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Dynamic Active Bond ETF (DXBB.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
26784M108
Issuer
Dynamic
Inception Date
Oct 31, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Dynamic Active Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

DXBB.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Dynamic Active Bond ETF (DXBB.TO) has returned 0.40% so far this year and 1.58% over the past 12 months.


Dynamic Active Bond ETF

1D
0.31%
1M
-1.59%
YTD
0.40%
6M
0.44%
1Y
1.58%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 31, 2024, DXBB.TO's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, your investment would double in approximately 21.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Sep 2025 with a return of +1.8%, while the worst month was Mar 2026 at -1.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, DXBB.TO closed higher 50% of trading days. The best single day was Jan 16, 2025 with a return of +1.4%, while the worst single day was Dec 5, 2025 at -1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.61%1.41%-1.59%0.40%
20250.75%1.09%-0.20%-1.04%0.35%-0.05%-0.35%0.41%1.83%0.95%0.10%-1.00%2.85%
20241.28%0.04%1.32%

Benchmark Metrics

Dynamic Active Bond ETF has an annualized alpha of 2.59%, beta of 0.04, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since November 01, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (13.93%) than losses (6.37%) — typical of diversified or defensive assets.
  • Beta of 0.04 may look defensive, but with R² of 0.02 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.02 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.59%
Beta
0.04
0.02
Upside Capture
13.93%
Downside Capture
6.37%

Expense Ratio

DXBB.TO has an expense ratio of 0.33%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DXBB.TO ranks 23 for risk / return — below 23% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DXBB.TO Risk / Return Rank: 2323
Overall Rank
DXBB.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DXBB.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
DXBB.TO Omega Ratio Rank: 1818
Omega Ratio Rank
DXBB.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
DXBB.TO Martin Ratio Rank: 2424
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dynamic Active Bond ETF (DXBB.TO) and compare them to a chosen benchmark (S&P 500 Index).


DXBB.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.69

-0.34

Sortino ratio

Return per unit of downside risk

0.50

1.06

-0.56

Omega ratio

Gain probability vs. loss probability

1.07

1.17

-0.10

Calmar ratio

Return relative to maximum drawdown

0.84

1.14

-0.30

Martin ratio

Return relative to average drawdown

1.85

4.22

-2.36

Explore DXBB.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Dynamic Active Bond ETF provided a 4.27% dividend yield over the last twelve months, with an annual payout of CA$0.84 per share.


1.00%2.00%3.00%4.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.8020242025
Dividends
Dividend Yield
PeriodTTM20252024
DividendCA$0.84CA$0.84CA$0.18

Dividend yield

4.27%4.24%0.89%

Monthly Dividends

The table displays the monthly dividend distributions for Dynamic Active Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.07CA$0.07CA$0.07CA$0.21
2025CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.84
2024CA$0.07CA$0.11CA$0.18

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Dynamic Active Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dynamic Active Bond ETF was 3.23%, occurring on Apr 14, 2025. Recovery took 104 trading sessions.

The current Dynamic Active Bond ETF drawdown is 1.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.23%Mar 5, 202529Apr 14, 2025104Sep 12, 2025133
-3.2%Dec 9, 202424Jan 14, 202515Feb 4, 202539
-2.79%Feb 25, 202618Mar 20, 2026
-2.03%Oct 29, 202530Dec 9, 202545Feb 13, 202675
-1.59%Nov 13, 20248Nov 22, 20243Nov 27, 202411

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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