PortfoliosLab logoPortfoliosLab logo
PLTM vs. DGZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTM vs. DGZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Platinum Trust (PLTM) and DB Gold Short Exchange Traded Notes (DGZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PLTM achieves a -19.56% return, which is significantly lower than DGZ's 1.46% return.


PLTM

1D
-0.13%
1M
2.06%
6M
-22.81%
YTD
-19.56%
1Y
24.86%
3Y*
20.37%
5Y*
8.97%
10Y*
ALL TIME*
5.60%

DGZ

1D
-2.65%
1M
-11.56%
6M
3.27%
YTD
1.46%
1Y
-15.73%
3Y*
-17.39%
5Y*
-11.06%
10Y*
-7.90%
ALL TIME*
-7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.40K$33.87K$42.21K
$1.27M$1.47M$3.03M

PLTM vs. DGZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PLTM
GraniteShares Platinum Trust
-19.56%124.46%-8.91%-8.10%10.83%-10.52%10.87%20.76%-20.92%
DGZ
DB Gold Short Exchange Traded Notes
1.46%-32.55%-16.46%-4.75%4.93%1.53%-20.80%-13.42%6.29%

Correlation

The correlation between PLTM and DGZ is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.22

Correlation (3Y)
Balances recent behavior with more history.

-0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.31

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2018

-0.34

The correlation between PLTM and DGZ shifts across timeframes, from -0.34 (all time) to -0.22 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

PLTM vs. DGZ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PLTM
PLTM Risk / Return Rank: 2424
Overall Rank
PLTM Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PLTM Sortino Ratio Rank: 2626
Sortino Ratio Rank
PLTM Omega Ratio Rank: 2929
Omega Ratio Rank
PLTM Calmar Ratio Rank: 2222
Calmar Ratio Rank
PLTM Martin Ratio Rank: 1919
Martin Ratio Rank

DGZ
DGZ Risk / Return Rank: 88
Overall Rank
DGZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DGZ Sortino Ratio Rank: 1111
Sortino Ratio Rank
DGZ Omega Ratio Rank: 1111
Omega Ratio Rank
DGZ Calmar Ratio Rank: 55
Calmar Ratio Rank
DGZ Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PLTM vs. DGZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Platinum Trust (PLTM) and DB Gold Short Exchange Traded Notes (DGZ). 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.


PLTMDGZDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.14

1.02

+0.12

Calmar ratioReturn relative to maximum drawdown

0.62

-0.49

+1.11

Martin ratioReturn relative to average drawdown

1.20

-0.86

+2.06

PLTM vs. DGZ - Sharpe Ratio Comparison

The current PLTM Sharpe Ratio is 0.54, which is higher than the DGZ Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of PLTM and DGZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PLTM vs. DGZ - Drawdown Comparison

The maximum PLTM drawdown since its inception was -44.07%, smaller than the maximum DGZ drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for PLTM and DGZ.


Loading charts...

Drawdown Indicators


PLTMDGZDifference

Max Drawdown

Largest peak-to-trough decline

-44.07%

-86.32%

+42.25%

Max Drawdown (1Y)

Largest decline over 1 year

-44.07%

-36.14%

-7.93%

Max Drawdown (3Y)

Largest decline over 3 years

-44.07%

-59.54%

+15.47%

Max Drawdown (5Y)

Largest decline over 5 years

-44.07%

-61.54%

+17.47%

Max Drawdown (10Y)

Largest decline over 10 years

-71.49%

Current Drawdown

Current decline from peak

-40.58%

-82.62%

+42.04%

Average Drawdown

Average peak-to-trough decline

-18.95%

-57.94%

+38.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.75%

20.58%

+2.17%

Volatility

PLTM vs. DGZ - Volatility Comparison

The current volatility for GraniteShares Platinum Trust (PLTM) is 9.19%, while DB Gold Short Exchange Traded Notes (DGZ) has a volatility of 19.90%. This indicates that PLTM experiences smaller price fluctuations and is considered to be less risky than DGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PLTMDGZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.19%

19.90%

-10.71%

Volatility (6M)

Calculated over the trailing 6-month period

38.75%

60.03%

-21.28%

Volatility (1Y)

Calculated over the trailing 1-year period

50.54%

71.95%

-21.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.15%

37.59%

-4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.14%

28.84%

+2.30%

PLTM vs. DGZ - Expense Ratio Comparison

PLTM has a 0.50% expense ratio, which is lower than DGZ's 0.75% expense ratio.


Dividends

PLTM vs. DGZ - Dividend Comparison

Neither PLTM nor DGZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PLTM and DGZ have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGZ has higher volatility (19.90%) compared to PLTM (9.19%). In terms of maximum drawdown, PLTM dropped -44.07% vs DGZ's -86.32%.

On 5-year performance, PLTM leads with 8.97% vs -11.06% for DGZ. On fees, PLTM is cheaper at 0.50% per year. On volatility, PLTM has been the lower-risk option at 9.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PLTM has performed better with a 8.97% return vs -11.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PLTM is cheaper with a 0.50% expense ratio, compared with 0.75% for DGZ.

PLTM and DGZ have nearly identical dividend yields, around 0.00%.

PLTM is categorized as Precious Metals, while DGZ is Inverse Commodities. PLTM tracks Platinum London PM Fix ($/ozt), while DGZ tracks Deutsche Bank Liquid Commodity Index - Optimum Yield Gold Excess Return (-100%). They also come from different issuers: GraniteShares and Deutsche Bank. Their fees differ too: 0.50% for PLTM and 0.75% for DGZ.

PLTM currently has the higher Sharpe Ratio (0.54 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PLTM and DGZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer