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MIDE vs. DGP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIDE vs. DGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P MidCap 400 ESG ETF (MIDE) and DB Gold Double Long Exchange Traded Notes (DGP). The values are adjusted to include any dividend payments, if applicable.

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MIDE vs. DGP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.75%9.81%11.21%15.20%-11.63%11.77%
DGP
DB Gold Double Long Exchange Traded Notes
13.65%141.40%53.16%16.97%-5.54%-0.34%

Returns By Period

In the year-to-date period, MIDE achieves a 1.75% return, which is significantly lower than DGP's 13.65% return.


MIDE

1D
2.47%
1M
-5.36%
YTD
1.75%
6M
5.05%
1Y
18.57%
3Y*
11.64%
5Y*
6.52%
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)

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MIDE vs. DGP - Expense Ratio Comparison

MIDE has a 0.15% expense ratio, which is lower than DGP's 0.75% expense ratio.


Return for Risk

MIDE vs. DGP — Risk / Return Rank

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

MIDE
MIDE Risk / Return Rank: 5151
Overall Rank
MIDE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MIDE Sortino Ratio Rank: 5151
Sortino Ratio Rank
MIDE Omega Ratio Rank: 4949
Omega Ratio Rank
MIDE Calmar Ratio Rank: 5050
Calmar Ratio Rank
MIDE Martin Ratio Rank: 5555
Martin Ratio Rank

DGP
DGP Risk / Return Rank: 8787
Overall Rank
DGP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DGP Sortino Ratio Rank: 8686
Sortino Ratio Rank
DGP Omega Ratio Rank: 8383
Omega Ratio Rank
DGP Calmar Ratio Rank: 9090
Calmar Ratio Rank
DGP Martin Ratio Rank: 9090
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.

MIDE vs. DGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P MidCap 400 ESG ETF (MIDE) 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.


MIDEDGPDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.84

-0.96

Sortino ratio

Return per unit of downside risk

1.36

2.24

-0.88

Omega ratio

Gain probability vs. loss probability

1.19

1.32

-0.13

Calmar ratio

Return relative to maximum drawdown

1.30

2.91

-1.61

Martin ratio

Return relative to average drawdown

5.42

11.14

-5.72

MIDE vs. DGP - Sharpe Ratio Comparison

The current MIDE Sharpe Ratio is 0.88, which is lower than the DGP Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of MIDE and DGP, 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


MIDEDGPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.84

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

1.01

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.30

+0.05

Correlation

The correlation between MIDE and DGP is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MIDE vs. DGP - Dividend Comparison

MIDE's dividend yield for the trailing twelve months is around 1.48%, while DGP has not paid dividends to shareholders.


TTM20252024202320222021
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.48%1.52%1.45%1.36%1.33%0.93%
DGP
DB Gold Double Long Exchange Traded Notes
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MIDE vs. DGP - Drawdown Comparison

The maximum MIDE drawdown since its inception was -24.59%, smaller than the maximum DGP drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for MIDE and DGP.


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Drawdown Indicators


MIDEDGPDifference

Max Drawdown

Largest peak-to-trough decline

-24.59%

-75.31%

+50.72%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-36.58%

+22.04%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-51.24%

+26.65%

Max Drawdown (10Y)

Largest decline over 10 years

-51.24%

Current Drawdown

Current decline from peak

-6.73%

-24.38%

+17.65%

Average Drawdown

Average peak-to-trough decline

-6.67%

-41.24%

+34.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

9.54%

-6.06%

Volatility

MIDE vs. DGP - Volatility Comparison

The current volatility for Xtrackers S&P MidCap 400 ESG ETF (MIDE) is 6.31%, while DB Gold Double Long Exchange Traded Notes (DGP) has a volatility of 25.22%. This indicates that MIDE experiences smaller price fluctuations and is considered to be less risky than DGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIDEDGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

25.22%

-18.91%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

48.02%

-36.13%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

55.31%

-34.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

38.32%

-18.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

34.93%

-15.13%