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DGP vs. HDEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGP vs. HDEF - 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 High Dividend Yield Equity ETF (HDEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGP achieves a -14.58% return, which is significantly lower than HDEF's 4.97% return. Over the past 10 years, DGP has outperformed HDEF with an annualized return of 17.25%, while HDEF has yielded a comparatively lower 8.94% annualized return.


DGP

1D
-3.65%
1M
-17.84%
YTD
-14.58%
6M
-21.57%
1Y
32.14%
3Y*
49.95%
5Y*
29.64%
10Y*
17.25%

HDEF

1D
0.28%
1M
-2.23%
YTD
4.97%
6M
4.60%
1Y
15.97%
3Y*
16.71%
5Y*
10.35%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGP vs. HDEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGP
DB Gold Double Long Exchange Traded Notes
-14.58%141.40%53.16%16.97%-5.54%-11.29%45.29%32.27%-7.48%24.20%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
4.97%33.01%2.85%18.53%-2.51%6.95%-1.90%25.02%-13.74%9.89%

Correlation

The correlation between DGP and HDEF is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2015

0.18

The correlation between DGP and HDEF shifts across timeframes, from 0.18 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DGP vs. HDEF — Risk / Return Rank

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

DGP
DGP Risk / Return Rank: 1919
Overall Rank
DGP Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DGP Sortino Ratio Rank: 2020
Sortino Ratio Rank
DGP Omega Ratio Rank: 2222
Omega Ratio Rank
DGP Calmar Ratio Rank: 1818
Calmar Ratio Rank
DGP Martin Ratio Rank: 1818
Martin Ratio Rank

HDEF
HDEF Risk / Return Rank: 4040
Overall Rank
HDEF Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HDEF Sortino Ratio Rank: 3939
Sortino Ratio Rank
HDEF Omega Ratio Rank: 4040
Omega Ratio Rank
HDEF Calmar Ratio Rank: 4242
Calmar Ratio Rank
HDEF Martin Ratio Rank: 3838
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. HDEF - 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 High Dividend Yield Equity ETF (HDEF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DGPHDEFDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.15

1.25

-0.10

Calmar ratioReturn relative to maximum drawdown

0.73

2.00

-1.26

Martin ratioReturn relative to average drawdown

1.93

5.75

-3.82

DGP vs. HDEF - Sharpe Ratio Comparison

The current DGP Sharpe Ratio is 0.59, which is lower than the HDEF Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of DGP and HDEF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DGP vs. HDEF - Drawdown Comparison

The maximum DGP drawdown since its inception was -75.31%, which is greater than HDEF's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for DGP and HDEF.


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Drawdown Indicators


DGPHDEFDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-36.43%

-38.88%

Max Drawdown (1Y)

Largest decline over 1 year

-43.98%

-8.03%

-35.95%

Max Drawdown (3Y)

Largest decline over 3 years

-43.98%

-11.15%

-32.83%

Max Drawdown (5Y)

Largest decline over 5 years

-51.24%

-23.63%

-27.61%

Max Drawdown (10Y)

Largest decline over 10 years

-51.24%

-36.43%

-14.81%

Current Drawdown

Current decline from peak

-43.16%

-4.80%

-38.36%

Average Drawdown

Average peak-to-trough decline

-41.08%

-5.05%

-36.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.71%

2.78%

+13.93%

Volatility

DGP vs. HDEF - Volatility Comparison

DB Gold Double Long Exchange Traded Notes (DGP) has a higher volatility of 17.11% compared to Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) at 3.05%. This indicates that DGP's price experiences larger fluctuations and is considered to be riskier than HDEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGPHDEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.11%

3.05%

+14.06%

Volatility (6M)

Calculated over the trailing 6-month period

48.95%

9.32%

+39.63%

Volatility (1Y)

Calculated over the trailing 1-year period

54.67%

11.77%

+42.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.27%

14.13%

+25.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.31%

16.12%

+19.19%

DGP vs. HDEF - Expense Ratio Comparison

DGP has a 0.75% expense ratio, which is higher than HDEF's 0.20% expense ratio.


Dividends

DGP vs. HDEF - Dividend Comparison

DGP has not paid dividends to shareholders, while HDEF's dividend yield for the trailing twelve months is around 3.96%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
3.96%3.88%4.53%4.38%5.41%4.76%3.93%4.20%3.55%3.38%9.53%1.87%

Frequently Asked Questions


DGP and HDEF have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGP has higher volatility (17.11%) compared to HDEF (3.05%). In terms of maximum drawdown, DGP dropped -75.31% vs HDEF's -36.43%.

On 10-year performance, DGP leads with 17.25% vs 8.94% for HDEF. On fees, HDEF is cheaper at 0.20% per year. On volatility, HDEF has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DGP has performed better with a 17.25% return vs 8.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HDEF is cheaper with a 0.20% expense ratio, compared with 0.75% for DGP.

HDEF has the higher dividend yield at 3.96%, compared with 0.00% for DGP.

DGP is categorized as Leveraged Commodities, while HDEF is Foreign Large Cap Equities. DGP tracks Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%), while HDEF tracks MSCI EAFE High Dividend Yield US Dollar Hedged Index. Their fees differ too: 0.75% for DGP and 0.20% for HDEF.

HDEF currently has the higher Sharpe Ratio (1.37 vs 0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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