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DGP vs. FNILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.1

Performance

DGP vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Double Long Exchange Traded Notes (DGP) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
373.57%
107.11%
DGP
FNILX

Key characteristics

Sharpe Ratio

DGP:

2.32

FNILX:

0.36

Sortino Ratio

DGP:

2.84

FNILX:

0.64

Omega Ratio

DGP:

1.36

FNILX:

1.09

Calmar Ratio

DGP:

2.71

FNILX:

0.36

Martin Ratio

DGP:

12.67

FNILX:

1.68

Ulcer Index

DGP:

5.97%

FNILX:

4.11%

Daily Std Dev

DGP:

32.56%

FNILX:

19.12%

Max Drawdown

DGP:

-75.31%

FNILX:

-33.75%

Current Drawdown

DGP:

-0.09%

FNILX:

-12.28%

Returns By Period

In the year-to-date period, DGP achieves a 45.05% return, which is significantly higher than FNILX's -8.13% return.


DGP

YTD

45.05%

1M

15.32%

6M

41.30%

1Y

70.07%

5Y*

20.23%

10Y*

15.00%

FNILX

YTD

-8.13%

1M

-4.28%

6M

-6.53%

1Y

8.21%

5Y*

15.76%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


DGP vs. FNILX - Expense Ratio Comparison

DGP has a 0.75% expense ratio, which is higher than FNILX's 0.00% expense ratio.


DGP
DB Gold Double Long Exchange Traded Notes
Expense ratio chart for DGP: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGP: 0.75%
Expense ratio chart for FNILX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNILX: 0.00%

Risk-Adjusted Performance

DGP vs. FNILX — Risk-Adjusted Performance Rank

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

DGP
The Risk-Adjusted Performance Rank of DGP is 9696
Overall Rank
The Sharpe Ratio Rank of DGP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of DGP is 9595
Sortino Ratio Rank
The Omega Ratio Rank of DGP is 9494
Omega Ratio Rank
The Calmar Ratio Rank of DGP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of DGP is 9696
Martin Ratio Rank

FNILX
The Risk-Adjusted Performance Rank of FNILX is 7070
Overall Rank
The Sharpe Ratio Rank of FNILX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FNILX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FNILX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FNILX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FNILX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DGP vs. FNILX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for DGP, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.00
DGP: 2.32
FNILX: 0.36
The chart of Sortino ratio for DGP, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.00
DGP: 2.84
FNILX: 0.64
The chart of Omega ratio for DGP, currently valued at 1.36, compared to the broader market0.501.001.502.002.50
DGP: 1.36
FNILX: 1.09
The chart of Calmar ratio for DGP, currently valued at 4.64, compared to the broader market0.002.004.006.008.0010.0012.00
DGP: 4.64
FNILX: 0.36
The chart of Martin ratio for DGP, currently valued at 12.67, compared to the broader market0.0020.0040.0060.00
DGP: 12.67
FNILX: 1.68

The current DGP Sharpe Ratio is 2.32, which is higher than the FNILX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of DGP and FNILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.32
0.36
DGP
FNILX

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 1.19%.


TTM2024202320222021202020192018
DGP
DB Gold Double Long Exchange Traded Notes
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNILX
Fidelity ZERO Large Cap Index Fund
1.19%1.09%1.34%1.53%0.95%1.20%1.17%0.41%

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 -33.75%. Use the drawdown chart below to compare losses from any high point for DGP and FNILX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.09%
-12.28%
DGP
FNILX

Volatility

DGP vs. FNILX - Volatility Comparison

DB Gold Double Long Exchange Traded Notes (DGP) and Fidelity ZERO Large Cap Index Fund (FNILX) have volatilities of 13.07% and 13.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.07%
13.61%
DGP
FNILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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