly Performance Comparison


Correlation

The correlation between COPZ and DZZ is -0.44, 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 (All Time)
Calculated using the full available price history since Feb 19, 2026

-0.44

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

COPZ vs. DZZ — Risk / Return Rank

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

COPZ

DZZ
DZZ Risk / Return Rank: 1818
Overall Rank
DZZ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DZZ Sortino Ratio Rank: 3030
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.

COPZ vs. DZZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long Copper ETF (COPZ) and DB Gold Double Short Exchange Traded Notes (DZZ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COPZ vs. DZZ - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


COPZDZZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.24

+0.29

Drawdowns

COPZ vs. DZZ - Drawdown Comparison

The maximum COPZ drawdown since its inception was -49.79%, smaller than the maximum DZZ drawdown of -96.64%. Use the drawdown chart below to compare losses from any high point for COPZ and DZZ.


Loading charts...

Drawdown Indicators


COPZDZZDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-96.64%

+46.85%

Max Drawdown (1Y)

Largest decline over 1 year

-80.84%

Max Drawdown (3Y)

Largest decline over 3 years

-80.84%

Max Drawdown (5Y)

Largest decline over 5 years

-80.84%

Max Drawdown (10Y)

Largest decline over 10 years

-80.84%

Current Drawdown

Current decline from peak

-15.79%

-95.23%

+79.44%

Average Drawdown

Average peak-to-trough decline

-28.62%

-82.30%

+53.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.96%

Volatility

COPZ vs. DZZ - Volatility Comparison


Loading charts...

Volatility by Period


COPZDZZDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.11%

Volatility (6M)

Calculated over the trailing 6-month period

59.63%

Volatility (1Y)

Calculated over the trailing 1-year period

104.76%

169.46%

-64.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

104.76%

83.64%

+21.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

104.76%

64.06%

+40.70%

COPZ vs. DZZ - Expense Ratio Comparison

COPZ has a 0.95% expense ratio, which is higher than DZZ's 0.75% expense ratio.


Dividends

COPZ vs. DZZ - Dividend Comparison

Neither COPZ nor DZZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COPZ and DZZ have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DZZ is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DZZ is cheaper with a 0.75% expense ratio, compared with 0.95% for COPZ.

COPZ and DZZ have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Defiance and Deutsche Bank. Their fees differ too: 0.95% for COPZ and 0.75% for DZZ.

Portfolio Optimizer

Find the right allocation for COPZ and DZZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer