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DGP vs. NUGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGP vs. NUGT - 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 Gold Miners Index Bull 2X ETF (NUGT). 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 -11.34% return, which is significantly higher than NUGT's -24.93% return. Over the past 10 years, DGP has outperformed NUGT with an annualized return of 17.68%, while NUGT has yielded a comparatively lower -10.74% annualized return.


DGP

1D
-1.39%
1M
-14.72%
YTD
-11.34%
6M
-17.00%
1Y
37.49%
3Y*
51.82%
5Y*
30.60%
10Y*
17.68%

NUGT

1D
-2.62%
1M
-11.13%
YTD
-24.93%
6M
-32.67%
1Y
82.75%
3Y*
60.93%
5Y*
19.48%
10Y*
-10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGP vs. NUGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGP
DB Gold Double Long Exchange Traded Notes
-11.34%141.40%53.16%16.97%-5.54%-11.29%45.29%32.27%-7.48%24.20%
NUGT
Direxion Daily Gold Miners Index Bull 2X ETF
-24.93%425.05%2.89%2.60%-32.10%-26.31%-60.16%100.73%-44.52%3.73%

Correlation

The correlation between DGP and NUGT is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.77

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

0.77

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

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2010

0.73

The correlation between DGP and NUGT has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

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Return for Risk

DGP vs. NUGT — Risk / Return Rank

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

DGP
DGP Risk / Return Rank: 2121
Overall Rank
DGP Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DGP Sortino Ratio Rank: 2222
Sortino Ratio Rank
DGP Omega Ratio Rank: 2525
Omega Ratio Rank
DGP Calmar Ratio Rank: 1919
Calmar Ratio Rank
DGP Martin Ratio Rank: 2020
Martin Ratio Rank

NUGT
NUGT Risk / Return Rank: 2828
Overall Rank
NUGT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NUGT Sortino Ratio Rank: 2929
Sortino Ratio Rank
NUGT Omega Ratio Rank: 3232
Omega Ratio Rank
NUGT Calmar Ratio Rank: 2727
Calmar Ratio Rank
NUGT Martin Ratio Rank: 2525
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. NUGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and Direxion Daily Gold Miners Index Bull 2X ETF (NUGT). 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.


DGPNUGTDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratioReturn relative to maximum drawdown

0.86

1.31

-0.46

Martin ratioReturn relative to average drawdown

2.28

3.16

-0.88

DGP vs. NUGT - Sharpe Ratio Comparison

The current DGP Sharpe Ratio is 0.69, which is comparable to the NUGT Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DGP and NUGT, 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. NUGT - Drawdown Comparison

The maximum DGP drawdown since its inception was -75.31%, smaller than the maximum NUGT drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for DGP and NUGT.


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Drawdown Indicators


DGPNUGTDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-99.97%

+24.66%

Max Drawdown (1Y)

Largest decline over 1 year

-43.98%

-63.43%

+19.45%

Max Drawdown (3Y)

Largest decline over 3 years

-43.98%

-63.43%

+19.45%

Max Drawdown (5Y)

Largest decline over 5 years

-51.24%

-73.72%

+22.48%

Max Drawdown (10Y)

Largest decline over 10 years

-51.24%

-96.91%

+45.67%

Current Drawdown

Current decline from peak

-41.00%

-99.82%

+58.82%

Average Drawdown

Average peak-to-trough decline

-41.08%

-91.53%

+50.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.49%

26.25%

-9.76%

Volatility

DGP vs. NUGT - Volatility Comparison

The current volatility for DB Gold Double Long Exchange Traded Notes (DGP) is 16.88%, while Direxion Daily Gold Miners Index Bull 2X ETF (NUGT) has a volatility of 33.85%. This indicates that DGP experiences smaller price fluctuations and is considered to be less risky than NUGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGPNUGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.88%

33.85%

-16.97%

Volatility (6M)

Calculated over the trailing 6-month period

48.83%

79.75%

-30.92%

Volatility (1Y)

Calculated over the trailing 1-year period

54.65%

93.97%

-39.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.23%

72.81%

-33.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.35%

88.09%

-52.74%

DGP vs. NUGT - Expense Ratio Comparison

DGP has a 0.75% expense ratio, which is lower than NUGT's 1.13% expense ratio.


Dividends

DGP vs. NUGT - Dividend Comparison

DGP has not paid dividends to shareholders, while NUGT's dividend yield for the trailing twelve months is around 0.40%.


PositionTTM20252024202320222021202020192018
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%
NUGT
Direxion Daily Gold Miners Index Bull 2X ETF
0.40%0.22%1.79%1.67%0.70%0.00%0.00%0.63%0.57%

Frequently Asked Questions


DGP and NUGT have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUGT has higher volatility (33.85%) compared to DGP (16.88%). In terms of maximum drawdown, DGP dropped -75.31% vs NUGT's -99.97%.

On 10-year performance, DGP leads with 17.68% vs -10.74% for NUGT. On fees, DGP is cheaper at 0.75% per year. On volatility, DGP has been the lower-risk option at 16.88%. 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 17.68% return vs -10.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGP is cheaper with a 0.75% expense ratio, compared with 1.13% for NUGT.

NUGT has the higher dividend yield at 0.40%, compared with 0.00% for DGP.

DGP is categorized as Leveraged Commodities, while NUGT is Gold. DGP tracks Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%), while NUGT tracks MarketVector Global Gold Miners Index (200%). They also come from different issuers: Deutsche Bank and Direxion. Their fees differ too: 0.75% for DGP and 1.13% for NUGT.

NUGT currently has the higher Sharpe Ratio (0.89 vs 0.69), 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.

Portfolio Optimizer

Find the right allocation for DGP and NUGT

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