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3466.HK vs. DGRC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3466.HK vs. DGRC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Hang Seng High Dividend 30 Index ETF (3466.HK) and CI Canada Quality Dividend Growth Index ETF (DGRC.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3466.HK is traded in HKD, while DGRC.TO is traded in CAD. To make them comparable, the DGRC.TO values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3466.HK achieves a 13.10% return, which is significantly lower than DGRC.TO's 15.03% return.


3466.HK

1D
-0.74%
1M
-0.69%
YTD
13.10%
6M
11.63%
1Y
44.28%
3Y*
5Y*
10Y*

DGRC.TO

1D
0.95%
1M
1.10%
YTD
15.03%
6M
16.92%
1Y
32.94%
3Y*
19.35%
5Y*
10.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3466.HK vs. DGRC.TO - Yearly Performance Comparison


Correlation

The correlation between 3466.HK and DGRC.TO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2025

0.06

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Return for Risk

3466.HK vs. DGRC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

3466.HK
3466.HK Risk / Return Rank: 9090
Overall Rank
3466.HK Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
3466.HK Sortino Ratio Rank: 9191
Sortino Ratio Rank
3466.HK Omega Ratio Rank: 8989
Omega Ratio Rank
3466.HK Calmar Ratio Rank: 9191
Calmar Ratio Rank
3466.HK Martin Ratio Rank: 8787
Martin Ratio Rank

DGRC.TO
DGRC.TO Risk / Return Rank: 9191
Overall Rank
DGRC.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DGRC.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
DGRC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
DGRC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
DGRC.TO Martin Ratio Rank: 9292
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.

3466.HK vs. DGRC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hang Seng High Dividend 30 Index ETF (3466.HK) and CI Canada Quality Dividend Growth Index ETF (DGRC.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


3466.HKDGRC.TODifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.56

1.46

+0.10

Calmar ratioReturn relative to maximum drawdown

5.67

5.38

+0.29

Martin ratioReturn relative to average drawdown

18.47

17.82

+0.65

3466.HK vs. DGRC.TO - Sharpe Ratio Comparison

The current 3466.HK Sharpe Ratio is 3.21, which is comparable to the DGRC.TO Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of 3466.HK and DGRC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


3466.HKDGRC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.21

2.55

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

4.38

0.59

+3.79

Drawdowns

3466.HK vs. DGRC.TO - Drawdown Comparison

The maximum 3466.HK drawdown since its inception was -8.04%, smaller than the maximum DGRC.TO drawdown of -42.40%. Use the drawdown chart below to compare losses from any high point for 3466.HK and DGRC.TO.


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Drawdown Indicators


3466.HKDGRC.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.04%

-42.40%

+34.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-6.15%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-13.66%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

Current Drawdown

Current decline from peak

-3.53%

0.00%

-3.53%

Average Drawdown

Average peak-to-trough decline

-1.53%

-5.30%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

1.85%

+0.59%

Volatility

3466.HK vs. DGRC.TO - Volatility Comparison

Hang Seng High Dividend 30 Index ETF (3466.HK) has a higher volatility of 3.39% compared to CI Canada Quality Dividend Growth Index ETF (DGRC.TO) at 2.77%. This indicates that 3466.HK's price experiences larger fluctuations and is considered to be riskier than DGRC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3466.HKDGRC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

2.77%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

10.19%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

13.01%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

16.04%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.24%

18.16%

-3.92%

3466.HK vs. DGRC.TO - Expense Ratio Comparison

3466.HK has a 0.55% expense ratio, which is higher than DGRC.TO's 0.23% expense ratio.


Dividends

3466.HK vs. DGRC.TO - Dividend Comparison

3466.HK's dividend yield for the trailing twelve months is around 6.90%, more than DGRC.TO's 2.39% yield.


PositionTTM20252024202320222021202020192018
3466.HK
Hang Seng High Dividend 30 Index ETF
6.90%4.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRC.TO
CI Canada Quality Dividend Growth Index ETF
2.39%2.58%2.46%2.56%2.48%1.87%3.06%2.20%1.63%

Frequently Asked Questions


3466.HK and DGRC.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRC.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRC.TO is cheaper with a 0.23% expense ratio, compared with 0.55% for 3466.HK.

They also come from different issuers: Hang Seng Investment Management and CI Investments. Their fees differ too: 0.55% for 3466.HK and 0.23% for DGRC.TO.

Portfolio Optimizer

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