DZZ vs. OILU
Compare and contrast key facts about DB Gold Double Short Exchange Traded Notes (DZZ) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU).
DZZ and OILU 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. OILU is managed by BMO. It was launched on Mar 24, 2017.
Performance
DZZ vs. OILU - Performance Comparison
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DZZ vs. OILU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DZZ DB Gold Double Short Exchange Traded Notes | -30.86% | 132.78% | -35.06% | -8.14% | 2.79% | 1.32% |
OILU MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN | 112.51% | -16.50% | -21.65% | -32.50% | 151.08% | -17.87% |
Returns By Period
In the year-to-date period, DZZ achieves a -30.86% return, which is significantly lower than OILU's 112.51% 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%
OILU
- 1D
- -10.60%
- 1M
- 12.27%
- YTD
- 112.51%
- 6M
- 100.08%
- 1Y
- 45.27%
- 3Y*
- 7.13%
- 5Y*
- —
- 10Y*
- —
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DZZ vs. OILU - Expense Ratio Comparison
DZZ has a 0.75% expense ratio, which is lower than OILU's 0.95% expense ratio.
Return for Risk
DZZ vs. OILU — Risk / Return Rank
DZZ
OILU
DZZ vs. OILU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Short Exchange Traded Notes (DZZ) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). 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 | OILU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.59 | -0.21 |
Sortino ratioReturn per unit of downside risk | 2.37 | 1.19 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.17 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 0.91 | -0.07 |
Martin ratioReturn relative to average drawdown | 1.44 | 1.54 | -0.10 |
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 | OILU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.59 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | — | — |
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 | 0.20 | -0.41 |
Correlation
The correlation between DZZ and OILU 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. OILU - Dividend Comparison
Neither DZZ nor OILU has paid dividends to shareholders.
Drawdowns
DZZ vs. OILU - Drawdown Comparison
The maximum DZZ drawdown since its inception was -96.64%, which is greater than OILU's maximum drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for DZZ and OILU.
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Drawdown Indicators
| DZZ | OILU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.64% | -81.00% | -15.64% |
Max Drawdown (1Y)Largest decline over 1 year | -74.95% | -52.04% | -22.91% |
Max Drawdown (5Y)Largest decline over 5 years | -74.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.59% | — | — |
Current DrawdownCurrent decline from peak | -93.53% | -42.85% | -50.68% |
Average DrawdownAverage peak-to-trough decline | -82.19% | -50.72% | -31.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.55% | 30.74% | +12.81% |
Volatility
DZZ vs. OILU - Volatility Comparison
The current volatility for DB Gold Double Short Exchange Traded Notes (DZZ) is 15.37%, while MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a volatility of 19.90%. This indicates that DZZ experiences smaller price fluctuations and is considered to be less risky than OILU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DZZ | OILU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.37% | 19.90% | -4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 126.04% | 43.84% | +82.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 168.01% | 77.03% | +90.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.52% | 81.31% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.36% | 81.31% | -17.95% |