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DZZ vs. UGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DZZ and UGL is -0.88. 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.


-0.50.00.51.0-0.9

Performance

DZZ vs. UGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DB Gold Double Short Exchange Traded Notes (DZZ) and ProShares Ultra Gold (UGL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-15.60%
12.26%
DZZ
UGL

Key characteristics

Sharpe Ratio

DZZ:

-0.83

UGL:

1.90

Sortino Ratio

DZZ:

-1.17

UGL:

2.36

Omega Ratio

DZZ:

0.87

UGL:

1.31

Calmar Ratio

DZZ:

-0.40

UGL:

1.12

Martin Ratio

DZZ:

-1.32

UGL:

9.17

Ulcer Index

DZZ:

29.04%

UGL:

6.30%

Daily Std Dev

DZZ:

46.15%

UGL:

30.47%

Max Drawdown

DZZ:

-96.25%

UGL:

-75.93%

Current Drawdown

DZZ:

-96.18%

UGL:

-20.25%

Returns By Period

In the year-to-date period, DZZ achieves a -4.85% return, which is significantly lower than UGL's 3.72% return. Over the past 10 years, DZZ has underperformed UGL with an annualized return of -13.13%, while UGL has yielded a comparatively higher 8.10% annualized return.


DZZ

YTD

-4.85%

1M

-9.77%

6M

-15.59%

1Y

-37.70%

5Y*

-18.41%

10Y*

-13.13%

UGL

YTD

3.72%

1M

1.96%

6M

12.26%

1Y

55.01%

5Y*

13.70%

10Y*

8.10%

*Annualized

Compare stocks, funds, or ETFs

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


DZZ vs. UGL - Expense Ratio Comparison

DZZ has a 0.75% expense ratio, which is lower than UGL's 0.95% expense ratio.


UGL
ProShares Ultra Gold
Expense ratio chart for UGL: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for DZZ: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

DZZ vs. UGL — Risk-Adjusted Performance Rank

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

DZZ
The Risk-Adjusted Performance Rank of DZZ is 22
Overall Rank
The Sharpe Ratio Rank of DZZ is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of DZZ is 11
Sortino Ratio Rank
The Omega Ratio Rank of DZZ is 22
Omega Ratio Rank
The Calmar Ratio Rank of DZZ is 22
Calmar Ratio Rank
The Martin Ratio Rank of DZZ is 22
Martin Ratio Rank

UGL
The Risk-Adjusted Performance Rank of UGL is 7272
Overall Rank
The Sharpe Ratio Rank of UGL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of UGL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of UGL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of UGL is 5252
Calmar Ratio Rank
The Martin Ratio Rank of UGL is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DZZ vs. UGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DB Gold Double Short Exchange Traded Notes (DZZ) and ProShares Ultra Gold (UGL). 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.


Sharpe ratio
The chart of Sharpe ratio for DZZ, currently valued at -0.83, compared to the broader market0.002.004.00-0.831.90
The chart of Sortino ratio for DZZ, currently valued at -1.17, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.172.36
The chart of Omega ratio for DZZ, currently valued at 0.87, compared to the broader market0.501.001.502.002.503.000.871.31
The chart of Calmar ratio for DZZ, currently valued at -0.40, compared to the broader market0.005.0010.0015.00-0.401.12
The chart of Martin ratio for DZZ, currently valued at -1.32, compared to the broader market0.0020.0040.0060.0080.00100.00-1.329.17
DZZ
UGL

The current DZZ Sharpe Ratio is -0.83, which is lower than the UGL Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DZZ and UGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.83
1.90
DZZ
UGL

Dividends

DZZ vs. UGL - Dividend Comparison

Neither DZZ nor UGL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DZZ vs. UGL - Drawdown Comparison

The maximum DZZ drawdown since its inception was -96.25%, which is greater than UGL's maximum drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for DZZ and UGL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-95.33%
-20.25%
DZZ
UGL

Volatility

DZZ vs. UGL - Volatility Comparison

DB Gold Double Short Exchange Traded Notes (DZZ) has a higher volatility of 17.41% compared to ProShares Ultra Gold (UGL) at 9.18%. This indicates that DZZ's price experiences larger fluctuations and is considered to be riskier than UGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
17.41%
9.18%
DZZ
UGL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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