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ZSL vs. DGP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZSL vs. DGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Silver (ZSL) and DB Gold Double Long Exchange Traded Notes (DGP). The values are adjusted to include any dividend payments, if applicable.

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ZSL vs. DGP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZSL
ProShares UltraShort Silver
-57.85%-87.29%-42.43%-5.49%-28.09%-2.04%-74.44%-27.76%18.15%-18.99%
DGP
DB Gold Double Long Exchange Traded Notes
13.65%141.40%53.16%16.97%-5.54%-11.29%45.29%32.27%-7.48%24.20%

Returns By Period

In the year-to-date period, ZSL achieves a -57.85% return, which is significantly lower than DGP's 13.65% return. Over the past 10 years, ZSL has underperformed DGP with an annualized return of -44.59%, while DGP has yielded a comparatively higher 22.44% annualized return.


ZSL

1D
-14.31%
1M
41.39%
YTD
-57.85%
6M
-85.35%
1Y
-92.33%
3Y*
-68.82%
5Y*
-53.86%
10Y*
-44.59%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZSL vs. DGP - Expense Ratio Comparison

ZSL has a 1.32% expense ratio, which is higher than DGP's 0.75% expense ratio.


Return for Risk

ZSL vs. DGP — Risk / Return Rank

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

ZSL
ZSL Risk / Return Rank: 11
Overall Rank
ZSL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ZSL Sortino Ratio Rank: 00
Sortino Ratio Rank
ZSL Omega Ratio Rank: 00
Omega Ratio Rank
ZSL Calmar Ratio Rank: 00
Calmar Ratio Rank
ZSL Martin Ratio Rank: 22
Martin Ratio Rank

DGP
DGP Risk / Return Rank: 8787
Overall Rank
DGP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DGP Sortino Ratio Rank: 8686
Sortino Ratio Rank
DGP Omega Ratio Rank: 8383
Omega Ratio Rank
DGP Calmar Ratio Rank: 9090
Calmar Ratio Rank
DGP Martin Ratio Rank: 9090
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.

ZSL vs. DGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Silver (ZSL) 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.


ZSLDGPDifference

Sharpe ratio

Return per unit of total volatility

-0.79

1.84

-2.63

Sortino ratio

Return per unit of downside risk

-2.51

2.24

-4.75

Omega ratio

Gain probability vs. loss probability

0.73

1.32

-0.59

Calmar ratio

Return relative to maximum drawdown

-0.96

2.91

-3.87

Martin ratio

Return relative to average drawdown

-1.45

11.14

-12.59

ZSL vs. DGP - Sharpe Ratio Comparison

The current ZSL Sharpe Ratio is -0.79, which is lower than the DGP Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ZSL 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.


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Sharpe Ratios by Period


ZSLDGPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

1.84

-2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.75

1.01

-1.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.70

0.64

-1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

0.30

-0.98

Correlation

The correlation between ZSL and DGP is -0.76. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ZSL vs. DGP - Dividend Comparison

Neither ZSL nor DGP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZSL vs. DGP - Drawdown Comparison

The maximum ZSL drawdown since its inception was -100.00%, which is greater than DGP's maximum drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for ZSL and DGP.


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Drawdown Indicators


ZSLDGPDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-75.31%

-24.69%

Max Drawdown (1Y)

Largest decline over 1 year

-95.92%

-36.58%

-59.34%

Max Drawdown (5Y)

Largest decline over 5 years

-99.04%

-51.24%

-47.80%

Max Drawdown (10Y)

Largest decline over 10 years

-99.81%

-51.24%

-48.57%

Current Drawdown

Current decline from peak

-99.99%

-24.38%

-75.61%

Average Drawdown

Average peak-to-trough decline

-96.35%

-41.24%

-55.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

63.73%

9.54%

+54.19%

Volatility

ZSL vs. DGP - Volatility Comparison

ProShares UltraShort Silver (ZSL) has a higher volatility of 37.36% compared to DB Gold Double Long Exchange Traded Notes (DGP) at 25.22%. This indicates that ZSL's price experiences larger fluctuations and is considered to be riskier 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


ZSLDGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.36%

25.22%

+12.14%

Volatility (6M)

Calculated over the trailing 6-month period

104.15%

48.02%

+56.13%

Volatility (1Y)

Calculated over the trailing 1-year period

116.32%

55.31%

+61.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.42%

38.32%

+34.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.24%

34.93%

+29.31%