DGP vs. GFI

In the year-to-date period, DGP achieves a 57.18% return, which is significantly higher than GFI's 7.02% return. Over the past 10 years, DGP has underperformed GFI with an annualized return of 11.03%, while GFI has yielded a comparatively higher 15.75% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and Gold Fields Limited (GFI). 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.

The current DGP Sharpe Ratio is 2.21, which is higher than the GFI Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of DGP and GFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DGP has not paid dividends to shareholders, while GFI's dividend yield for the trailing twelve months is around 2.57%.

The maximum DGP drawdown since its inception was -75.31%, smaller than the maximum GFI drawdown of -86.06%. Use the drawdown chart below to compare losses from any high point for DGP and GFI. For additional features, visit the drawdowns tool.

The current volatility for DB Gold Double Long Exchange Traded Notes (DGP) is 11.56%, while Gold Fields Limited (GFI) has a volatility of 13.85%. This indicates that DGP experiences smaller price fluctuations and is considered to be less risky than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.