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DGZ vs. EDGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGZ vs. EDGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Short Exchange Traded Notes (DGZ) and 3EDGE Dynamic Hard Assets ETF (EDGH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGZ achieves a 13.79% return, which is significantly higher than EDGH's 5.36% return.


DGZ

1D
4.60%
1M
27.91%
YTD
13.79%
6M
21.33%
1Y
-7.69%
3Y*
-14.24%
5Y*
-9.28%
10Y*
-7.12%

EDGH

1D
-1.05%
1M
-7.26%
YTD
5.36%
6M
3.21%
1Y
21.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGZ vs. EDGH - Yearly Performance Comparison


2026 (YTD)20252024
DGZ
DB Gold Short Exchange Traded Notes
13.79%-32.55%-3.21%
EDGH
3EDGE Dynamic Hard Assets ETF
5.36%28.98%-1.97%

Correlation

The correlation between DGZ and EDGH is -0.41, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.41

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2024

-0.43

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Return for Risk

DGZ vs. EDGH — Risk / Return Rank

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

DGZ
DGZ Risk / Return Rank: 99
Overall Rank
DGZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DGZ Sortino Ratio Rank: 1010
Sortino Ratio Rank
DGZ Omega Ratio Rank: 1111
Omega Ratio Rank
DGZ Calmar Ratio Rank: 77
Calmar Ratio Rank
DGZ Martin Ratio Rank: 77
Martin Ratio Rank

EDGH
EDGH Risk / Return Rank: 3838
Overall Rank
EDGH Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EDGH Sortino Ratio Rank: 3131
Sortino Ratio Rank
EDGH Omega Ratio Rank: 4040
Omega Ratio Rank
EDGH Calmar Ratio Rank: 4343
Calmar Ratio Rank
EDGH Martin Ratio Rank: 4040
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.

DGZ vs. EDGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Short Exchange Traded Notes (DGZ) and 3EDGE Dynamic Hard Assets ETF (EDGH). 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.


DGZEDGHDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.05

1.25

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.20

2.00

-2.20

Martin ratioReturn relative to average drawdown

-0.35

5.80

-6.15

DGZ vs. EDGH - Sharpe Ratio Comparison

The current DGZ Sharpe Ratio is -0.11, which is lower than the EDGH Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DGZ and EDGH, 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

DGZ vs. EDGH - Drawdown Comparison

The maximum DGZ drawdown since its inception was -86.32%, which is greater than EDGH's maximum drawdown of -10.83%. Use the drawdown chart below to compare losses from any high point for DGZ and EDGH.


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Drawdown Indicators


DGZEDGHDifference

Max Drawdown

Largest peak-to-trough decline

-86.32%

-10.83%

-75.49%

Max Drawdown (1Y)

Largest decline over 1 year

-38.32%

-10.83%

-27.49%

Max Drawdown (3Y)

Largest decline over 3 years

-59.54%

Max Drawdown (5Y)

Largest decline over 5 years

-61.54%

Max Drawdown (10Y)

Largest decline over 10 years

-71.49%

Current Drawdown

Current decline from peak

-80.51%

-10.83%

-69.68%

Average Drawdown

Average peak-to-trough decline

-57.80%

-2.23%

-55.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.24%

3.74%

+18.50%

Volatility

DGZ vs. EDGH - Volatility Comparison

DB Gold Short Exchange Traded Notes (DGZ) has a higher volatility of 45.91% compared to 3EDGE Dynamic Hard Assets ETF (EDGH) at 3.41%. This indicates that DGZ's price experiences larger fluctuations and is considered to be riskier than EDGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGZEDGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.91%

3.41%

+42.50%

Volatility (6M)

Calculated over the trailing 6-month period

58.66%

15.10%

+43.56%

Volatility (1Y)

Calculated over the trailing 1-year period

69.62%

18.02%

+51.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.50%

15.59%

+20.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.17%

15.59%

+12.58%

DGZ vs. EDGH - Expense Ratio Comparison

DGZ has a 0.75% expense ratio, which is lower than EDGH's 1.01% expense ratio.


Dividends

DGZ vs. EDGH - Dividend Comparison

DGZ has not paid dividends to shareholders, while EDGH's dividend yield for the trailing twelve months is around 1.12%.


PositionTTM20252024
DGZ
DB Gold Short Exchange Traded Notes
0.00%0.00%0.00%
EDGH
3EDGE Dynamic Hard Assets ETF
1.12%1.18%3.19%

Frequently Asked Questions


DGZ and EDGH have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGZ has higher volatility (45.91%) compared to EDGH (3.41%). In terms of maximum drawdown, DGZ dropped -86.32% vs EDGH's -10.83%.

On 1-year performance, EDGH leads with 21.58% vs -7.69% for DGZ. On fees, DGZ is cheaper at 0.75% per year. On volatility, EDGH has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EDGH has performed better with a 21.58% return vs -7.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGZ is cheaper with a 0.75% expense ratio, compared with 1.01% for EDGH.

EDGH has the higher dividend yield at 1.12%, compared with 0.00% for DGZ.

DGZ is categorized as Inverse Commodities, while EDGH is Commodities. They also come from different issuers: Deutsche Bank and 3EDGE Asset Management. Their fees differ too: 0.75% for DGZ and 1.01% for EDGH.

EDGH currently has the higher Sharpe Ratio (1.20 vs -0.11), 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.

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