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

Correlation

The correlation between DGP and JNUG is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

DGP vs. JNUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Double Long Exchange Traded Notes (DGP) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
27.93%
7.69%
DGP
JNUG

Key characteristics

Sharpe Ratio

DGP:

3.09

JNUG:

1.88

Sortino Ratio

DGP:

3.45

JNUG:

2.35

Omega Ratio

DGP:

1.45

JNUG:

1.28

Calmar Ratio

DGP:

2.15

JNUG:

1.29

Martin Ratio

DGP:

16.20

JNUG:

7.15

Ulcer Index

DGP:

5.84%

JNUG:

18.08%

Daily Std Dev

DGP:

30.69%

JNUG:

68.92%

Max Drawdown

DGP:

-75.31%

JNUG:

-99.95%

Current Drawdown

DGP:

-3.98%

JNUG:

-99.87%

Returns By Period

In the year-to-date period, DGP achieves a 17.96% return, which is significantly lower than JNUG's 37.24% return. Over the past 10 years, DGP has outperformed JNUG with an annualized return of 12.68%, while JNUG has yielded a comparatively lower -32.62% annualized return.


DGP

YTD

17.96%

1M

9.80%

6M

27.93%

1Y

90.55%

5Y*

18.22%

10Y*

12.68%

JNUG

YTD

37.24%

1M

19.95%

6M

9.04%

1Y

111.60%

5Y*

-43.56%

10Y*

-32.62%

*Annualized

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


DGP vs. JNUG - Expense Ratio Comparison

DGP has a 0.75% expense ratio, which is lower than JNUG's 1.17% expense ratio.


JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
Expense ratio chart for JNUG: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%
Expense ratio chart for DGP: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

DGP vs. JNUG — 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 8686
Overall Rank
The Sharpe Ratio Rank of DGP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of DGP is 9191
Sortino Ratio Rank
The Omega Ratio Rank of DGP is 8989
Omega Ratio Rank
The Calmar Ratio Rank of DGP is 6565
Calmar Ratio Rank
The Martin Ratio Rank of DGP is 9191
Martin Ratio Rank

JNUG
The Risk-Adjusted Performance Rank of JNUG is 6262
Overall Rank
The Sharpe Ratio Rank of JNUG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of JNUG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of JNUG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JNUG is 4646
Calmar Ratio Rank
The Martin Ratio Rank of JNUG is 6161
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. JNUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG). 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 3.09, compared to the broader market0.002.004.003.091.88
The chart of Sortino ratio for DGP, currently valued at 3.45, compared to the broader market0.005.0010.003.452.35
The chart of Omega ratio for DGP, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.28
The chart of Calmar ratio for DGP, currently valued at 2.77, compared to the broader market0.005.0010.0015.0020.002.771.29
The chart of Martin ratio for DGP, currently valued at 16.20, compared to the broader market0.0020.0040.0060.0080.00100.0016.207.15
DGP
JNUG

The current DGP Sharpe Ratio is 3.09, which is higher than the JNUG Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DGP and JNUG, 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
3.09
1.88
DGP
JNUG

Dividends

DGP vs. JNUG - Dividend Comparison

DGP has not paid dividends to shareholders, while JNUG's dividend yield for the trailing twelve months is around 1.46%.


TTM20242023202220212020201920182017201620152014
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%
JNUG
Direxion Daily Junior Gold Miners Index Bull 2x Shares
1.46%2.01%1.62%0.00%0.52%0.10%0.49%0.05%0.52%0.00%0.00%4.64%

Drawdowns

DGP vs. JNUG - Drawdown Comparison

The maximum DGP drawdown since its inception was -75.31%, smaller than the maximum JNUG drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for DGP and JNUG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.98%
-99.87%
DGP
JNUG

Volatility

DGP vs. JNUG - Volatility Comparison

The current volatility for DB Gold Double Long Exchange Traded Notes (DGP) is 8.14%, while Direxion Daily Junior Gold Miners Index Bull 2x Shares (JNUG) has a volatility of 16.30%. This indicates that DGP experiences smaller price fluctuations and is considered to be less risky than JNUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
8.14%
16.30%
DGP
JNUG
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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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