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DZZ vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DZZ vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Double Short Exchange Traded Notes (DZZ) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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 -50.53% return, which is significantly lower than TMF's -16.67% return. Over the past 10 years, DZZ has outperformed TMF with an annualized return of -9.09%, while TMF has yielded a comparatively lower -18.47% annualized return.


DZZ

1D
-0.55%
1M
-7.58%
6M
-52.15%
YTD
-50.53%
1Y
6.12%
3Y*
-9.06%
5Y*
-6.95%
10Y*
-9.09%
ALL TIME*
-13.05%

TMF

1D
-2.08%
1M
-12.05%
6M
-15.79%
YTD
-16.67%
1Y
-18.44%
3Y*
-20.63%
5Y*
-34.74%
10Y*
-18.47%
ALL TIME*
-6.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.88K$5.95K$21.77K
$161.82M$130.43M$127.82M

DZZ vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DZZ
DB Gold Double Short Exchange Traded Notes
-50.53%132.78%-35.06%-8.14%2.79%0.56%-37.13%-26.64%8.21%-21.81%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-16.67%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between DZZ and TMF is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

-0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.13

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.22

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

-0.17

The correlation between DZZ and TMF shifts across timeframes, from -0.22 (10 years) to -0.01 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DZZ vs. TMF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DZZ
DZZ Risk / Return Rank: 2424
Overall Rank
DZZ Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DZZ Sortino Ratio Rank: 4242
Sortino Ratio Rank
DZZ Omega Ratio Rank: 4444
Omega Ratio Rank
DZZ Calmar Ratio Rank: 1111
Calmar Ratio Rank
DZZ Martin Ratio Rank: 1111
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 55
Overall Rank
TMF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 55
Sortino Ratio Rank
TMF Omega Ratio Rank: 55
Omega Ratio Rank
TMF Calmar Ratio Rank: 55
Calmar Ratio Rank
TMF Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DZZ vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Short Exchange Traded Notes (DZZ) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


DZZTMFDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.20

0.93

+0.28

Calmar ratioReturn relative to maximum drawdown

0.02

-0.53

+0.55

Martin ratioReturn relative to average drawdown

0.03

-1.07

+1.10

DZZ vs. TMF - Sharpe Ratio Comparison

The current DZZ Sharpe Ratio is 0.01, which is higher than the TMF Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of DZZ and TMF, 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. TMF - Drawdown Comparison

The maximum DZZ drawdown since its inception was -96.64%, roughly equal to the maximum TMF drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for DZZ and TMF.


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Drawdown Indicators


DZZTMFDifference

Max Drawdown

Largest peak-to-trough decline

-96.64%

-93.10%

-3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-81.05%

-28.69%

-52.36%

Max Drawdown (3Y)

Largest decline over 3 years

-81.05%

-50.64%

-30.41%

Max Drawdown (5Y)

Largest decline over 5 years

-81.05%

-89.14%

+8.09%

Max Drawdown (10Y)

Largest decline over 10 years

-81.05%

-93.10%

+12.05%

Current Drawdown

Current decline from peak

-95.37%

-93.10%

-2.27%

Average Drawdown

Average peak-to-trough decline

-82.40%

-44.07%

-38.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.82%

14.10%

+47.72%

Volatility

DZZ vs. TMF - Volatility Comparison

DB Gold Double Short Exchange Traded Notes (DZZ) has a higher volatility of 14.44% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.21%. This indicates that DZZ's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DZZTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.44%

7.21%

+7.23%

Volatility (6M)

Calculated over the trailing 6-month period

52.18%

19.98%

+32.20%

Volatility (1Y)

Calculated over the trailing 1-year period

170.05%

27.35%

+142.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.19%

46.36%

+37.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.26%

43.70%

+20.56%

DZZ vs. TMF - Expense Ratio Comparison

DZZ has a 0.75% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

DZZ vs. TMF - Dividend Comparison

DZZ has not paid dividends to shareholders, while TMF's dividend yield for the trailing twelve months is around 4.74%.


PositionTTM202520242023202220212020201920182017
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%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.74%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


DZZ and TMF have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DZZ has higher volatility (14.44%) compared to TMF (7.21%). In terms of maximum drawdown, DZZ dropped -96.64% vs TMF's -93.10%.

On 10-year performance, DZZ leads with -9.09% vs -18.47% for TMF. On fees, DZZ is cheaper at 0.75% per year. On volatility, TMF has been the lower-risk option at 7.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DZZ has performed better with a -9.09% return vs -18.47%. 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 1.01% for TMF.

TMF has the higher dividend yield at 4.74%, compared with 0.00% for DZZ.

DZZ is categorized as Leveraged Commodities, while TMF is Leveraged Bonds. DZZ tracks Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (-200%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). They also come from different issuers: Deutsche Bank and Direxion. Their fees differ too: 0.75% for DZZ and 1.01% for TMF.

DZZ currently has the higher Sharpe Ratio (0.01 vs -0.55), 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

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