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Issuer
Dynamic
Inception Date
Sep 27, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

DXG.TO Performance Chart

Dynamic Active Global Dividend ETF (DXG.TO) is up 19.8% since the beginning of the year. DXG.TO is currently trading at CA$91 per share. Investors who bought CA$1,000 worth of DXG.TO shares 5 years ago would now be looking at an investment worth CA$2,068.


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S&P 500 Index

Returns By Period

Dynamic Active Global Dividend ETF (DXG.TO) has returned 19.78% so far this year and 25.99% over the past 12 months.


Dynamic Active Global Dividend ETF

1D
-1.01%
1M
-3.57%
6M
15.35%
YTD
19.78%
1Y
25.99%
3Y*
31.35%
5Y*
15.64%
10Y*

Benchmark (S&P 500 Index)

1D
-0.31%
1M
0.87%
6M
10.62%
YTD
13.50%
1Y
24.35%
3Y*
21.67%
5Y*
14.33%
10Y*
14.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXG.TO Monthly Returns History

Based on dividend-adjusted daily data since Jan 25, 2017, DXG.TO's average daily return is +0.07%, while the average monthly return is +1.47%. At this rate, an investment would double in approximately 4.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Dec 2024 with a return of +11.8%, while the worst month was Jan 2022 at -9.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DXG.TO closed higher 54% of trading days. The best single day was Dec 30, 2024 with a return of +12.2%, while the worst single day was Mar 16, 2020 at -10.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.04%4.10%-6.61%10.79%8.22%7.70%-6.49%19.78%
20255.09%-3.03%-7.72%-2.55%8.29%8.26%3.55%-0.72%1.69%4.51%-0.93%-2.54%13.33%
20246.92%10.41%2.76%-2.52%3.17%3.74%-1.64%-1.39%3.58%2.16%6.88%11.82%55.25%
20230.38%-0.85%1.66%0.33%-1.12%0.80%1.59%2.33%-4.63%0.74%8.19%0.99%10.41%
2022-9.10%-2.26%-2.94%-6.07%0.69%-3.91%2.12%-0.95%-1.34%8.32%0.09%-1.52%-16.50%
2021-1.81%3.83%-2.26%2.66%-1.83%1.98%1.89%3.60%-7.03%5.42%3.12%0.89%10.24%

Benchmark Metrics

Dynamic Active Global Dividend ETF has an annualized alpha of 9.02%, beta of 0.70, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since January 25, 2017.

  • This ETF captured 102.69% of S&P 500 Index gains but only 77.05% of its losses - a favorable profile for investors.
  • R2 of 0.49 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
9.02%
Beta
0.70
0.49
Upside Capture
102.69%
Downside Capture
77.05%

Return for Risk

Risk / Return Rank

DXG.TO ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DXG.TO Risk / Return Rank: 4545
Overall Rank
DXG.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DXG.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
DXG.TO Omega Ratio Rank: 3737
Omega Ratio Rank
DXG.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
DXG.TO Martin Ratio Rank: 5555
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 Global Dividend ETF (DXG.TO) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DXG.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

2.21

2.67

-0.46

Martin ratioReturn relative to average drawdown

7.78

9.87

-2.09

Dividends

Dividend History

Dynamic Active Global Dividend ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of CA$0.00 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%CA$0.00CA$2.00CA$4.00CA$6.00CA$8.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
DividendCA$0.00CA$0.00CA$8.21CA$0.25CA$0.08CA$0.01CA$0.00CA$0.00CA$0.00CA$0.02

Dividend yield

0.00%0.00%12.23%0.50%0.17%0.02%0.00%0.00%0.00%0.06%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2025CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2024CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$8.21CA$8.21
2023CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.25CA$0.25
2022CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.08CA$0.08
2021CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.01CA$0.01

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 Global Dividend 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 Global Dividend ETF was 26.03%, occurring on Jun 20, 2022. Recovery took 407 trading sessions.

The current Dynamic Active Global Dividend ETF drawdown is 6.49%.


Drawdown

Fall

Recovery

Underwater

Related event

-26.03%Jun 2022
5mo 22d1y 7mo
2y 1moDec 2021 - Feb 2024
Bear market2022
-22.90%Apr 2025
2mo 14d2mo 23d
5mo 7dJan 2025 - Jun 2025
2025 selloff2025
-22.26%Mar 2020
25d2mo 5d
3moFeb 2020 - May 2020
COVID crash2020
-16.96%Dec 2018
2mo 27d2mo 7d
5mo 4dSep 2018 - Mar 2019
Rate-hike selloffLate 2018
-13.61%Aug 2024
26d2mo 4d
3moJul 2024 - Oct 2024

Drawdown Indicators


DXG.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.03%

-48.87%

+22.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-9.17%

-2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-22.90%

-19.59%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-26.03%

-23.14%

-2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-6.49%

-0.82%

-5.67%

Average Drawdown

Average peak-to-trough decline

-6.18%

-9.63%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.47%

+0.88%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DXG.TO

Add Dynamic Active Global Dividend ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DXG.TO