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DGZ vs. IAUM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGZ and IAUM is 0.11, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

DGZ vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Short Exchange Traded Notes (DGZ) and iShares Gold Trust Micro ETF of Benef Interest (IAUM). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
-33.40%
82.19%
DGZ
IAUM

Key characteristics

Sharpe Ratio

DGZ:

-0.88

IAUM:

2.46

Sortino Ratio

DGZ:

-1.19

IAUM:

3.26

Omega Ratio

DGZ:

0.87

IAUM:

1.42

Calmar Ratio

DGZ:

-0.31

IAUM:

5.08

Martin Ratio

DGZ:

-1.94

IAUM:

13.67

Ulcer Index

DGZ:

12.55%

IAUM:

3.01%

Daily Std Dev

DGZ:

27.77%

IAUM:

16.77%

Max Drawdown

DGZ:

-79.19%

IAUM:

-20.87%

Current Drawdown

DGZ:

-78.79%

IAUM:

-5.56%

Returns By Period

In the year-to-date period, DGZ achieves a -16.51% return, which is significantly lower than IAUM's 23.23% return.


DGZ

YTD

-16.51%

1M

-9.17%

6M

-13.16%

1Y

-24.51%

5Y*

-8.98%

10Y*

-7.84%

IAUM

YTD

23.23%

1M

6.54%

6M

18.22%

1Y

40.40%

5Y*

N/A

10Y*

N/A

*Annualized

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DGZ vs. IAUM - Expense Ratio Comparison

DGZ has a 0.75% expense ratio, which is higher than IAUM's 0.15% expense ratio.


Expense ratio chart for DGZ: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGZ: 0.75%
Expense ratio chart for IAUM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAUM: 0.15%

Risk-Adjusted Performance

DGZ vs. IAUM — Risk-Adjusted Performance Rank

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

DGZ
The Risk-Adjusted Performance Rank of DGZ is 11
Overall Rank
The Sharpe Ratio Rank of DGZ is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of DGZ is 11
Sortino Ratio Rank
The Omega Ratio Rank of DGZ is 11
Omega Ratio Rank
The Calmar Ratio Rank of DGZ is 55
Calmar Ratio Rank
The Martin Ratio Rank of DGZ is 00
Martin Ratio Rank

IAUM
The Risk-Adjusted Performance Rank of IAUM is 9696
Overall Rank
The Sharpe Ratio Rank of IAUM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IAUM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of IAUM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IAUM is 9696
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.

DGZ vs. IAUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Short Exchange Traded Notes (DGZ) and iShares Gold Trust Micro ETF of Benef Interest (IAUM). 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 chart of Sharpe ratio for DGZ, currently valued at -0.88, compared to the broader market-1.000.001.002.003.004.00
DGZ: -0.88
IAUM: 2.46
The chart of Sortino ratio for DGZ, currently valued at -1.19, compared to the broader market-2.000.002.004.006.008.00
DGZ: -1.19
IAUM: 3.26
The chart of Omega ratio for DGZ, currently valued at 0.87, compared to the broader market0.501.001.502.002.50
DGZ: 0.87
IAUM: 1.42
The chart of Calmar ratio for DGZ, currently valued at -0.59, compared to the broader market0.002.004.006.008.0010.0012.00
DGZ: -0.59
IAUM: 5.08
The chart of Martin ratio for DGZ, currently valued at -1.94, compared to the broader market0.0020.0040.0060.00
DGZ: -1.94
IAUM: 13.67

The current DGZ Sharpe Ratio is -0.88, which is lower than the IAUM Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of DGZ and IAUM, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.88
2.46
DGZ
IAUM

Dividends

DGZ vs. IAUM - Dividend Comparison

Neither DGZ nor IAUM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DGZ vs. IAUM - Drawdown Comparison

The maximum DGZ drawdown since its inception was -79.19%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for DGZ and IAUM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-40.36%
-5.56%
DGZ
IAUM

Volatility

DGZ vs. IAUM - Volatility Comparison

DB Gold Short Exchange Traded Notes (DGZ) and iShares Gold Trust Micro ETF of Benef Interest (IAUM) have volatilities of 8.96% and 8.71%, 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.


4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.96%
8.71%
DGZ
IAUM