ESHY vs. DGP

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) and DB Gold Double Long Exchange Traded Notes (DGP).

ESHY and DGP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESHY is a passively managed fund by Deutsche Bank that tracks the performance of the JPMorgan ESG DM Corporate High Yield USD Index. It was launched on Mar 3, 2015. DGP 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. Both ESHY and DGP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ESHY vs. DGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) and DB Gold Double Long Exchange Traded Notes (DGP). The values are adjusted to include any dividend payments, if applicable.

ESHY vs. DGP - Yearly Performance Comparison

	2026 (YTD)
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%
DGP DB Gold Double Long Exchange Traded Notes	-12.51%

Returns By Period

ESHY

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DGP

• 1D: 9.12%
• 1M: -22.14%
• YTD: 13.65%
• 6M: 37.68%
• 1Y: 101.12%
• 3Y*: 63.02%
• 5Y*: 38.30%
• 10Y*: 22.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. DGP - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is lower than DGP's 0.75% expense ratio.

DGP

DB Gold Double Long Exchange Traded Notes

ESHY

Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF

Return for Risk

ESHY vs. DGP — Risk / Return Rank

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

DGP

DGP Risk / Return Rank: 87
DGP Sharpe Ratio Rank: 89
DGP Sortino Ratio Rank: 86
DGP Omega Ratio Rank: 83
DGP Calmar Ratio Rank: 90
DGP Martin Ratio Rank: 90

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.

ESHY vs. DGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) and DB Gold Double Long Exchange Traded Notes (DGP). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ESHY	DGP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.84	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.01	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.30	—

Dividends

ESHY vs. DGP - Dividend Comparison

Neither ESHY nor DGP has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ESHY vs. DGP - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum DGP drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for ESHY and DGP.

Drawdown Indicators

	ESHY	DGP	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-75.31%	+75.31%
Max Drawdown (1Y) Largest decline over 1 year	—	-36.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-51.24%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-51.24%	—
Current Drawdown Current decline from peak	0.00%	-24.38%	+24.38%
Average Drawdown Average peak-to-trough decline	0.00%	-41.24%	+41.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.54%	—

Volatility

Volatility by Period

	ESHY	DGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	25.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	48.02%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	55.31%	-55.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	38.32%	-38.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	34.93%	-34.93%