WPM vs. DGP

In the year-to-date period, WPM achieves a 45.49% return, which is significantly lower than DGP's 51.12% return. Over the past 10 years, WPM has outperformed DGP with an annualized return of 16.40%, while DGP has yielded a comparatively lower 15.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM) 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.

The current WPM Sharpe Ratio is 1.83, which is comparable to the DGP Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of WPM 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.

WPM's dividend yield for the trailing twelve months is around 0.77%, while DGP has not paid dividends to shareholders.

The maximum WPM drawdown since its inception was -86.74%, which is greater than DGP's maximum drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for WPM and DGP. For additional features, visit the drawdowns tool.

The current volatility for Wheaton Precious Metals Corp. (WPM) is 14.60%, while DB Gold Double Long Exchange Traded Notes (DGP) has a volatility of 16.82%. This indicates that WPM 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.