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DZZ vs. NVDQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DZZ vs. NVDQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Double Short Exchange Traded Notes (DZZ) and T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ). 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 NVDQ's -38.57% 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%

NVDQ

1D
-3.82%
1M
-23.21%
YTD
-38.57%
6M
-41.67%
1Y
-69.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DZZ vs. NVDQ - Yearly Performance Comparison


2026 (YTD)202520242023
DZZ
DB Gold Double Short Exchange Traded Notes
-50.78%132.78%-35.06%2.42%
NVDQ
T-Rex 2X Inverse NVIDIA Daily Target ETF
-38.57%-74.63%-93.80%-30.70%

Correlation

The correlation between DZZ and NVDQ is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2023

0.00

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Return for Risk

DZZ vs. NVDQ — 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

NVDQ
NVDQ Risk / Return Rank: 11
Overall Rank
NVDQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NVDQ Sortino Ratio Rank: 11
Sortino Ratio Rank
NVDQ Omega Ratio Rank: 11
Omega Ratio Rank
NVDQ Calmar Ratio Rank: 11
Calmar Ratio Rank
NVDQ Martin Ratio Rank: 22
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. NVDQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Short Exchange Traded Notes (DZZ) and T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ). 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.


DZZNVDQDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+3.45

Omega ratioGain probability vs. loss probability

1.21

0.79

+0.41

Calmar ratioReturn relative to maximum drawdown

0.05

-0.95

+1.00

Martin ratioReturn relative to average drawdown

0.07

-1.43

+1.50

DZZ vs. NVDQ - Sharpe Ratio Comparison

The current DZZ Sharpe Ratio is 0.02, which is higher than the NVDQ Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of DZZ and NVDQ, 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


DZZNVDQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

-1.03

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

-0.89

+0.66

Drawdowns

DZZ vs. NVDQ - Drawdown Comparison

The maximum DZZ drawdown since its inception was -96.64%, roughly equal to the maximum NVDQ drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for DZZ and NVDQ.


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Drawdown Indicators


DZZNVDQDifference

Max Drawdown

Largest peak-to-trough decline

-96.64%

-99.45%

+2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-80.84%

-73.67%

-7.17%

Max Drawdown (3Y)

Largest decline over 3 years

-80.84%

Max Drawdown (5Y)

Largest decline over 5 years

-80.84%

Max Drawdown (10Y)

Largest decline over 10 years

-80.84%

Current Drawdown

Current decline from peak

-95.40%

-99.38%

+3.98%

Average Drawdown

Average peak-to-trough decline

-82.30%

-88.22%

+5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.43%

48.77%

+4.66%

Volatility

DZZ vs. NVDQ - Volatility Comparison

DB Gold Double Short Exchange Traded Notes (DZZ) has a higher volatility of 30.48% compared to T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ) at 25.78%. This indicates that DZZ's price experiences larger fluctuations and is considered to be riskier than NVDQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DZZNVDQDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.48%

25.78%

+4.70%

Volatility (6M)

Calculated over the trailing 6-month period

59.82%

51.89%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

169.50%

67.77%

+101.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.65%

95.47%

-11.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.06%

95.47%

-31.41%

DZZ vs. NVDQ - Expense Ratio Comparison

DZZ has a 0.75% expense ratio, which is lower than NVDQ's 1.05% expense ratio.


Dividends

DZZ vs. NVDQ - Dividend Comparison

DZZ has not paid dividends to shareholders, while NVDQ's dividend yield for the trailing twelve months is around 0.42%.


PositionTTM202520242023
DZZ
DB Gold Double Short Exchange Traded Notes
0.00%0.00%0.00%0.00%
NVDQ
T-Rex 2X Inverse NVIDIA Daily Target ETF
0.42%0.26%4.59%11.60%

Frequently Asked Questions


DZZ and NVDQ have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DZZ has higher volatility (30.48%) compared to NVDQ (25.78%). In terms of maximum drawdown, DZZ dropped -96.64% vs NVDQ's -99.45%.

On 1-year performance, DZZ leads with 3.85% vs -69.65% for NVDQ. On fees, DZZ is cheaper at 0.75% per year. On volatility, NVDQ has been the lower-risk option at 25.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DZZ has performed better with a 3.85% return vs -69.65%. 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 1.05% for NVDQ.

NVDQ has the higher dividend yield at 0.42%, compared with 0.00% for DZZ.

DZZ is categorized as Leveraged Commodities, while NVDQ is Inverse Equities. They also come from different issuers: Deutsche Bank and T-Rex. Their fees differ too: 0.75% for DZZ and 1.05% for NVDQ.

DZZ currently has the higher Sharpe Ratio (0.02 vs -1.03), 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.

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