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DGZ vs. SHYL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGZ vs. SHYL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Short Exchange Traded Notes (DGZ) and Xtrackers Short Duration High Yield Bond ETF (SHYL). The values are adjusted to include any dividend payments, if applicable.

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DGZ vs. SHYL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DGZ
DB Gold Short Exchange Traded Notes
-9.08%-32.55%-16.46%-4.75%4.93%1.53%-20.80%-13.42%6.13%
SHYL
Xtrackers Short Duration High Yield Bond ETF
-0.22%7.78%8.52%11.39%-5.21%4.60%3.64%10.16%-0.67%

Returns By Period

In the year-to-date period, DGZ achieves a -9.08% return, which is significantly lower than SHYL's -0.22% return.


DGZ

1D
0.81%
1M
11.14%
YTD
-9.08%
6M
-16.77%
1Y
-28.38%
3Y*
-19.40%
5Y*
-13.91%
10Y*
-9.99%

SHYL

1D
0.84%
1M
-0.49%
YTD
-0.22%
6M
1.08%
1Y
6.69%
3Y*
7.94%
5Y*
4.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGZ vs. SHYL - Expense Ratio Comparison

DGZ has a 0.75% expense ratio, which is higher than SHYL's 0.20% expense ratio.


Return for Risk

DGZ vs. SHYL — Risk / Return Rank

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

DGZ
DGZ Risk / Return Rank: 33
Overall Rank
DGZ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DGZ Sortino Ratio Rank: 33
Sortino Ratio Rank
DGZ Omega Ratio Rank: 33
Omega Ratio Rank
DGZ Calmar Ratio Rank: 22
Calmar Ratio Rank
DGZ Martin Ratio Rank: 22
Martin Ratio Rank

SHYL
SHYL Risk / Return Rank: 7878
Overall Rank
SHYL Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 7575
Sortino Ratio Rank
SHYL Omega Ratio Rank: 8484
Omega Ratio Rank
SHYL Calmar Ratio Rank: 7171
Calmar Ratio Rank
SHYL Martin Ratio Rank: 8787
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. SHYL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Short Exchange Traded Notes (DGZ) and Xtrackers Short Duration High Yield Bond ETF (SHYL). 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.


DGZSHYLDifference

Sharpe ratio

Return per unit of total volatility

-0.59

1.27

-1.85

Sortino ratio

Return per unit of downside risk

-0.65

1.87

-2.52

Omega ratio

Gain probability vs. loss probability

0.92

1.33

-0.41

Calmar ratio

Return relative to maximum drawdown

-0.69

1.76

-2.45

Martin ratio

Return relative to average drawdown

-1.31

10.23

-11.54

DGZ vs. SHYL - Sharpe Ratio Comparison

The current DGZ Sharpe Ratio is -0.59, which is lower than the SHYL Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of DGZ and SHYL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGZSHYLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

1.27

-1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

0.83

-1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

0.70

-1.09

Correlation

The correlation between DGZ and SHYL is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DGZ vs. SHYL - Dividend Comparison

DGZ has not paid dividends to shareholders, while SHYL's dividend yield for the trailing twelve months is around 7.04%.


TTM20252024202320222021202020192018
DGZ
DB Gold Short Exchange Traded Notes
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHYL
Xtrackers Short Duration High Yield Bond ETF
7.04%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%

Drawdowns

DGZ vs. SHYL - Drawdown Comparison

The maximum DGZ drawdown since its inception was -86.32%, which is greater than SHYL's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for DGZ and SHYL.


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Drawdown Indicators


DGZSHYLDifference

Max Drawdown

Largest peak-to-trough decline

-86.32%

-19.26%

-67.06%

Max Drawdown (1Y)

Largest decline over 1 year

-41.53%

-3.80%

-37.73%

Max Drawdown (5Y)

Largest decline over 5 years

-61.54%

-9.60%

-51.94%

Max Drawdown (10Y)

Largest decline over 10 years

-71.49%

Current Drawdown

Current decline from peak

-84.42%

-0.72%

-83.70%

Average Drawdown

Average peak-to-trough decline

-57.48%

-1.57%

-55.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.88%

0.65%

+21.23%

Volatility

DGZ vs. SHYL - Volatility Comparison

DB Gold Short Exchange Traded Notes (DGZ) has a higher volatility of 16.64% compared to Xtrackers Short Duration High Yield Bond ETF (SHYL) at 1.85%. This indicates that DGZ's price experiences larger fluctuations and is considered to be riskier than SHYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGZSHYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.64%

1.85%

+14.79%

Volatility (6M)

Calculated over the trailing 6-month period

43.96%

2.41%

+41.55%

Volatility (1Y)

Calculated over the trailing 1-year period

48.50%

5.31%

+43.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.23%

5.81%

+22.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.03%

6.75%

+16.28%