USSG vs. DGP
Compare and contrast key facts about Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and DB Gold Double Long Exchange Traded Notes (DGP).
USSG and DGP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USSG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 7, 2019. DGP is a passively managed fund by Deutsche Bank that tracks the performance of the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%). It was launched on Feb 27, 2008. Both USSG and DGP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
USSG vs. DGP - Performance Comparison
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USSG vs. DGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | -5.86% | 18.97% | 23.45% | 29.17% | -20.33% | 31.83% | 18.71% | 19.24% |
DGP DB Gold Double Long Exchange Traded Notes | 13.65% | 141.40% | 53.16% | 16.97% | -5.54% | -11.29% | 45.29% | 30.59% |
Returns By Period
In the year-to-date period, USSG achieves a -5.86% return, which is significantly lower than DGP's 13.65% return.
USSG
- 1D
- 3.04%
- 1M
- -5.48%
- YTD
- -5.86%
- 6M
- -2.23%
- 1Y
- 19.80%
- 3Y*
- 18.19%
- 5Y*
- 11.59%
- 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%
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USSG vs. DGP - Expense Ratio Comparison
USSG has a 0.10% expense ratio, which is lower than DGP's 0.75% expense ratio.
Return for Risk
USSG vs. DGP — Risk / Return Rank
USSG
DGP
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.
| USSG | DGP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.84 | -0.77 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.24 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.32 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.91 | -1.11 |
Martin ratioReturn relative to average drawdown | 7.10 | 11.14 | -4.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USSG | DGP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.84 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.01 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.30 | +0.43 |
Correlation
The correlation between USSG and DGP is 0.07, 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
USSG vs. DGP - Dividend Comparison
USSG's dividend yield for the trailing twelve months is around 1.10%, while DGP has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.10% | 1.02% | 1.13% | 1.60% | 1.52% | 1.13% | 1.42% | 1.21% |
DGP DB Gold Double Long Exchange Traded Notes | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
| USSG | DGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -75.31% | +41.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -36.58% | +25.25% |
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 DrawdownCurrent decline from peak | -8.51% | -24.38% | +15.87% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -41.24% | +35.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 9.54% | -6.68% |
Volatility
USSG vs. DGP - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) is 5.64%, while DB Gold Double Long Exchange Traded Notes (DGP) has a volatility of 25.22%. 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
| USSG | DGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 25.22% | -19.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 48.02% | -37.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 55.31% | -36.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 38.32% | -20.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 34.93% | -14.63% |