CPXR vs. DZZ
Compare and contrast key facts about USCF Daily Target 2X Copper Index ETF (CPXR) and DB Gold Double Short Exchange Traded Notes (DZZ).
CPXR and DZZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CPXR is a passively managed fund by USCF that tracks the performance of the SummerHaven Copper Index. It was launched on Jan 21, 2025. DZZ is a passively managed fund by Deutsche Bank that tracks the performance of the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (-200%). It was launched on Feb 27, 2008. Both CPXR and DZZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CPXR vs. DZZ - Performance Comparison
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CPXR vs. DZZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CPXR USCF Daily Target 2X Copper Index ETF | -6.04% | 36.03% |
DZZ DB Gold Double Short Exchange Traded Notes | -31.51% | 135.58% |
Returns By Period
In the year-to-date period, CPXR achieves a -6.04% return, which is significantly higher than DZZ's -31.51% return.
CPXR
- 1D
- 4.58%
- 1M
- -13.97%
- YTD
- -6.04%
- 6M
- 22.56%
- 1Y
- -5.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DZZ
- 1D
- -2.77%
- 1M
- 3.34%
- YTD
- -31.51%
- 6M
- 72.00%
- 1Y
- 61.35%
- 3Y*
- 3.35%
- 5Y*
- -3.31%
- 10Y*
- -8.65%
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CPXR vs. DZZ - Expense Ratio Comparison
CPXR has a 1.20% expense ratio, which is higher than DZZ's 0.75% expense ratio.
Return for Risk
CPXR vs. DZZ — Risk / Return Rank
CPXR
DZZ
CPXR vs. DZZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USCF Daily Target 2X Copper Index ETF (CPXR) 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.
| CPXR | DZZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.07 | 0.37 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.42 | 2.35 | -1.93 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.31 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.85 | -0.99 |
Martin ratioReturn relative to average drawdown | -0.27 | 1.46 | -1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CPXR | DZZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 0.37 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.04 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | -0.21 | +0.54 |
Correlation
The correlation between CPXR and DZZ is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CPXR vs. DZZ - Dividend Comparison
CPXR's dividend yield for the trailing twelve months is around 0.75%, while DZZ has not paid dividends to shareholders.
| TTM | 2025 | |
|---|---|---|
CPXR USCF Daily Target 2X Copper Index ETF | 0.75% | 0.70% |
DZZ DB Gold Double Short Exchange Traded Notes | 0.00% | 0.00% |
Drawdowns
CPXR vs. DZZ - Drawdown Comparison
The maximum CPXR drawdown since its inception was -47.87%, smaller than the maximum DZZ drawdown of -96.64%. Use the drawdown chart below to compare losses from any high point for CPXR and DZZ.
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Drawdown Indicators
| CPXR | DZZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.87% | -96.64% | +48.77% |
Max Drawdown (1Y)Largest decline over 1 year | -47.87% | -74.95% | +27.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -74.95% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.59% | — |
Current DrawdownCurrent decline from peak | -22.99% | -93.59% | +70.60% |
Average DrawdownAverage peak-to-trough decline | -21.15% | -82.19% | +61.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.53% | 43.32% | -16.79% |
Volatility
CPXR vs. DZZ - Volatility Comparison
USCF Daily Target 2X Copper Index ETF (CPXR) has a higher volatility of 18.18% compared to DB Gold Double Short Exchange Traded Notes (DZZ) at 15.61%. This indicates that CPXR's price experiences larger fluctuations and is considered to be riskier than DZZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPXR | DZZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.18% | 15.61% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 44.09% | 126.04% | -81.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.45% | 168.01% | -94.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.44% | 82.53% | -12.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.44% | 63.37% | +7.07% |