Verify GnuPG download with signature file - and it fails

I'm trying to verify the new GnuPG download (for OS X) using GnuPG. (First of all I'm not sure if you should verify a file with the old version of it, which I probably didn't verify back then to be honest.)

Guess what - the verification doesn't work:

gpg --verify GnuPG-2.1.2.dmg.sig GnuPG-2.1.2.dmg
gpg: Signature made Thu Feb 12 18:13:44 2015 CET using RSA key ID DD5F693B
gpg: Can't check signature: public key not found

How can I get this working on my Mac?