DGP vs. WPM

In the year-to-date period, DGP achieves a 51.93% return, which is significantly higher than WPM's 17.02% return. Over the past 10 years, DGP has underperformed WPM with an annualized return of 11.10%, while WPM has yielded a comparatively higher 12.67% annualized return.

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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.

The current DGP Sharpe Ratio is 1.89, which is higher than the WPM Sharpe Ratio of 0.61. 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.

DGP has not paid dividends to shareholders, while WPM's dividend yield for the trailing twelve months is around 1.09%.

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.

DB Gold Double Long Exchange Traded Notes (DGP) has a higher volatility of 10.76% compared to Wheaton Precious Metals Corp. (WPM) at 9.91%. This indicates that DGP's price experiences larger fluctuations and is considered to be riskier than WPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.