DB Gold Double Long ETN

10-Year Study

DGP.US · · US · ETF

Executive Summary: DB Gold Double Long ETN has compounded at 23.2% annually over the last 10 years, with a maximum drawdown of 42.1% and an annualized volatility of 29.3%.

1Y CAGR
+103.5%
3Y CAGR
+68.5%
5Y CAGR
+35.2%
10Y CAGR
+23.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
42.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +141.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -11.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202624.417.4-22.14.5————————18.7%
202511.93.417.910.1-0.50.6-1.810.622.16.19.93.9141.4%
2024-3.50.917.06.12.6-0.59.93.410.07.9-6.3-1.853.2%
202310.5-10.214.32.8-3.9-4.73.7-0.7-11.013.04.01.717.0%
2022-3.612.72.3-5.1-6.3-3.9-4.3-6.4-6.5-3.716.65.8-5.5%
2021-6.6-11.0-3.45.915.1-14.25.0-0.1-6.73.0-1.26.1-11.3%
20208.5-2.30.215.06.16.418.44.5-13.9-1.5-11.213.245.3%
201912.9-2.1-9.4-1.83.316.0-0.216.2-7.44.5-6.16.632.3%
20186.2-4.31.1-1.9-2.7-7.7-4.7-4.7-1.34.10.19.5-7.5%
201710.46.2-0.73.1-0.4-4.54.18.2-3.0-4.7-0.04.424.2%
2016———12.0-13.717.92.0-7.4-0.3-6.3-16.8-3.9-19.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 29.3%. The dominant macroeconomic risk driver is GLD.US, accounting for 94.8% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111204.16839817153
2016-05-019669.46904069303
2016-06-0111398.882779784548
2016-07-0111631.716906946265
2016-08-0110768.62832848512
2016-09-0110733.665249496533
2016-10-0110053.383626890005
2016-11-018367.164274526102
2016-12-018039.510277147334
2017-01-018878.624172873446
2017-02-019426.04609532334
2017-03-019361.354409743311
2017-04-019649.769843045744
2017-05-019613.847776747754
2017-06-019183.622095067609
2017-07-019560.304318639517
2017-08-0110345.075600166225
2017-09-0110037.400505066651
2017-10-019565.89841127769
2017-11-019561.902630821853
2017-12-019985.455359140748
2018-01-0110606.799220023657
2018-02-0110149.282357830132
2018-03-0110261.164210593613
2018-04-0110061.375187801683
2018-05-019789.662116804655
2018-06-019038.894926957133
2018-07-018616.500974970431
2018-08-018207.333056292555
2018-09-018099.446983984913
2018-10-018431.096761819519
2018-11-018439.088322731197
2018-12-019238.244413898923
2019-01-0110428.986989738838
2019-02-0110210.138094172555
2019-03-019250.231755266439
2019-04-019083.447879039735
2019-05-019386.088290764952
2019-06-0110887.50279704632
2019-07-0110864.527059425249
2019-08-0112626.666240450086
2019-09-0111686.85867723684
2019-10-0112209.986254515232
2019-11-0111459.898347345203
2019-12-0112219.21650736822
2020-01-0113254.003772016751
2020-02-0112946.328676917175
2020-03-0112978.294920563883
2020-04-0114924.2400025573
2020-05-0115831.28216603267
2020-06-0116838.218840904006
2020-07-0119934.948694178947
2020-08-0120828.005626058883
2020-09-0117925.071124892114
2020-10-0117661.349614806764
2020-11-0115683.438289166641
2020-12-0117753.25256529105
2021-01-0116582.488891730332
2021-02-0114752.42144295624
2021-03-0114249.352683566154
2021-04-0115087.387718569193
2021-05-0117361.66608061887
2021-06-0114890.275868682673
2021-07-0115638.805421474925
2021-08-0115623.501582329063
2021-09-0114582.680689192213
2021-10-0115019.459450819933
2021-11-0114846.322283668447
2021-12-0115748.889173033278
2022-01-0115178.731259789662
2022-02-0117110.53127896941
2022-03-0117507.512067256976
2022-04-0116612.137582712658
2022-05-0115557.531247003164
2022-06-0114944.218904836493
2022-07-0114302.856183869835
2022-08-0113391.538535306718
2022-09-0112524.574049803408
2022-10-0112059.265415720998
2022-11-0114063.149314324075
2022-12-0114876.490426110027
2023-01-0116444.6344660039
2023-02-0114768.604353802386
2023-03-0116876.858037911967
2023-04-0117346.042579036537
2023-05-0116670.396061758784
2023-06-0115883.227311958572
2023-07-0116469.807882875684
2023-08-0116357.206789630152
2023-09-0114558.066681584247
2023-10-0116447.271681104754
2023-11-0117109.97186970559
2023-12-0117401.304222740786
2024-01-0116798.26103634562
2024-02-0116944.10702298373
2024-03-0119819.071060959628
2024-04-0121025.79675862289
2024-05-0121564.427964069942
2024-06-0121461.976153182237
2024-07-0123579.10046990378
2024-08-0124381.652974458975
2024-09-0126826.311415145607
2024-10-0128953.704887638654
2024-11-0127133.34718537225
2024-12-0126651.016526547966
2025-01-0129822.547389956206
2025-02-0130822.051913179683
2025-03-0136353.6105872199
2025-04-0140017.74126522393
2025-05-0139817.952242431995
2025-06-0140057.69906978231
2025-07-0139326.47124636384
2025-08-0143486.078700891856
2025-09-0153104.60154077295
2025-10-0156368.474890515616
2025-11-0161930.601285043005
2025-12-0164336.06111945785
2026-01-0180011.50784771281
2026-02-0193908.8322731196
2026-03-0173114.79078093533
2026-04-0176387.33497426717
Annual Return Matrix
YearAnnual Return
20170.24204771371769374
2018-0.07482993197278898
20190.32267733564013845
20200.4528961455577609
2021-0.1129011928876884
2022-0.055394303518057186
20230.16971837606263684
20240.5315528184214637
20251.4140190320834685
20260.1873175579156574
Total Factor Risk
0.29292315169943145
VTI.US Exposure
0.025341154870196995
VEA.US Exposure
0.023488819190442906
VWO.US Exposure
0.0013376828993592466
QQQ.US Exposure
-0.0028986369038792653
VTV.US Exposure
-0.004839964218279511
IJR.US Exposure
-0.005909975389755113
QUAL.US Exposure
-0.010145749078321756
SHV.US Exposure
0.02097153002124402
TLT.US Exposure
0.007578843415880893
LQD.US Exposure
-0.01936921132423353
HYG.US Exposure
0.0026469521240587847
GLD.US Exposure
0.9475853951813628
USO.US Exposure
0.004230860344210575
VNQ.US Exposure
0.00014030379807186206
BTC-USD.CC Exposure
-0.0004413383769997645
CPER.US Exposure
-0.0012451326130054718
VIX.INDX Exposure
0.0005942777070442546
UUP.US Exposure
-0.005122941881369193
TIP.US Exposure
0.011272180107517349
Idiosyncratic Exposure
0.004784950126453825
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-5.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+23.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
21.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is DB Gold Double Long ETN a high-risk investment?

DB Gold Double Long ETN (DGP.US) has an annualized volatility of 29.3% and experienced a maximum drawdown of 42.1% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of DGP.US?

Over the past 10 years, DGP.US has generated a Compound Annual Growth Rate (CAGR) of 23.2%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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