DGP vs. SNPE
Compare and contrast key facts about DB Gold Double Long Exchange Traded Notes (DGP) and Xtrackers S&P 500 ESG ETF (SNPE).
DGP and SNPE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGP is a passively managed fund by Deutsche Bank that tracks the performance of the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%). It was launched on Feb 27, 2008. SNPE is a passively managed fund by Deutsche Bank that tracks the performance of the S&P 500 ESG Index. It was launched on Jun 26, 2019. Both DGP and SNPE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DGP vs. SNPE - Performance Comparison
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DGP vs. SNPE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGP DB Gold Double Long Exchange Traded Notes | 16.89% | 141.40% | 53.16% | 16.97% | -5.54% | -11.29% | 45.29% | 13.06% |
SNPE Xtrackers S&P 500 ESG ETF | -3.68% | 18.56% | 23.85% | 27.79% | -17.67% | 31.43% | 19.84% | 12.92% |
Returns By Period
In the year-to-date period, DGP achieves a 16.89% return, which is significantly higher than SNPE's -3.68% return.
DGP
- 1D
- 2.85%
- 1M
- -21.64%
- YTD
- 16.89%
- 6M
- 41.16%
- 1Y
- 107.27%
- 3Y*
- 64.55%
- 5Y*
- 39.08%
- 10Y*
- 22.78%
SNPE
- 1D
- 0.81%
- 1M
- -4.64%
- YTD
- -3.68%
- 6M
- 0.11%
- 1Y
- 19.72%
- 3Y*
- 18.73%
- 5Y*
- 12.74%
- 10Y*
- —
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DGP vs. SNPE - Expense Ratio Comparison
DGP has a 0.75% expense ratio, which is higher than SNPE's 0.10% expense ratio.
Return for Risk
DGP vs. SNPE — Risk / Return Rank
DGP
SNPE
DGP vs. SNPE - 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 S&P 500 ESG ETF (SNPE). 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.
| DGP | SNPE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 1.08 | +0.87 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.64 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 1.64 | +1.28 |
Martin ratioReturn relative to average drawdown | 11.08 | 7.56 | +3.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGP | SNPE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.08 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.75 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.78 | -0.48 |
Correlation
The correlation between DGP and SNPE is 0.08, 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.
Dividends
DGP vs. SNPE - Dividend Comparison
DGP has not paid dividends to shareholders, while SNPE's dividend yield for the trailing twelve months is around 1.04%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGP DB Gold Double Long Exchange Traded Notes | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SNPE Xtrackers S&P 500 ESG ETF | 1.04% | 1.01% | 1.17% | 1.32% | 1.65% | 1.08% | 1.42% | 1.20% |
Drawdowns
DGP vs. SNPE - Drawdown Comparison
The maximum DGP drawdown since its inception was -75.31%, which is greater than SNPE's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DGP and SNPE.
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Drawdown Indicators
| DGP | SNPE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.31% | -33.37% | -41.94% |
Max Drawdown (1Y)Largest decline over 1 year | -36.58% | -12.37% | -24.21% |
Max Drawdown (5Y)Largest decline over 5 years | -51.24% | -24.65% | -26.59% |
Max Drawdown (10Y)Largest decline over 10 years | -51.24% | — | — |
Current DrawdownCurrent decline from peak | -22.22% | -6.12% | -16.10% |
Average DrawdownAverage peak-to-trough decline | -41.24% | -5.06% | -36.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.64% | 2.69% | +6.95% |
Volatility
DGP vs. SNPE - Volatility Comparison
DB Gold Double Long Exchange Traded Notes (DGP) has a higher volatility of 24.21% compared to Xtrackers S&P 500 ESG ETF (SNPE) at 5.28%. This indicates that DGP's price experiences larger fluctuations and is considered to be riskier than SNPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGP | SNPE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.21% | 5.28% | +18.93% |
Volatility (6M)Calculated over the trailing 6-month period | 48.07% | 9.34% | +38.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.32% | 18.28% | +37.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.34% | 17.10% | +21.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.93% | 19.82% | +15.11% |