DZZ vs. EASG
Compare and contrast key facts about DB Gold Double Short Exchange Traded Notes (DZZ) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG).
DZZ and EASG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DZZ is a passively managed fund by Deutsche Bank that tracks the performance of the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (-200%). It was launched on Feb 27, 2008. EASG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI EAFE ESG Leaders Index. It was launched on Sep 6, 2018. Both DZZ and EASG 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
DZZ vs. EASG - Performance Comparison
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DZZ vs. EASG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DZZ DB Gold Double Short Exchange Traded Notes | -31.51% | 132.78% | -35.06% | -8.14% | 2.79% | 0.56% | -37.13% | -26.64% | -6.60% |
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF | -0.14% | 25.19% | 2.26% | 18.80% | -16.94% | 11.36% | 10.73% | 23.66% | -5.41% |
Returns By Period
In the year-to-date period, DZZ achieves a -31.51% return, which is significantly lower than EASG's -0.14% return.
DZZ
- 1D
- -2.77%
- 1M
- 3.34%
- YTD
- -31.51%
- 6M
- 72.00%
- 1Y
- 61.35%
- 3Y*
- 3.35%
- 5Y*
- -3.31%
- 10Y*
- -8.65%
EASG
- 1D
- 3.13%
- 1M
- -8.30%
- YTD
- -0.14%
- 6M
- 4.10%
- 1Y
- 19.33%
- 3Y*
- 11.43%
- 5Y*
- 6.23%
- 10Y*
- —
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DZZ vs. EASG - Expense Ratio Comparison
DZZ has a 0.75% expense ratio, which is higher than EASG's 0.14% expense ratio.
Return for Risk
DZZ vs. EASG — Risk / Return Rank
DZZ
EASG
DZZ vs. EASG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Short Exchange Traded Notes (DZZ) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG). 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.
| DZZ | EASG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 1.09 | -0.72 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.58 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.55 | -0.70 |
Martin ratioReturn relative to average drawdown | 1.46 | 5.90 | -4.43 |
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
| DZZ | EASG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 1.09 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.38 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | 0.46 | -0.67 |
Correlation
The correlation between DZZ and EASG is -0.11. 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
DZZ vs. EASG - Dividend Comparison
DZZ has not paid dividends to shareholders, while EASG's dividend yield for the trailing twelve months is around 4.19%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DZZ DB Gold Double Short Exchange Traded Notes | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF | 4.19% | 4.18% | 2.93% | 2.51% | 2.47% | 2.69% | 1.70% | 2.94% | 0.85% |
Drawdowns
DZZ vs. EASG - Drawdown Comparison
The maximum DZZ drawdown since its inception was -96.64%, which is greater than EASG's maximum drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for DZZ and EASG.
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Drawdown Indicators
| DZZ | EASG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.64% | -32.06% | -64.58% |
Max Drawdown (1Y)Largest decline over 1 year | -74.95% | -11.74% | -63.21% |
Max Drawdown (5Y)Largest decline over 5 years | -74.95% | -31.42% | -43.53% |
Max Drawdown (10Y)Largest decline over 10 years | -80.59% | — | — |
Current DrawdownCurrent decline from peak | -93.59% | -8.46% | -85.13% |
Average DrawdownAverage peak-to-trough decline | -82.19% | -6.27% | -75.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.32% | 3.08% | +40.24% |
Volatility
DZZ vs. EASG - Volatility Comparison
DB Gold Double Short Exchange Traded Notes (DZZ) has a higher volatility of 15.61% compared to Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) at 7.84%. This indicates that DZZ's price experiences larger fluctuations and is considered to be riskier than EASG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DZZ | EASG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.61% | 7.84% | +7.77% |
Volatility (6M)Calculated over the trailing 6-month period | 126.04% | 11.63% | +114.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 168.01% | 17.83% | +150.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.53% | 16.51% | +66.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.37% | 18.35% | +45.02% |