DXV.TO's Sortino Ratio of 3.12 indicates that for each unit of downside volatility, it generates 3.12 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 25, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
DXV.TO Sortino Ratio Rank
DXV.TO ranks above 90.3% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
DXV.TO Sortino Ratio Market Positioning
The chart shows DXV.TO's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.95 or lower
- Yellow zone (middle 50%): 0.95 to 2.45
- Green zone (top 25%): 2.45 or higher
- Top 1%: 13.85+
- Median: 1.79 — half of all investments score higher
How it compares to other similar ETFs
The table compares Dynamic Active Ultra Short Term Bond ETF's Sortino Ratio with other ETFs in the Ultrashort Bond, Corporate Bonds, Actively Managed category across multiple time periods, showing how DXV.TO's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| MNU-U.TO | Purpose USD Cash Management ETF | 38.79 | |||
| UBIL-U.TO | Global X 0-3 Month U.S. T-Bill ETF USD | 37.70 | |||
| VVSG.TO | Vanguard Canadian Ultra-Short Government Bond Index ETF | 13.69 | |||
| TCSH.TO | TD Cash Management ETF | 11.03 | |||
| RQO.TO | RBC Target 2026 Corporate Bond Index ETF | 7.08 | |||
| CBNK.TO | Mulvihill Canadian Bank Enhanced Yield ETF | 6.57 | |||
| PDF.TO | Purpose Core Dividend Fund | 5.81 | |||
| SYLD.TO | Purpose Strategic Yield Fund | 4.78 | |||
| HFR.TO | Global X Active Ultra-Short Term Investment Grade Bond ETF | 4.47 | |||
| RQP.TO | RBC Target 2027 Canadian Corporate Bond Index ETF | 4.29 | |||
| DXV.TO | Dynamic Active Ultra Short Term Bond ETF | 3.12 |
Historical Sortino Ratio
The chart shows DXV.TO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when DXV.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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