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BASE.TO vs. DXMO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BASE.TO vs. DXMO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Global Materials & Mining Enhanced Yield Index ETF (BASE.TO) and Dynamic Active Mining Opportunities ETF (DXMO.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BASE.TO achieves a 20.51% return, which is significantly higher than DXMO.TO's 4.35% return.


BASE.TO

1D
-2.79%
1M
-3.61%
YTD
20.51%
6M
17.54%
1Y
47.44%
3Y*
15.57%
5Y*
8.84%
10Y*

DXMO.TO

1D
-4.50%
1M
-0.55%
YTD
4.35%
6M
2.59%
1Y
56.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BASE.TO vs. DXMO.TO - Yearly Performance Comparison


2026 (YTD)20252024
BASE.TO
Evolve Global Materials & Mining Enhanced Yield Index ETF
20.51%30.33%-11.85%
DXMO.TO
Dynamic Active Mining Opportunities ETF
4.35%86.60%-9.21%

Correlation

The correlation between BASE.TO and DXMO.TO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2024

0.59

The correlation between BASE.TO and DXMO.TO shifts across timeframes, from 0.59 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BASE.TO vs. DXMO.TO — Risk / Return Rank

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

BASE.TO
BASE.TO Risk / Return Rank: 6666
Overall Rank
BASE.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BASE.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
BASE.TO Omega Ratio Rank: 6262
Omega Ratio Rank
BASE.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
BASE.TO Martin Ratio Rank: 7272
Martin Ratio Rank

DXMO.TO
DXMO.TO Risk / Return Rank: 4646
Overall Rank
DXMO.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DXMO.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
DXMO.TO Omega Ratio Rank: 4545
Omega Ratio Rank
DXMO.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
DXMO.TO Martin Ratio Rank: 4343
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.

BASE.TO vs. DXMO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Global Materials & Mining Enhanced Yield Index ETF (BASE.TO) and Dynamic Active Mining Opportunities ETF (DXMO.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.

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.


BASE.TODXMO.TODifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

3.04

2.30

+0.74

Martin ratioReturn relative to average drawdown

12.44

6.42

+6.02

BASE.TO vs. DXMO.TO - Sharpe Ratio Comparison

The current BASE.TO Sharpe Ratio is 2.04, which is higher than the DXMO.TO Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of BASE.TO and DXMO.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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Drawdowns

BASE.TO vs. DXMO.TO - Drawdown Comparison

The maximum BASE.TO drawdown since its inception was -33.43%, which is greater than DXMO.TO's maximum drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for BASE.TO and DXMO.TO.


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Drawdown Indicators


BASE.TODXMO.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-26.12%

-7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-15.68%

-26.12%

+10.44%

Max Drawdown (3Y)

Largest decline over 3 years

-24.11%

Max Drawdown (5Y)

Largest decline over 5 years

-33.43%

Current Drawdown

Current decline from peak

-8.03%

-16.37%

+8.34%

Average Drawdown

Average peak-to-trough decline

-9.26%

-5.84%

-3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

9.12%

-5.30%

Volatility

BASE.TO vs. DXMO.TO - Volatility Comparison

The current volatility for Evolve Global Materials & Mining Enhanced Yield Index ETF (BASE.TO) is 7.88%, while Dynamic Active Mining Opportunities ETF (DXMO.TO) has a volatility of 14.57%. This indicates that BASE.TO experiences smaller price fluctuations and is considered to be less risky than DXMO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BASE.TODXMO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

14.57%

-6.69%

Volatility (6M)

Calculated over the trailing 6-month period

18.86%

31.98%

-13.12%

Volatility (1Y)

Calculated over the trailing 1-year period

23.41%

38.30%

-14.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.10%

39.82%

-16.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

39.82%

-13.42%

BASE.TO vs. DXMO.TO - Expense Ratio Comparison

BASE.TO has a 0.00% expense ratio, which is lower than DXMO.TO's 0.74% expense ratio.


Dividends

BASE.TO vs. DXMO.TO - Dividend Comparison

BASE.TO's dividend yield for the trailing twelve months is around 8.45%, while DXMO.TO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BASE.TO
Evolve Global Materials & Mining Enhanced Yield Index ETF
8.45%9.55%11.20%8.80%8.96%5.95%4.67%2.88%
DXMO.TO
Dynamic Active Mining Opportunities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BASE.TO and DXMO.TO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BASE.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BASE.TO is cheaper with a 0.00% expense ratio, compared with 0.74% for DXMO.TO.

They also come from different issuers: Evolve and Dynamic. Their fees differ too: 0.00% for BASE.TO and 0.74% for DXMO.TO.

Portfolio Optimizer

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