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

Correlation

The correlation between DGP and WPM is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

DGP vs. WPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Double Long Exchange Traded Notes (DGP) and Wheaton Precious Metals Corp. (WPM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
27.94%
12.13%
DGP
WPM

Key characteristics

Sharpe Ratio

DGP:

3.09

WPM:

1.90

Sortino Ratio

DGP:

3.45

WPM:

2.43

Omega Ratio

DGP:

1.45

WPM:

1.31

Calmar Ratio

DGP:

2.15

WPM:

2.14

Martin Ratio

DGP:

16.20

WPM:

7.76

Ulcer Index

DGP:

5.84%

WPM:

7.43%

Daily Std Dev

DGP:

30.69%

WPM:

30.49%

Max Drawdown

DGP:

-75.31%

WPM:

-86.74%

Current Drawdown

DGP:

-3.98%

WPM:

-2.54%

Returns By Period

In the year-to-date period, DGP achieves a 17.96% return, which is significantly lower than WPM's 20.02% return. Over the past 10 years, DGP has underperformed WPM with an annualized return of 12.68%, while WPM has yielded a comparatively higher 13.60% annualized return.


DGP

YTD

17.96%

1M

9.80%

6M

27.93%

1Y

90.55%

5Y*

18.22%

10Y*

12.68%

WPM

YTD

20.02%

1M

16.84%

6M

14.88%

1Y

53.66%

5Y*

18.11%

10Y*

13.60%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DGP vs. WPM — 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

WPM
The Risk-Adjusted Performance Rank of WPM is 8787
Overall Rank
The Sharpe Ratio Rank of WPM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of WPM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of WPM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of WPM is 9090
Calmar Ratio Rank
The Martin Ratio Rank of WPM is 8787
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. WPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Long Exchange Traded Notes (DGP) and Wheaton Precious Metals Corp. (WPM). 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 market0.002.004.003.091.90
The chart of Sortino ratio for DGP, currently valued at 3.45, compared to the broader market0.005.0010.003.452.43
The chart of Omega ratio for DGP, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.31
The chart of Calmar ratio for DGP, currently valued at 2.15, compared to the broader market0.005.0010.0015.0020.002.152.14
The chart of Martin ratio for DGP, currently valued at 16.20, compared to the broader market0.0020.0040.0060.0080.00100.0016.207.76
DGP
WPM

The current DGP Sharpe Ratio is 3.09, which is higher than the WPM Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DGP and WPM, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
3.09
1.90
DGP
WPM

Dividends

DGP vs. WPM - Dividend Comparison

DGP has not paid dividends to shareholders, while WPM's dividend yield for the trailing twelve months is around 0.92%.


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%
WPM
Wheaton Precious Metals Corp.
0.92%1.10%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%1.61%1.28%

Drawdowns

DGP vs. WPM - Drawdown Comparison

The maximum DGP drawdown since its inception was -75.31%, smaller than the maximum WPM drawdown of -86.74%. Use the drawdown chart below to compare losses from any high point for DGP and WPM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.98%
-2.54%
DGP
WPM

Volatility

DGP vs. WPM - Volatility Comparison

DB Gold Double Long Exchange Traded Notes (DGP) and Wheaton Precious Metals Corp. (WPM) have volatilities of 8.14% and 8.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.14%
8.19%
DGP
WPM
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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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