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DGP vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGP vs. SOXL - 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 Semiconductor Bull 3X ETF (SOXL). 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 -20.17% return, which is significantly lower than SOXL's 225.51% return. Over the past 10 years, DGP has underperformed SOXL with an annualized return of 16.38%, while SOXL has yielded a comparatively higher 52.03% annualized return.


DGP

1D
-0.43%
1M
-11.22%
6M
-28.99%
YTD
-20.17%
1Y
26.25%
3Y*
45.96%
5Y*
27.10%
10Y*
16.38%
ALL TIME*
9.25%

SOXL

1D
0.99%
1M
-51.02%
6M
125.20%
YTD
225.51%
1Y
400.73%
3Y*
77.51%
5Y*
27.50%
10Y*
52.03%
ALL TIME*
39.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGP vs. SOXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGP
DB Gold Double Long Exchange Traded Notes
-20.17%141.40%53.16%16.97%-5.54%-11.29%45.29%32.27%-7.48%24.20%
SOXL
Direxion Daily Semiconductor Bull 3X ETF
225.51%54.91%-12.31%226.98%-85.66%118.84%70.04%231.83%-39.07%141.71%

Correlation

The correlation between DGP and SOXL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.14

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

0.11

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

0.05

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

0.03

Over the past year, DGP and SOXL have become more correlated (0.26) than their long-term average of 0.03, meaning their price movements have been converging.

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Return for Risk

DGP vs. SOXL — 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: 2020
Sharpe Ratio Rank
DGP Sortino Ratio Rank: 2323
Sortino Ratio Rank
DGP Omega Ratio Rank: 2424
Omega Ratio Rank
DGP Calmar Ratio Rank: 1818
Calmar Ratio Rank
DGP Martin Ratio Rank: 1818
Martin Ratio Rank

SOXL
SOXL Risk / Return Rank: 9191
Overall Rank
SOXL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 8383
Sortino Ratio Rank
SOXL Omega Ratio Rank: 8585
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9696
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. SOXL - 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 Semiconductor Bull 3X ETF (SOXL). 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.


DGPSOXLDifference
Sharpe ratioReturn per unit of total volatility

-2.76

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.13

1.39

-0.25

Calmar ratioReturn relative to maximum drawdown

0.55

7.35

-6.80

Martin ratioReturn relative to average drawdown

1.28

23.74

-22.47

DGP vs. SOXL - Sharpe Ratio Comparison

The current DGP Sharpe Ratio is 0.47, which is lower than the SOXL Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of DGP and SOXL, 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. SOXL - Drawdown Comparison

The maximum DGP drawdown since its inception was -75.31%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for DGP and SOXL.


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Drawdown Indicators


DGPSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-90.46%

+15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-47.59%

-54.96%

+7.37%

Max Drawdown (3Y)

Largest decline over 3 years

-47.59%

-87.88%

+40.29%

Max Drawdown (5Y)

Largest decline over 5 years

-51.24%

-90.46%

+39.22%

Max Drawdown (10Y)

Largest decline over 10 years

-51.24%

-90.46%

+39.22%

Current Drawdown

Current decline from peak

-46.88%

-54.51%

+7.63%

Average Drawdown

Average peak-to-trough decline

-41.10%

-34.96%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.63%

16.98%

+3.65%

Volatility

DGP vs. SOXL - Volatility Comparison

The current volatility for DB Gold Double Long Exchange Traded Notes (DGP) is 12.92%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 58.35%. This indicates that DGP experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGPSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.92%

58.35%

-45.43%

Volatility (6M)

Calculated over the trailing 6-month period

48.56%

109.69%

-61.13%

Volatility (1Y)

Calculated over the trailing 1-year period

55.64%

125.28%

-69.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.60%

112.02%

-72.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.41%

101.46%

-66.05%

DGP vs. SOXL - Expense Ratio Comparison

Both DGP and SOXL have an expense ratio of 0.75%.


Dividends

DGP vs. SOXL - Dividend Comparison

DGP has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM2025202420232022202120202019201820172016
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%
SOXL
Direxion Daily Semiconductor Bull 3X ETF
0.01%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Frequently Asked Questions


DGP and SOXL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXL has higher volatility (58.35%) compared to DGP (12.92%). In terms of maximum drawdown, DGP dropped -75.31% vs SOXL's -90.46%.

On 10-year performance, SOXL leads with 52.03% vs 16.38% for DGP. Both ETFs have the same 0.75% expense ratio. On volatility, DGP has been the lower-risk option at 12.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXL has performed better with a 52.03% return vs 16.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGP and SOXL have the same expense ratio: 0.75% per year.

SOXL has the higher dividend yield at 0.01%, compared with 0.00% for DGP.

DGP is categorized as Leveraged Commodities, while SOXL is Leveraged Equities. DGP tracks Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%), while SOXL tracks ICE Semiconductor Index. They also come from different issuers: Deutsche Bank and Direxion.

SOXL currently has the higher Sharpe Ratio (3.23 vs 0.47), 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 SOXL

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