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Dynamic Active U.S. Dividend ETF (DXU.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Dynamic
Inception Date
Sep 27, 2024
Category
Dividend
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Dynamic Active U.S. Dividend ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Dynamic Active U.S. Dividend 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

DXU.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 U.S. Dividend ETF (DXU.TO) has returned 1.07% so far this year and 22.61% over the past 12 months.


Dynamic Active U.S. Dividend ETF

1D
2.02%
1M
-4.43%
YTD
1.07%
6M
1.81%
1Y
22.61%
3Y*
18.77%
5Y*
9.37%
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 3, 2017, DXU.TO's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +12.0%, while the worst month was Jan 2022 at -10.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, DXU.TO closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -7.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.91%4.79%-4.43%1.07%
20253.84%-4.99%-8.62%-2.77%8.39%9.15%3.57%-1.28%2.40%5.09%-0.29%-3.87%9.36%
20247.00%11.30%1.81%-2.45%1.84%5.33%-1.66%-1.12%2.50%2.59%7.52%-1.02%38.05%
2023-0.24%0.85%-0.94%-1.04%0.65%3.47%0.85%1.41%-5.25%0.83%8.25%0.74%9.43%
2022-10.01%-0.85%-0.13%-5.75%-0.36%-3.13%1.85%0.10%0.48%7.30%-1.28%-3.27%-14.91%
2021-2.25%7.74%-1.44%1.82%-3.31%1.69%3.39%4.88%-7.11%6.99%2.98%-0.34%14.93%

Benchmark Metrics

Dynamic Active U.S. Dividend ETF has an annualized alpha of 4.61%, beta of 0.86, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since October 04, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.56%) than losses (85.77%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 4.61% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.86 and R² of 0.57, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
4.61%
Beta
0.86
0.57
Upside Capture
99.56%
Downside Capture
85.77%

Expense Ratio

DXU.TO has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DXU.TO ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DXU.TO Risk / Return Rank: 6161
Overall Rank
DXU.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DXU.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
DXU.TO Omega Ratio Rank: 5555
Omega Ratio Rank
DXU.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DXU.TO Martin Ratio Rank: 6363
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 U.S. Dividend ETF (DXU.TO) and compare them to a chosen benchmark (S&P 500 Index).


DXU.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.69

+0.37

Sortino ratio

Return per unit of downside risk

1.48

1.06

+0.42

Omega ratio

Gain probability vs. loss probability

1.21

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

2.03

1.14

+0.89

Martin ratio

Return relative to average drawdown

6.49

4.22

+2.27

Explore DXU.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 U.S. 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%0.05%0.10%0.15%0.20%CA$0.00CA$0.02CA$0.04CA$0.06CA$0.08CA$0.10201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
DividendCA$0.00CA$0.00CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.00CA$0.00CA$0.03

Dividend yield

0.00%0.00%0.00%0.00%0.22%0.00%0.00%0.00%0.00%0.10%

Monthly Dividends

The table displays the monthly dividend distributions for Dynamic Active U.S. 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$0.00
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$0.00CA$0.00
2023CA$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
2022CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.09CA$0.09
2021CA$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

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 U.S. 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 U.S. Dividend ETF was 27.05%, occurring on Mar 23, 2020. Recovery took 75 trading sessions.

The current Dynamic Active U.S. Dividend ETF drawdown is 6.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.05%Feb 20, 202023Mar 23, 202075Jul 9, 202098
-24.83%Nov 19, 2021144Jun 16, 2022409Feb 2, 2024553
-23.8%Jan 24, 202550Apr 4, 202577Jul 25, 2025127
-14.45%Sep 28, 201861Dec 24, 201833Feb 12, 201994
-13.19%Jul 11, 202419Aug 7, 202444Oct 9, 202463

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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