PortfoliosLab logoPortfoliosLab logo
DZZ vs. UBOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DZZ vs. UBOT - 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 Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DZZ achieves a -48.31% return, which is significantly lower than UBOT's 16.93% return.


DZZ

1D
1.45%
1M
-16.65%
YTD
-48.31%
6M
-41.62%
1Y
11.20%
3Y*
-6.90%
5Y*
-4.82%
10Y*
-10.52%

UBOT

1D
-1.65%
1M
9.27%
YTD
16.93%
6M
21.77%
1Y
49.20%
3Y*
12.40%
5Y*
-6.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DZZ vs. UBOT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DZZ
DB Gold Double Short Exchange Traded Notes
-48.31%132.78%-35.06%-8.14%2.79%0.56%-37.13%-26.64%13.95%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
16.93%13.42%12.02%72.59%-72.45%9.78%80.13%87.34%-71.27%

Correlation

The correlation between DZZ and UBOT is -0.19, 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

-0.19

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

-0.10

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2018

-0.08

The correlation between DZZ and UBOT shifts across timeframes, from -0.19 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DZZ vs. UBOT — Risk / Return Rank

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

DZZ
DZZ Risk / Return Rank: 1919
Overall Rank
DZZ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DZZ Sortino Ratio Rank: 3131
Sortino Ratio Rank
DZZ Omega Ratio Rank: 3333
Omega Ratio Rank
DZZ Calmar Ratio Rank: 1010
Calmar Ratio Rank
DZZ Martin Ratio Rank: 1010
Martin Ratio Rank

UBOT
UBOT Risk / Return Rank: 2929
Overall Rank
UBOT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 3030
Sortino Ratio Rank
UBOT Omega Ratio Rank: 2828
Omega Ratio Rank
UBOT Calmar Ratio Rank: 2828
Calmar Ratio Rank
UBOT Martin Ratio Rank: 3030
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. UBOT - 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 Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT). 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.


DZZUBOTDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratioReturn relative to maximum drawdown

0.14

1.38

-1.24

Martin ratioReturn relative to average drawdown

0.21

4.39

-4.18

DZZ vs. UBOT - Sharpe Ratio Comparison

The current DZZ Sharpe Ratio is 0.07, which is lower than the UBOT Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of DZZ and UBOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DZZUBOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.04

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.12

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

-0.05

-0.18

Drawdowns

DZZ vs. UBOT - Drawdown Comparison

The maximum DZZ drawdown since its inception was -96.64%, which is greater than UBOT's maximum drawdown of -86.01%. Use the drawdown chart below to compare losses from any high point for DZZ and UBOT.


Loading charts...

Drawdown Indicators


DZZUBOTDifference

Max Drawdown

Largest peak-to-trough decline

-96.64%

-86.01%

-10.63%

Max Drawdown (1Y)

Largest decline over 1 year

-80.84%

-35.90%

-44.94%

Max Drawdown (3Y)

Largest decline over 3 years

-80.84%

-51.64%

-29.20%

Max Drawdown (5Y)

Largest decline over 5 years

-80.84%

-82.90%

+2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-80.84%

Current Drawdown

Current decline from peak

-95.16%

-43.38%

-51.78%

Average Drawdown

Average peak-to-trough decline

-82.30%

-49.53%

-32.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.19%

11.24%

+41.95%

Volatility

DZZ vs. UBOT - Volatility Comparison

DB Gold Double Short Exchange Traded Notes (DZZ) has a higher volatility of 30.21% compared to Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) at 15.45%. This indicates that DZZ's price experiences larger fluctuations and is considered to be riskier than UBOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DZZUBOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.21%

15.45%

+14.76%

Volatility (6M)

Calculated over the trailing 6-month period

59.65%

36.47%

+23.18%

Volatility (1Y)

Calculated over the trailing 1-year period

169.45%

47.78%

+121.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.63%

52.94%

+30.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.05%

63.46%

+0.59%

DZZ vs. UBOT - Expense Ratio Comparison

DZZ has a 0.75% expense ratio, which is lower than UBOT's 1.29% expense ratio.


Dividends

DZZ vs. UBOT - Dividend Comparison

DZZ has not paid dividends to shareholders, while UBOT's dividend yield for the trailing twelve months is around 0.80%.


PositionTTM20252024202320222021202020192018
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%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
0.80%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%

Frequently Asked Questions


DZZ and UBOT have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DZZ has higher volatility (30.21%) compared to UBOT (15.45%). In terms of maximum drawdown, DZZ dropped -96.64% vs UBOT's -86.01%.

On 5-year performance, DZZ leads with -4.82% vs -6.34% for UBOT. On fees, DZZ is cheaper at 0.75% per year. On volatility, UBOT has been the lower-risk option at 15.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DZZ has performed better with a -4.82% return vs -6.34%. 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 1.29% for UBOT.

UBOT has the higher dividend yield at 0.80%, compared with 0.00% for DZZ.

DZZ is categorized as Leveraged Commodities, while UBOT is Robotics. DZZ tracks Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (-200%), while UBOT tracks Indxx Global Robotics & Artificial Intelligence Thematic Index (300%). They also come from different issuers: Deutsche Bank and Direxion. Their fees differ too: 0.75% for DZZ and 1.29% for UBOT.

UBOT currently has the higher Sharpe Ratio (1.04 vs 0.07), 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 UBOT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer