ESHY vs. DGP

Last updated Jul 15, 2026

ESHY (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) and DGP (DB Gold Double Long Exchange Traded Notes) are both exchange-traded funds - ESHY is a High Yield Bonds fund tracking the JPMorgan ESG DM Corporate High Yield USD Index, while DGP is a Leveraged Commodities fund tracking the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%). Both are passively managed. ESHY charges 0.20%/yr vs 0.75%/yr for DGP.

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.

Returns By Period

ESHY

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

DGP

• 1D: 2.08%
• 1M: -9.19%
• 6M: -27.49%
• YTD: -18.28%
• 1Y: 28.68%
• 3Y*: 47.52%
• 5Y*: 27.01%
• 10Y*: 16.42%

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

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	-33.04%

Return for Risk

ESHY vs. DGP — Risk / Return Rank

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

ESHY

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

DGP

DGP Risk / Return Rank: 20
DGP Sharpe Ratio Rank: 19
DGP Sortino Ratio Rank: 22
DGP Omega Ratio Rank: 24
DGP Calmar Ratio Rank: 18
DGP Martin Ratio Rank: 18

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.

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.

	ESHY	DGP	Difference
Sharpe ratio: Return per unit of total volatility	—	0.52	—
Sortino ratio: Return per unit of downside risk	—	1.02	—
Omega ratio: Gain probability vs. loss probability	—	1.14	—
Calmar ratio: Return relative to maximum drawdown	—	0.61	—
Martin ratio: Return relative to average drawdown	—	1.45	—

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	—	-46.98%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-46.98%	—
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%	-45.62%	+45.62%
Average Drawdown Average peak-to-trough decline	0.00%	-41.09%	+41.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	19.77%	—

Volatility

Volatility by Period

	ESHY	DGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	48.68%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	55.42%	-55.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	39.56%	-39.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	35.42%	-35.42%

ESHY vs. DGP - Expense Ratio Comparison

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

Dividends

ESHY vs. DGP - Dividend Comparison

Neither ESHY nor DGP has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, ESHY or DGP?

On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESHY or DGP?

ESHY is cheaper with a 0.20% expense ratio, compared with 0.75% for DGP.

Which ETF pays a higher dividend yield, ESHY or DGP?

ESHY and DGP have nearly identical dividend yields, around 0.00%.

What is the main difference between ESHY and DGP?

ESHY is categorized as High Yield Bonds, while DGP is Leveraged Commodities. ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index, while DGP tracks Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%). Their fees differ too: 0.20% for ESHY and 0.75% for DGP.