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DZZ vs. NANR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DZZ vs. NANR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Double Short Exchange Traded Notes (DZZ) and SPDR S&P North American Natural Resources ETF (NANR). 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 -52.47% return, which is significantly lower than NANR's 14.14% return. Over the past 10 years, DZZ has underperformed NANR with an annualized return of -10.01%, while NANR has yielded a comparatively higher 11.63% annualized return.


DZZ

1D
0.02%
1M
-12.68%
YTD
-52.47%
6M
-48.59%
1Y
-5.68%
3Y*
-10.43%
5Y*
-8.56%
10Y*
-10.01%

NANR

1D
-1.89%
1M
-5.93%
YTD
14.14%
6M
12.45%
1Y
36.86%
3Y*
18.00%
5Y*
15.44%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DZZ vs. NANR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DZZ
DB Gold Double Short Exchange Traded Notes
-52.47%132.78%-35.06%-8.14%2.79%0.56%-37.13%-26.64%8.21%-21.81%
NANR
SPDR S&P North American Natural Resources ETF
14.14%35.35%2.31%-3.23%26.49%36.43%1.03%18.99%-16.77%8.03%

Correlation

The correlation between DZZ and NANR is -0.36, 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

-0.36

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

-0.26

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

-0.29

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

-0.27

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2015

-0.27

The correlation between DZZ and NANR shifts across timeframes, from -0.36 (1 year) to -0.26 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

DZZ vs. NANR — Risk / Return Rank

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

DZZ
DZZ Risk / Return Rank: 1616
Overall Rank
DZZ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DZZ Sortino Ratio Rank: 2727
Sortino Ratio Rank
DZZ Omega Ratio Rank: 2828
Omega Ratio Rank
DZZ Calmar Ratio Rank: 88
Calmar Ratio Rank
DZZ Martin Ratio Rank: 88
Martin Ratio Rank

NANR
NANR Risk / Return Rank: 6464
Overall Rank
NANR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NANR Sortino Ratio Rank: 5555
Sortino Ratio Rank
NANR Omega Ratio Rank: 5656
Omega Ratio Rank
NANR Calmar Ratio Rank: 7575
Calmar Ratio Rank
NANR Martin Ratio Rank: 7070
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. NANR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Short Exchange Traded Notes (DZZ) and SPDR S&P North American Natural Resources ETF (NANR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DZZNANRDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.07

3.64

-3.71

Martin ratioReturn relative to average drawdown

-0.10

12.39

-12.49

DZZ vs. NANR - Sharpe Ratio Comparison

The current DZZ Sharpe Ratio is -0.03, which is lower than the NANR Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of DZZ and NANR, 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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Drawdowns

DZZ vs. NANR - Drawdown Comparison

The maximum DZZ drawdown since its inception was -96.64%, which is greater than NANR's maximum drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for DZZ and NANR.


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Drawdown Indicators


DZZNANRDifference

Max Drawdown

Largest peak-to-trough decline

-96.64%

-49.15%

-47.49%

Max Drawdown (1Y)

Largest decline over 1 year

-81.05%

-10.16%

-70.89%

Max Drawdown (3Y)

Largest decline over 3 years

-81.05%

-18.42%

-62.63%

Max Drawdown (5Y)

Largest decline over 5 years

-81.05%

-26.42%

-54.63%

Max Drawdown (10Y)

Largest decline over 10 years

-81.05%

-49.15%

-31.90%

Current Drawdown

Current decline from peak

-95.55%

-10.16%

-85.39%

Average Drawdown

Average peak-to-trough decline

-82.32%

-8.39%

-73.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.22%

2.99%

+53.23%

Volatility

DZZ vs. NANR - Volatility Comparison

DB Gold Double Short Exchange Traded Notes (DZZ) has a higher volatility of 15.04% compared to SPDR S&P North American Natural Resources ETF (NANR) at 6.86%. This indicates that DZZ's price experiences larger fluctuations and is considered to be riskier than NANR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DZZNANRDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.04%

6.86%

+8.18%

Volatility (6M)

Calculated over the trailing 6-month period

60.07%

15.29%

+44.78%

Volatility (1Y)

Calculated over the trailing 1-year period

169.84%

19.13%

+150.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.80%

22.92%

+60.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.06%

23.59%

+40.47%

DZZ vs. NANR - Expense Ratio Comparison

DZZ has a 0.75% expense ratio, which is higher than NANR's 0.35% expense ratio.


Dividends

DZZ vs. NANR - Dividend Comparison

DZZ has not paid dividends to shareholders, while NANR's dividend yield for the trailing twelve months is around 1.84%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
NANR
SPDR S&P North American Natural Resources ETF
1.84%1.77%2.20%2.78%2.70%2.61%2.73%2.02%1.95%1.83%5.01%0.01%

Frequently Asked Questions


DZZ and NANR have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DZZ has higher volatility (15.04%) compared to NANR (6.86%). In terms of maximum drawdown, DZZ dropped -96.64% vs NANR's -49.15%.

On 10-year performance, NANR leads with 11.63% vs -10.01% for DZZ. On fees, NANR is cheaper at 0.35% per year. On volatility, NANR has been the lower-risk option at 6.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NANR has performed better with a 11.63% return vs -10.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NANR is cheaper with a 0.35% expense ratio, compared with 0.75% for DZZ.

NANR has the higher dividend yield at 1.84%, compared with 0.00% for DZZ.

DZZ is categorized as Leveraged Commodities, while NANR is Natural Resources. DZZ tracks Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (-200%), while NANR tracks S&P BMI North American Natural Resources Index. They also come from different issuers: Deutsche Bank and State Street. Their fees differ too: 0.75% for DZZ and 0.35% for NANR.

NANR currently has the higher Sharpe Ratio (1.94 vs -0.03), 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.

Portfolio Optimizer

Find the right allocation for DZZ and NANR

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