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it may improve performance and in some cases it can make a connection work that isn't but if you're just looking to lower your ping, it's not worth opening a massive security hole to do it. A dmz leaves every single port on your router wide open to hackers. Don't use it unless you absolutely have to.
Don't sticky this. There are too many drawbacks to using a dmz to justify using it. Learn a bit about your router and learn how to forward ports instead.
+1