DGZ vs. SNPE
Compare and contrast key facts about DB Gold Short Exchange Traded Notes (DGZ) and Xtrackers S&P 500 ESG ETF (SNPE).
DGZ and SNPE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGZ is a passively managed fund by Deutsche Bank that tracks the performance of the Deutsche Bank Liquid Commodity Index - Optimum Yield Gold Excess Return (-100%). It was launched on Feb 27, 2008. SNPE is a passively managed fund by Deutsche Bank that tracks the performance of the S&P 500 ESG Index. It was launched on Jun 26, 2019. Both DGZ and SNPE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DGZ vs. SNPE - Performance Comparison
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DGZ vs. SNPE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGZ DB Gold Short Exchange Traded Notes | -9.08% | -32.55% | -16.46% | -4.75% | 4.93% | 1.53% | -20.80% | -6.72% |
SNPE Xtrackers S&P 500 ESG ETF | -4.45% | 18.56% | 23.85% | 27.79% | -17.67% | 31.43% | 19.84% | 12.92% |
Returns By Period
In the year-to-date period, DGZ achieves a -9.08% return, which is significantly lower than SNPE's -4.45% 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%
SNPE
- 1D
- 2.87%
- 1M
- -5.26%
- YTD
- -4.45%
- 6M
- -0.29%
- 1Y
- 19.35%
- 3Y*
- 18.41%
- 5Y*
- 12.56%
- 10Y*
- —
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DGZ vs. SNPE - Expense Ratio Comparison
DGZ has a 0.75% expense ratio, which is higher than SNPE's 0.10% expense ratio.
Return for Risk
DGZ vs. SNPE — Risk / Return Rank
DGZ
SNPE
DGZ vs. SNPE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DB Gold Short Exchange Traded Notes (DGZ) and Xtrackers S&P 500 ESG ETF (SNPE). 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.
| DGZ | SNPE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.59 | 1.06 | -1.65 |
Sortino ratioReturn per unit of downside risk | -0.65 | 1.62 | -2.27 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.24 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.64 | -2.33 |
Martin ratioReturn relative to average drawdown | -1.31 | 7.61 | -8.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGZ | SNPE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | 1.06 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.74 | -1.23 |
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 | 0.78 | -1.16 |
Correlation
The correlation between DGZ and SNPE is -0.05. 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. SNPE - Dividend Comparison
DGZ has not paid dividends to shareholders, while SNPE's dividend yield for the trailing twelve months is around 1.05%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGZ DB Gold Short Exchange Traded Notes | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SNPE Xtrackers S&P 500 ESG ETF | 1.05% | 1.01% | 1.17% | 1.32% | 1.65% | 1.08% | 1.42% | 1.20% |
Drawdowns
DGZ vs. SNPE - Drawdown Comparison
The maximum DGZ drawdown since its inception was -86.32%, which is greater than SNPE's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DGZ and SNPE.
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Drawdown Indicators
| DGZ | SNPE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.32% | -33.37% | -52.95% |
Max Drawdown (1Y)Largest decline over 1 year | -41.53% | -12.37% | -29.16% |
Max Drawdown (5Y)Largest decline over 5 years | -61.54% | -24.65% | -36.89% |
Max Drawdown (10Y)Largest decline over 10 years | -71.49% | — | — |
Current DrawdownCurrent decline from peak | -84.42% | -6.87% | -77.55% |
Average DrawdownAverage peak-to-trough decline | -57.48% | -5.06% | -52.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.88% | 2.66% | +19.22% |
Volatility
DGZ vs. SNPE - Volatility Comparison
DB Gold Short Exchange Traded Notes (DGZ) has a higher volatility of 16.64% compared to Xtrackers S&P 500 ESG ETF (SNPE) at 5.22%. This indicates that DGZ's price experiences larger fluctuations and is considered to be riskier than SNPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGZ | SNPE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.64% | 5.22% | +11.42% |
Volatility (6M)Calculated over the trailing 6-month period | 43.96% | 9.31% | +34.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.50% | 18.28% | +30.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.23% | 17.10% | +11.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.03% | 19.82% | +3.21% |