DGP vs. FNILX
Compare and contrast key facts about DB Gold Double Long Exchange Traded Notes (DGP) and Fidelity ZERO Large Cap Index Fund (FNILX).
DGP 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. FNILX is managed by Fidelity.
Performance
DGP vs. FNILX - Performance Comparison
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DGP vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DGP DB Gold Double Long Exchange Traded Notes | 13.65% | 141.40% | 53.16% | 16.97% | -5.54% | -11.29% | 45.29% | 32.27% | 14.06% |
FNILX Fidelity ZERO Large Cap Index Fund | -7.30% | 17.81% | 25.47% | 27.45% | -19.37% | 26.67% | 21.13% | 31.79% | -13.60% |
Returns By Period
In the year-to-date period, DGP achieves a 13.65% return, which is significantly higher than FNILX's -7.30% return.
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%
FNILX
- 1D
- -0.35%
- 1M
- -7.60%
- YTD
- -7.30%
- 6M
- -5.00%
- 1Y
- 14.41%
- 3Y*
- 17.43%
- 5Y*
- 11.17%
- 10Y*
- —
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DGP vs. FNILX - Expense Ratio Comparison
DGP has a 0.75% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Return for Risk
DGP vs. FNILX — Risk / Return Rank
DGP
FNILX
DGP vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.
| DGP | FNILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.83 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.28 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.20 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.91 | 1.04 | +1.86 |
Martin ratioReturn relative to average drawdown | 11.14 | 5.01 | +6.12 |
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
| DGP | FNILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.83 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.65 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.64 | -0.33 |
Correlation
The correlation between DGP and FNILX is 0.06, 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. FNILX - Dividend Comparison
DGP has not paid dividends to shareholders, while FNILX's dividend yield for the trailing twelve months is around 1.09%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
FNILX Fidelity ZERO Large Cap Index Fund | 1.09% | 1.01% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% |
Drawdowns
DGP vs. FNILX - Drawdown Comparison
The maximum DGP drawdown since its inception was -75.31%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for DGP and FNILX.
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Drawdown Indicators
| DGP | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.31% | -33.76% | -41.55% |
Max Drawdown (1Y)Largest decline over 1 year | -36.58% | -12.18% | -24.40% |
Max Drawdown (5Y)Largest decline over 5 years | -51.24% | -25.40% | -25.84% |
Max Drawdown (10Y)Largest decline over 10 years | -51.24% | — | — |
Current DrawdownCurrent decline from peak | -24.38% | -9.01% | -15.37% |
Average DrawdownAverage peak-to-trough decline | -41.24% | -5.47% | -35.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.54% | 2.54% | +7.00% |
Volatility
DGP vs. FNILX - Volatility Comparison
DB Gold Double Long Exchange Traded Notes (DGP) has a higher volatility of 25.22% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 4.23%. This indicates that DGP's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGP | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.22% | 4.23% | +20.99% |
Volatility (6M)Calculated over the trailing 6-month period | 48.02% | 9.14% | +38.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.31% | 18.26% | +37.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.32% | 17.22% | +21.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.93% | 20.17% | +14.76% |