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DGP vs. EASG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGP vs. EASG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Double Long Exchange Traded Notes (DGP) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG). The values are adjusted to include any dividend payments, if applicable.

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DGP vs. EASG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DGP
DB Gold Double Long Exchange Traded Notes
16.89%141.40%53.16%16.97%-5.54%-11.29%45.29%32.27%6.99%
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
1.43%25.19%2.26%18.80%-16.94%11.36%10.73%23.66%-5.41%

Returns By Period

In the year-to-date period, DGP achieves a 16.89% return, which is significantly higher than EASG's 1.43% 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%

EASG

1D
1.57%
1M
-4.93%
YTD
1.43%
6M
4.54%
1Y
20.87%
3Y*
12.01%
5Y*
6.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGP vs. EASG - Expense Ratio Comparison

DGP has a 0.75% expense ratio, which is higher than EASG's 0.14% expense ratio.


Return for Risk

DGP vs. EASG — 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

EASG
EASG Risk / Return Rank: 6363
Overall Rank
EASG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EASG Sortino Ratio Rank: 6464
Sortino Ratio Rank
EASG Omega Ratio Rank: 5959
Omega Ratio Rank
EASG Calmar Ratio Rank: 6666
Calmar Ratio Rank
EASG Martin Ratio Rank: 6464
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. EASG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG). 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.


DGPEASGDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.17

+0.78

Sortino ratio

Return per unit of downside risk

2.32

1.68

+0.64

Omega ratio

Gain probability vs. loss probability

1.33

1.23

+0.10

Calmar ratio

Return relative to maximum drawdown

2.92

1.81

+1.11

Martin ratio

Return relative to average drawdown

11.08

6.81

+4.27

DGP vs. EASG - Sharpe Ratio Comparison

The current DGP Sharpe Ratio is 1.95, which is higher than the EASG Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of DGP and EASG, 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


DGPEASGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.17

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.40

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.47

-0.16

Correlation

The correlation between DGP and EASG is 0.20, 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

DGP vs. EASG - Dividend Comparison

DGP has not paid dividends to shareholders, while EASG's dividend yield for the trailing twelve months is around 4.12%.


TTM20252024202320222021202020192018
DGP
DB Gold Double Long Exchange Traded Notes
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
4.12%4.18%2.93%2.51%2.47%2.69%1.70%2.94%0.85%

Drawdowns

DGP vs. EASG - Drawdown Comparison

The maximum DGP drawdown since its inception was -75.31%, which is greater than EASG's maximum drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for DGP and EASG.


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Drawdown Indicators


DGPEASGDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-32.06%

-43.25%

Max Drawdown (1Y)

Largest decline over 1 year

-36.58%

-11.74%

-24.84%

Max Drawdown (5Y)

Largest decline over 5 years

-51.24%

-31.42%

-19.82%

Max Drawdown (10Y)

Largest decline over 10 years

-51.24%

Current Drawdown

Current decline from peak

-22.22%

-7.02%

-15.20%

Average Drawdown

Average peak-to-trough decline

-41.24%

-6.27%

-34.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.64%

3.11%

+6.53%

Volatility

DGP vs. EASG - Volatility Comparison

DB Gold Double Long Exchange Traded Notes (DGP) has a higher volatility of 24.21% compared to Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) at 7.31%. This indicates that DGP's price experiences larger fluctuations and is considered to be riskier than EASG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGPEASGDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.21%

7.31%

+16.90%

Volatility (6M)

Calculated over the trailing 6-month period

48.07%

11.72%

+36.35%

Volatility (1Y)

Calculated over the trailing 1-year period

55.32%

17.86%

+37.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.34%

16.51%

+21.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.93%

18.35%

+16.58%