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DGP vs. AUCP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGP vs. AUCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Double Long Exchange Traded Notes (DGP) and L&G Gold Mining UCITS ETF (AUCP.L). The values are adjusted to include any dividend payments, if applicable.

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DGP vs. AUCP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGP
DB Gold Double Long Exchange Traded Notes
16.89%141.40%53.16%16.97%-5.54%-11.29%45.29%32.27%-7.48%24.20%
AUCP.L
L&G Gold Mining UCITS ETF
12.41%181.76%18.19%14.43%-14.30%-9.74%21.20%45.13%-10.97%10.14%
Different Trading Currencies

DGP is traded in USD, while AUCP.L is traded in GBp. To make them comparable, the AUCP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGP achieves a 16.89% return, which is significantly higher than AUCP.L's 12.41% return. Over the past 10 years, DGP has outperformed AUCP.L with an annualized return of 22.78%, while AUCP.L has yielded a comparatively lower 19.79% annualized return.


DGP

1D
2.85%
1M
-21.64%
YTD
16.89%
6M
41.16%
1Y
107.27%
3Y*
64.55%
5Y*
39.08%
10Y*
22.78%

AUCP.L

1D
8.06%
1M
-14.74%
YTD
12.41%
6M
27.16%
1Y
117.55%
3Y*
55.94%
5Y*
28.73%
10Y*
19.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGP vs. AUCP.L - Expense Ratio Comparison

DGP has a 0.75% expense ratio, which is higher than AUCP.L's 0.65% expense ratio.


Return for Risk

DGP vs. AUCP.L — Risk / Return Rank

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

DGP
DGP Risk / Return Rank: 8686
Overall Rank
DGP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DGP Sortino Ratio Rank: 8585
Sortino Ratio Rank
DGP Omega Ratio Rank: 8282
Omega Ratio Rank
DGP Calmar Ratio Rank: 8888
Calmar Ratio Rank
DGP Martin Ratio Rank: 8888
Martin Ratio Rank

AUCP.L
AUCP.L Risk / Return Rank: 9292
Overall Rank
AUCP.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AUCP.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
AUCP.L Omega Ratio Rank: 8787
Omega Ratio Rank
AUCP.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
AUCP.L Martin Ratio Rank: 9292
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.

DGP vs. AUCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and L&G Gold Mining UCITS ETF (AUCP.L). 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.


DGPAUCP.LDifference

Sharpe ratio

Return per unit of total volatility

1.95

2.45

-0.50

Sortino ratio

Return per unit of downside risk

2.32

2.75

-0.43

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.04

Calmar ratio

Return relative to maximum drawdown

2.92

3.92

-1.00

Martin ratio

Return relative to average drawdown

11.08

13.53

-2.45

DGP vs. AUCP.L - Sharpe Ratio Comparison

The current DGP Sharpe Ratio is 1.95, which is comparable to the AUCP.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of DGP and AUCP.L, 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


DGPAUCP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.45

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.75

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.54

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.26

+0.05

Correlation

The correlation between DGP and AUCP.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DGP vs. AUCP.L - Dividend Comparison

Neither DGP nor AUCP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DGP vs. AUCP.L - Drawdown Comparison

The maximum DGP drawdown since its inception was -75.31%, roughly equal to the maximum AUCP.L drawdown of -78.31%. Use the drawdown chart below to compare losses from any high point for DGP and AUCP.L.


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Drawdown Indicators


DGPAUCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-77.57%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-36.58%

-29.56%

-7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-51.24%

-39.38%

-11.86%

Max Drawdown (10Y)

Largest decline over 10 years

-51.24%

-45.72%

-5.52%

Current Drawdown

Current decline from peak

-22.22%

-15.00%

-7.22%

Average Drawdown

Average peak-to-trough decline

-41.24%

-35.89%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.64%

8.33%

+1.31%

Volatility

DGP vs. AUCP.L - Volatility Comparison

DB Gold Double Long Exchange Traded Notes (DGP) has a higher volatility of 24.21% compared to L&G Gold Mining UCITS ETF (AUCP.L) at 18.36%. This indicates that DGP's price experiences larger fluctuations and is considered to be riskier than AUCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGPAUCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.21%

18.36%

+5.85%

Volatility (6M)

Calculated over the trailing 6-month period

48.07%

38.04%

+10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

55.32%

47.67%

+7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.34%

38.28%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.93%

36.40%

-1.47%