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UBOT vs. DZZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBOT vs. DZZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and DB Gold Double Short Exchange Traded Notes (DZZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBOT achieves a -2.62% return, which is significantly higher than DZZ's -52.08% return.


UBOT

1D
1.17%
1M
-6.03%
6M
-3.64%
YTD
-2.62%
1Y
7.15%
3Y*
7.92%
5Y*
-9.02%
10Y*
ALL TIME*
-5.68%

DZZ

1D
-1.60%
1M
-10.28%
6M
-36.33%
YTD
-52.08%
1Y
4.55%
3Y*
-10.15%
5Y*
-8.69%
10Y*
-9.76%
ALL TIME*
-13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.45K$6.21K$17.94K
$403.24K$375.59K$557.36K

UBOT vs. DZZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
-2.62%13.42%12.02%72.59%-72.45%9.78%80.13%87.34%-71.74%
DZZ
DB Gold Double Short Exchange Traded Notes
-52.08%132.78%-35.06%-8.14%2.79%0.56%-37.13%-26.64%14.62%

Correlation

The correlation between UBOT and DZZ is -0.23, 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.

-0.23

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

-0.09

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2018

-0.08

The correlation between UBOT and DZZ shifts across timeframes, from -0.23 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBOT vs. DZZ — Risk / Return Rank

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

UBOT
UBOT Risk / Return Rank: 1414
Overall Rank
UBOT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 1616
Sortino Ratio Rank
UBOT Omega Ratio Rank: 1515
Omega Ratio Rank
UBOT Calmar Ratio Rank: 1313
Calmar Ratio Rank
UBOT Martin Ratio Rank: 1313
Martin Ratio Rank

DZZ
DZZ Risk / Return Rank: 2222
Overall Rank
DZZ Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DZZ Sortino Ratio Rank: 3838
Sortino Ratio Rank
DZZ Omega Ratio Rank: 3939
Omega Ratio Rank
DZZ Calmar Ratio Rank: 1111
Calmar Ratio Rank
DZZ Martin Ratio Rank: 1111
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.

UBOT vs. DZZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) 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.

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.


UBOTDZZDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratioReturn relative to maximum drawdown

0.20

0.06

+0.14

Martin ratioReturn relative to average drawdown

0.47

0.07

+0.39

UBOT vs. DZZ - Sharpe Ratio Comparison

The current UBOT Sharpe Ratio is 0.14, which is higher than the DZZ Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of UBOT and DZZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UBOT vs. DZZ - Drawdown Comparison

The maximum UBOT drawdown since its inception was -86.24%, smaller than the maximum DZZ drawdown of -96.64%. Use the drawdown chart below to compare losses from any high point for UBOT and DZZ.


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Drawdown Indicators


UBOTDZZDifference

Max Drawdown

Largest peak-to-trough decline

-86.24%

-96.64%

+10.40%

Max Drawdown (1Y)

Largest decline over 1 year

-36.64%

-81.05%

+44.41%

Max Drawdown (3Y)

Largest decline over 3 years

-51.64%

-81.05%

+29.41%

Max Drawdown (5Y)

Largest decline over 5 years

-82.90%

-81.05%

-1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-81.05%

Current Drawdown

Current decline from peak

-52.85%

-95.52%

+42.67%

Average Drawdown

Average peak-to-trough decline

-49.91%

-82.41%

+32.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.36%

62.44%

-47.08%

Volatility

UBOT vs. DZZ - Volatility Comparison

Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) has a higher volatility of 16.80% compared to DB Gold Double Short Exchange Traded Notes (DZZ) at 12.84%. This indicates that UBOT'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


UBOTDZZDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.80%

12.84%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

43.30%

46.96%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

52.63%

169.93%

-117.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.11%

84.23%

-30.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.54%

64.27%

-0.73%

UBOT vs. DZZ - Expense Ratio Comparison

UBOT has a 1.29% expense ratio, which is higher than DZZ's 0.75% expense ratio.


Dividends

UBOT vs. DZZ - Dividend Comparison

UBOT's dividend yield for the trailing twelve months is around 1.01%, while DZZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DZZ
DB Gold Double Short Exchange Traded Notes
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
1.01%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%

Frequently Asked Questions


UBOT and DZZ have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBOT has higher volatility (16.80%) compared to DZZ (12.84%). In terms of maximum drawdown, UBOT dropped -86.24% vs DZZ's -96.64%.

On 5-year performance, DZZ leads with -8.69% vs -9.02% for UBOT. On fees, DZZ is cheaper at 0.75% per year. On volatility, DZZ has been the lower-risk option at 12.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DZZ has performed better with a -8.69% return vs -9.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DZZ is cheaper with a 0.75% expense ratio, compared with 1.29% for UBOT.

UBOT has the higher dividend yield at 1.01%, compared with 0.00% for DZZ.

UBOT is categorized as Artificial Intelligence, while DZZ is Leveraged Commodities. UBOT tracks Indxx Global Robotics & Artificial Intelligence Thematic Index (300%), while DZZ tracks Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (-200%). They also come from different issuers: Direxion and Deutsche Bank. Their fees differ too: 1.29% for UBOT and 0.75% for DZZ.

UBOT currently has the higher Sharpe Ratio (0.14 vs 0.03), 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 UBOT and DZZ

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

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