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GLL vs. DZZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLL vs. DZZ - Performance Comparison

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

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GLL vs. DZZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLL
ProShares UltraShort Gold
-22.83%-62.81%-33.33%-14.91%-2.12%1.66%-41.47%-26.95%5.39%-23.67%
DZZ
DB Gold Double Short Exchange Traded Notes
-31.51%132.78%-35.06%-8.14%2.79%0.56%-37.13%-26.64%8.21%-21.81%

Returns By Period

In the year-to-date period, GLL achieves a -22.83% return, which is significantly higher than DZZ's -31.51% return. Over the past 10 years, GLL has underperformed DZZ with an annualized return of -24.50%, while DZZ has yielded a comparatively higher -8.65% annualized return.


GLL

1D
-7.30%
1M
22.90%
YTD
-22.83%
6M
-39.36%
1Y
-60.18%
3Y*
-42.72%
5Y*
-32.85%
10Y*
-24.50%

DZZ

1D
-2.77%
1M
3.34%
YTD
-31.51%
6M
72.00%
1Y
61.35%
3Y*
3.35%
5Y*
-3.31%
10Y*
-8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLL vs. DZZ - Expense Ratio Comparison

GLL has a 0.95% expense ratio, which is higher than DZZ's 0.75% expense ratio.


Return for Risk

GLL vs. DZZ — Risk / Return Rank

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

GLL
GLL Risk / Return Rank: 11
Overall Rank
GLL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
GLL Sortino Ratio Rank: 00
Sortino Ratio Rank
GLL Omega Ratio Rank: 00
Omega Ratio Rank
GLL Calmar Ratio Rank: 11
Calmar Ratio Rank
GLL Martin Ratio Rank: 22
Martin Ratio Rank

DZZ
DZZ Risk / Return Rank: 4949
Overall Rank
DZZ Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
DZZ Sortino Ratio Rank: 8787
Sortino Ratio Rank
DZZ Omega Ratio Rank: 8080
Omega Ratio Rank
DZZ Calmar Ratio Rank: 3434
Calmar Ratio Rank
DZZ Martin Ratio Rank: 2222
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.

GLL vs. DZZ - Risk-Adjusted Trends Comparison

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


GLLDZZDifference

Sharpe ratio

Return per unit of total volatility

-1.10

0.37

-1.47

Sortino ratio

Return per unit of downside risk

-2.03

2.35

-4.39

Omega ratio

Gain probability vs. loss probability

0.78

1.31

-0.53

Calmar ratio

Return relative to maximum drawdown

-0.86

0.85

-1.70

Martin ratio

Return relative to average drawdown

-1.39

1.46

-2.85

GLL vs. DZZ - Sharpe Ratio Comparison

The current GLL Sharpe Ratio is -1.10, which is lower than the DZZ Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of GLL and DZZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLLDZZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.10

0.37

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.93

-0.04

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.77

-0.14

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

-0.21

-0.48

Correlation

The correlation between GLL and DZZ is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GLL vs. DZZ - Dividend Comparison

Neither GLL nor DZZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLL vs. DZZ - Drawdown Comparison

The maximum GLL drawdown since its inception was -99.24%, roughly equal to the maximum DZZ drawdown of -96.64%. Use the drawdown chart below to compare losses from any high point for GLL and DZZ.


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Drawdown Indicators


GLLDZZDifference

Max Drawdown

Largest peak-to-trough decline

-99.24%

-96.64%

-2.60%

Max Drawdown (1Y)

Largest decline over 1 year

-71.53%

-74.95%

+3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-89.76%

-74.95%

-14.81%

Max Drawdown (10Y)

Largest decline over 10 years

-95.76%

-80.59%

-15.17%

Current Drawdown

Current decline from peak

-99.04%

-93.59%

-5.45%

Average Drawdown

Average peak-to-trough decline

-84.99%

-82.19%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.01%

43.32%

+0.69%

Volatility

GLL vs. DZZ - Volatility Comparison

ProShares UltraShort Gold (GLL) has a higher volatility of 21.53% compared to DB Gold Double Short Exchange Traded Notes (DZZ) at 15.61%. This indicates that GLL's price experiences larger fluctuations and is considered to be riskier than DZZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLLDZZDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.53%

15.61%

+5.92%

Volatility (6M)

Calculated over the trailing 6-month period

46.40%

126.04%

-79.64%

Volatility (1Y)

Calculated over the trailing 1-year period

54.76%

168.01%

-113.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.40%

82.53%

-47.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.98%

63.37%

-31.39%