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DZZ vs. HYUP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DZZ vs. HYUP - Performance Comparison

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

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DZZ vs. HYUP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DZZ
DB Gold Double Short Exchange Traded Notes
-30.86%132.78%-35.06%-8.14%2.79%0.56%-37.13%-26.64%11.11%
HYUP
Xtrackers High Beta High Yield Bond ETF
-0.11%8.83%10.30%14.56%-13.30%5.13%5.73%16.54%-3.90%

Returns By Period

In the year-to-date period, DZZ achieves a -30.86% return, which is significantly lower than HYUP's -0.11% return.


DZZ

1D
0.95%
1M
9.48%
YTD
-30.86%
6M
75.80%
1Y
62.84%
3Y*
3.68%
5Y*
-3.13%
10Y*
-8.56%

HYUP

1D
0.32%
1M
-0.92%
YTD
-0.11%
6M
0.87%
1Y
7.74%
3Y*
9.66%
5Y*
4.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DZZ vs. HYUP - Expense Ratio Comparison

DZZ has a 0.75% expense ratio, which is higher than HYUP's 0.20% expense ratio.


Return for Risk

DZZ vs. HYUP — Risk / Return Rank

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

DZZ
DZZ Risk / Return Rank: 4747
Overall Rank
DZZ Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DZZ Sortino Ratio Rank: 8585
Sortino Ratio Rank
DZZ Omega Ratio Rank: 7878
Omega Ratio Rank
DZZ Calmar Ratio Rank: 3131
Calmar Ratio Rank
DZZ Martin Ratio Rank: 2121
Martin Ratio Rank

HYUP
HYUP Risk / Return Rank: 6969
Overall Rank
HYUP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HYUP Sortino Ratio Rank: 6868
Sortino Ratio Rank
HYUP Omega Ratio Rank: 7474
Omega Ratio Rank
HYUP Calmar Ratio Rank: 6464
Calmar Ratio Rank
HYUP Martin Ratio Rank: 7474
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. HYUP - 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 High Beta High Yield Bond ETF (HYUP). 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.


DZZHYUPDifference

Sharpe ratio

Return per unit of total volatility

0.38

1.22

-0.84

Sortino ratio

Return per unit of downside risk

2.37

1.78

+0.59

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

0.84

1.72

-0.88

Martin ratio

Return relative to average drawdown

1.44

8.32

-6.88

DZZ vs. HYUP - Sharpe Ratio Comparison

The current DZZ Sharpe Ratio is 0.38, which is lower than the HYUP Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of DZZ and HYUP, 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


DZZHYUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.22

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.52

-0.56

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

0.50

-0.71

Correlation

The correlation between DZZ and HYUP 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. HYUP - Dividend Comparison

DZZ has not paid dividends to shareholders, while HYUP's dividend yield for the trailing twelve months is around 7.39%.


TTM20252024202320222021202020192018
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%
HYUP
Xtrackers High Beta High Yield Bond ETF
7.39%7.44%7.78%7.48%7.15%6.19%6.89%6.77%6.98%

Drawdowns

DZZ vs. HYUP - Drawdown Comparison

The maximum DZZ drawdown since its inception was -96.64%, which is greater than HYUP's maximum drawdown of -24.79%. Use the drawdown chart below to compare losses from any high point for DZZ and HYUP.


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Drawdown Indicators


DZZHYUPDifference

Max Drawdown

Largest peak-to-trough decline

-96.64%

-24.79%

-71.85%

Max Drawdown (1Y)

Largest decline over 1 year

-74.95%

-4.65%

-70.30%

Max Drawdown (5Y)

Largest decline over 5 years

-74.95%

-18.06%

-56.89%

Max Drawdown (10Y)

Largest decline over 10 years

-80.59%

Current Drawdown

Current decline from peak

-93.53%

-1.42%

-92.11%

Average Drawdown

Average peak-to-trough decline

-82.19%

-3.48%

-78.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.55%

0.96%

+42.59%

Volatility

DZZ vs. HYUP - Volatility Comparison

DB Gold Double Short Exchange Traded Notes (DZZ) has a higher volatility of 15.37% compared to Xtrackers High Beta High Yield Bond ETF (HYUP) at 2.41%. This indicates that DZZ's price experiences larger fluctuations and is considered to be riskier than HYUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DZZHYUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.37%

2.41%

+12.96%

Volatility (6M)

Calculated over the trailing 6-month period

126.04%

3.25%

+122.79%

Volatility (1Y)

Calculated over the trailing 1-year period

168.01%

6.39%

+161.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.52%

8.25%

+74.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.36%

9.83%

+53.53%