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DZZ vs. AGQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DZZ vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Double Short Exchange Traded Notes (DZZ) and ProShares Ultra Silver (AGQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DZZ achieves a -50.78% return, which is significantly lower than AGQ's -29.18% return. Over the past 10 years, DZZ has underperformed AGQ with an annualized return of -10.94%, while AGQ has yielded a comparatively higher 11.51% annualized return.


DZZ

1D
-4.79%
1M
-19.92%
YTD
-50.78%
6M
-42.90%
1Y
3.85%
3Y*
-8.41%
5Y*
-5.74%
10Y*
-10.94%

AGQ

1D
2.38%
1M
0.62%
YTD
-29.18%
6M
1.31%
1Y
149.89%
3Y*
55.60%
5Y*
15.82%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DZZ vs. AGQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DZZ
DB Gold Double Short Exchange Traded Notes
-50.78%132.78%-35.06%-8.14%2.79%0.56%-37.13%-26.64%8.21%-21.81%
AGQ
ProShares Ultra Silver
-29.18%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%

Correlation

The correlation between DZZ and AGQ is -0.39, 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

-0.39

Correlation (3Y)
Calculated over the trailing 3-year period

-0.38

Correlation (5Y)
Calculated over the trailing 5-year period

-0.50

Correlation (10Y)
Calculated over the trailing 10-year period

-0.57

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2008

-0.67

Over the past year, the inverse relationship between DZZ and AGQ has weakened: their correlation has moved from -0.67 to -0.39, meaning they move in opposite directions less often than they have historically.

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Return for Risk

DZZ vs. AGQ — Risk / Return Rank

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

DZZ
DZZ Risk / Return Rank: 1818
Overall Rank
DZZ Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DZZ Sortino Ratio Rank: 3030
Sortino Ratio Rank
DZZ Omega Ratio Rank: 3131
Omega Ratio Rank
DZZ Calmar Ratio Rank: 1010
Calmar Ratio Rank
DZZ Martin Ratio Rank: 1010
Martin Ratio Rank

AGQ
AGQ Risk / Return Rank: 3939
Overall Rank
AGQ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 3939
Sortino Ratio Rank
AGQ Omega Ratio Rank: 5454
Omega Ratio Rank
AGQ Calmar Ratio Rank: 4141
Calmar Ratio Rank
AGQ Martin Ratio Rank: 2727
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.

DZZ vs. AGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Short Exchange Traded Notes (DZZ) and ProShares Ultra Silver (AGQ). 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.


DZZAGQDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

0.05

1.98

-1.93

Martin ratioReturn relative to average drawdown

0.07

3.75

-3.67

DZZ vs. AGQ - Sharpe Ratio Comparison

The current DZZ Sharpe Ratio is 0.02, which is lower than the AGQ Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of DZZ and AGQ, 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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Sharpe Ratios by Period


DZZAGQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

1.25

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.21

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

0.18

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.08

-0.32

Drawdowns

DZZ vs. AGQ - Drawdown Comparison

The maximum DZZ drawdown since its inception was -96.64%, roughly equal to the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for DZZ and AGQ.


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Drawdown Indicators


DZZAGQDifference

Max Drawdown

Largest peak-to-trough decline

-96.64%

-98.16%

+1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-80.84%

-76.21%

-4.63%

Max Drawdown (3Y)

Largest decline over 3 years

-80.84%

-76.21%

-4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-80.84%

-76.21%

-4.63%

Max Drawdown (10Y)

Largest decline over 10 years

-80.84%

-76.25%

-4.59%

Current Drawdown

Current decline from peak

-95.40%

-84.96%

-10.44%

Average Drawdown

Average peak-to-trough decline

-82.30%

-79.86%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.43%

40.19%

+13.24%

Volatility

DZZ vs. AGQ - Volatility Comparison

The current volatility for DB Gold Double Short Exchange Traded Notes (DZZ) is 30.48%, while ProShares Ultra Silver (AGQ) has a volatility of 33.59%. This indicates that DZZ experiences smaller price fluctuations and is considered to be less risky than AGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DZZAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.48%

33.59%

-3.11%

Volatility (6M)

Calculated over the trailing 6-month period

59.82%

133.69%

-73.87%

Volatility (1Y)

Calculated over the trailing 1-year period

169.50%

120.79%

+48.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.65%

74.68%

+8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.06%

65.65%

-1.59%

DZZ vs. AGQ - Expense Ratio Comparison

DZZ has a 0.75% expense ratio, which is lower than AGQ's 0.93% expense ratio.


Dividends

DZZ vs. AGQ - Dividend Comparison

Neither DZZ nor AGQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DZZ and AGQ have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGQ has higher volatility (33.59%) compared to DZZ (30.48%). In terms of maximum drawdown, DZZ dropped -96.64% vs AGQ's -98.16%.

On 10-year performance, AGQ leads with 11.51% vs -10.94% for DZZ. On fees, DZZ is cheaper at 0.75% per year. On volatility, DZZ has been the lower-risk option at 30.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGQ has performed better with a 11.51% return vs -10.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DZZ is cheaper with a 0.75% expense ratio, compared with 0.93% for AGQ.

DZZ and AGQ have nearly identical dividend yields, around 0.00%.

DZZ is categorized as Leveraged Commodities, while AGQ is Silver. DZZ tracks Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (-200%), while AGQ tracks Bloomberg Silver Subindex (200%). They also come from different issuers: Deutsche Bank and ProShares. Their fees differ too: 0.75% for DZZ and 0.93% for AGQ.

AGQ currently has the higher Sharpe Ratio (1.25 vs 0.02), 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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