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USSG vs. DGP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USSG vs. DGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and DB Gold Double Long Exchange Traded Notes (DGP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USSG achieves a 9.51% return, which is significantly higher than DGP's 1.01% return.


USSG

1D
-0.80%
1M
4.67%
YTD
9.51%
6M
10.19%
1Y
27.90%
3Y*
22.38%
5Y*
13.79%
10Y*

DGP

1D
-1.70%
1M
-3.55%
YTD
1.01%
6M
5.64%
1Y
57.52%
3Y*
57.85%
5Y*
30.49%
10Y*
20.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USSG vs. DGP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
USSG
Xtrackers MSCI USA ESG Leaders Equity ETF
9.51%18.97%23.45%29.17%-20.33%31.83%18.71%19.24%
DGP
DB Gold Double Long Exchange Traded Notes
1.01%141.40%53.16%16.97%-5.54%-11.29%45.29%30.59%

Correlation

The correlation between USSG and DGP is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.08

The correlation between USSG and DGP shifts across timeframes, from 0.08 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USSG vs. DGP — Risk / Return Rank

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

USSG
USSG Risk / Return Rank: 6060
Overall Rank
USSG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
USSG Sortino Ratio Rank: 6464
Sortino Ratio Rank
USSG Omega Ratio Rank: 6161
Omega Ratio Rank
USSG Calmar Ratio Rank: 5050
Calmar Ratio Rank
USSG Martin Ratio Rank: 6060
Martin Ratio Rank

DGP
DGP Risk / Return Rank: 3030
Overall Rank
DGP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DGP Sortino Ratio Rank: 2929
Sortino Ratio Rank
DGP Omega Ratio Rank: 3434
Omega Ratio Rank
DGP Calmar Ratio Rank: 3232
Calmar Ratio Rank
DGP Martin Ratio Rank: 2828
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.

USSG vs. DGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) 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.


USSGDGPDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.38

1.23

+0.15

Calmar ratioReturn relative to maximum drawdown

2.50

1.58

+0.92

Martin ratioReturn relative to average drawdown

10.72

4.05

+6.67

USSG vs. DGP - Sharpe Ratio Comparison

The current USSG Sharpe Ratio is 2.14, which is higher than the DGP Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of USSG and DGP, 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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Sharpe Ratios by Period


USSGDGPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.10

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.79

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.28

+0.56

Drawdowns

USSG vs. DGP - Drawdown Comparison

The maximum USSG drawdown since its inception was -34.10%, smaller than the maximum DGP drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for USSG and DGP.


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Drawdown Indicators


USSGDGPDifference

Max Drawdown

Largest peak-to-trough decline

-34.10%

-75.31%

+41.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-36.58%

+25.38%

Max Drawdown (3Y)

Largest decline over 3 years

-20.00%

-36.58%

+16.58%

Max Drawdown (5Y)

Largest decline over 5 years

-27.00%

-51.24%

+24.24%

Max Drawdown (10Y)

Largest decline over 10 years

-51.24%

Current Drawdown

Current decline from peak

-1.21%

-32.78%

+31.57%

Average Drawdown

Average peak-to-trough decline

-5.60%

-41.09%

+35.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

14.24%

-11.63%

Volatility

USSG vs. DGP - Volatility Comparison

The current volatility for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) is 3.77%, while DB Gold Double Long Exchange Traded Notes (DGP) has a volatility of 10.48%. This indicates that USSG 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


USSGDGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

10.48%

-6.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

46.34%

-36.30%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

52.47%

-39.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

38.77%

-21.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

35.04%

-14.88%

USSG vs. DGP - Expense Ratio Comparison

USSG has a 0.10% expense ratio, which is lower than DGP's 0.75% expense ratio.


Dividends

USSG vs. DGP - Dividend Comparison

USSG's dividend yield for the trailing twelve months is around 0.95%, while DGP has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
DGP
DB Gold Double Long Exchange Traded Notes
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USSG
Xtrackers MSCI USA ESG Leaders Equity ETF
0.95%1.02%1.13%1.60%1.52%1.13%1.42%1.21%

Frequently Asked Questions


USSG and DGP 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.

DGP has higher volatility (10.48%) compared to USSG (3.77%). In terms of maximum drawdown, USSG dropped -34.10% vs DGP's -75.31%.

On 5-year performance, DGP leads with 30.49% vs 13.79% for USSG. On fees, USSG is cheaper at 0.10% per year. On volatility, USSG has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DGP has performed better with a 30.49% return vs 13.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USSG is cheaper with a 0.10% expense ratio, compared with 0.75% for DGP.

USSG has the higher dividend yield at 0.95%, compared with 0.00% for DGP.

USSG is categorized as Large Cap Growth Equities, while DGP is Leveraged Commodities. USSG tracks MSCI USA ESG Leaders, while DGP tracks Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%). Their fees differ too: 0.10% for USSG and 0.75% for DGP.

USSG currently has the higher Sharpe Ratio (2.14 vs 1.10), 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

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