PortfoliosLab logoPortfoliosLab logo
Issuer
Dynamic
Inception Date
Feb 14, 2020
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

DXW.TO Performance Chart

Dynamic Active International Dividend ETF (DXW.TO) is up 10.2% since the beginning of the year. DXW.TO is currently trading at CA$28 per share. Investors who bought CA$1,000 worth of DXW.TO shares 5 years ago would now be looking at an investment worth CA$1,268.


Loading charts...

S&P 500 Index

Returns By Period

Dynamic Active International Dividend ETF (DXW.TO) has returned 10.24% so far this year and 18.54% over the past 12 months.


Dynamic Active International Dividend ETF

1D
-0.32%
1M
2.39%
6M
6.33%
YTD
10.24%
1Y
18.54%
3Y*
12.00%
5Y*
4.87%
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)

DXW.TO Monthly Returns History

Based on dividend-adjusted daily data since Feb 20, 2020, DXW.TO's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +15.7%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DXW.TO closed higher 45% of trading days. The best single day was Apr 17, 2020 with a return of +15.6%, while the worst single day was Mar 13, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.16%2.03%-7.70%3.56%6.79%1.94%1.66%10.24%
20254.97%0.96%-0.13%-0.29%5.55%1.38%0.22%1.82%1.66%2.43%-1.00%1.32%20.35%
2024-1.75%-0.00%4.30%0.08%1.07%-0.86%3.32%-2.35%2.56%-4.19%-1.24%0.36%0.97%
20236.83%-1.57%3.05%1.80%-2.89%-0.16%3.84%-0.88%-4.36%-1.05%7.09%3.87%15.88%
2022-6.51%-2.94%1.25%-6.68%-1.38%-9.17%1.67%-2.29%-7.36%2.74%10.17%1.48%-18.80%
20211.00%3.07%1.68%0.00%2.22%0.30%-0.62%1.79%-4.00%0.65%-1.72%5.09%9.57%

Benchmark Metrics

Dynamic Active International Dividend ETF has an annualized alpha of 7.44%, beta of 0.12, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since February 20, 2020.

  • This ETF participated in 73.07% of S&P 500 Index downside but only 59.88% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.12 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
7.44%
Beta
0.12
0.02
Upside Capture
59.88%
Downside Capture
73.07%

Return for Risk

Risk / Return Rank

DXW.TO ranks 43 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.


DXW.TO Risk / Return Rank: 4343
Overall Rank
DXW.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DXW.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
DXW.TO Omega Ratio Rank: 4646
Omega Ratio Rank
DXW.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
DXW.TO Martin Ratio Rank: 4545
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 International Dividend ETF (DXW.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.


DXW.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.25

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.82

2.67

-0.85

Martin ratioReturn relative to average drawdown

6.16

9.87

-3.71

Dividends

Dividend History

Dynamic Active International Dividend ETF provided a 1.58% dividend yield over the last twelve months, with an annual payout of CA$0.45 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.50CA$0.60202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
DividendCA$0.45CA$0.61CA$0.49CA$0.43CA$0.46CA$0.33CA$0.22

Dividend yield

1.58%2.38%2.21%1.94%2.36%1.35%0.97%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.03CA$0.00CA$0.00CA$0.01CA$0.08CA$0.10CA$0.00CA$0.22
2025CA$0.03CA$0.00CA$0.01CA$0.01CA$0.13CA$0.20CA$0.05CA$0.01CA$0.03CA$0.09CA$0.00CA$0.04CA$0.61
2024CA$0.02CA$0.00CA$0.06CA$0.02CA$0.17CA$0.05CA$0.04CA$0.00CA$0.04CA$0.05CA$0.01CA$0.03CA$0.49
2023CA$0.00CA$0.00CA$0.00CA$0.01CA$0.12CA$0.10CA$0.02CA$0.00CA$0.00CA$0.12CA$0.01CA$0.05CA$0.43
2022CA$0.00CA$0.00CA$0.00CA$0.00CA$0.17CA$0.17CA$0.02CA$0.05CA$0.00CA$0.00CA$0.03CA$0.03CA$0.46
2021CA$0.00CA$0.00CA$0.00CA$0.00CA$0.06CA$0.09CA$0.03CA$0.00CA$0.01CA$0.11CA$0.03CA$0.01CA$0.33

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Dynamic Active International 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 International Dividend ETF was 30.99%, occurring on Sep 26, 2022. Recovery took 607 trading sessions.

The current Dynamic Active International Dividend ETF drawdown is 1.36%.


Drawdown

Fall

Recovery

Underwater

Related event

-30.99%Sep 2022
1y 18d2y 5mo
3y 5moSep 2021 - Feb 2025
Bear market2022
-17.68%Mar 2020
18d4mo 2d
4mo 20dFeb 2020 - Jul 2020
COVID crash2020
-14.39%Apr 2025
28d1mo 4d
2mo 2dMar 2025 - May 2025
2025 selloff2025
-10.23%Mar 2026
2mo 9d1mo 27d
4mo 6dJan 2026 - May 2026
-6.07%Nov 2025
23d1mo 16d
2mo 9dOct 2025 - Jan 2026

Drawdown Indicators


DXW.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.99%

-48.87%

+17.88%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-9.17%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.39%

-19.59%

+5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-30.99%

-23.14%

-7.85%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-1.36%

-0.82%

-0.54%

Average Drawdown

Average peak-to-trough decline

-7.52%

-9.63%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.47%

+0.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with DXW.TO

Add Dynamic Active International 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 DXW.TO