BLOV.TO vs. DXU.TO
BLOV.TO (Brompton North American Low Volatility Dividend ETF) and DXU.TO (Dynamic Active U.S. Dividend ETF) are both Dividend funds. Both are actively managed. Over the past 5 years, BLOV.TO returned 8.19%/yr vs 13.52%/yr for DXU.TO. At a 0.10 correlation, their price movements are largely independent.
Performance
BLOV.TO vs. DXU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BLOV.TO achieves a 13.38% return, which is significantly lower than DXU.TO's 23.13% return.
BLOV.TO
- 1D
- 0.22%
- 1M
- 1.49%
- 6M
- 12.19%
- YTD
- 13.38%
- 1Y
- 19.69%
- 3Y*
- 12.75%
- 5Y*
- 8.19%
- 10Y*
- —
DXU.TO
- 1D
- -1.02%
- 1M
- -1.48%
- 6M
- 19.20%
- YTD
- 23.13%
- 1Y
- 29.36%
- 3Y*
- 25.20%
- 5Y*
- 13.52%
- 10Y*
- —
BLOV.TO vs. DXU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.38% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
DXU.TO Dynamic Active U.S. Dividend ETF | 23.13% | 9.36% | 38.05% | 9.43% | -14.91% | 14.93% | 25.86% |
Correlation
The correlation between BLOV.TO and DXU.TO is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.10 |
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Return for Risk
BLOV.TO vs. DXU.TO — Risk / Return Rank
BLOV.TO
DXU.TO
BLOV.TO vs. DXU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton North American Low Volatility Dividend ETF (BLOV.TO) and Dynamic Active U.S. Dividend ETF (DXU.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.
| BLOV.TO | DXU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.28 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 3.22 | +0.72 |
| Martin ratioReturn relative to average drawdown | 13.24 | 9.33 | +3.92 |
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Drawdowns
BLOV.TO vs. DXU.TO - Drawdown Comparison
The maximum BLOV.TO drawdown since its inception was -46.98%, which is greater than DXU.TO's maximum drawdown of -29.23%. Use the drawdown chart below to compare losses from any high point for BLOV.TO and DXU.TO.
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Drawdown Indicators
| BLOV.TO | DXU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -29.23% | -17.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.23% | -9.15% | +3.92% |
Max Drawdown (3Y)Largest decline over 3 years | -41.86% | -23.80% | -18.06% |
Max Drawdown (5Y)Largest decline over 5 years | -46.98% | -24.83% | -22.15% |
Current DrawdownCurrent decline from peak | -1.43% | -5.44% | +4.01% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -6.63% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 3.16% | -1.60% |
Volatility
BLOV.TO vs. DXU.TO - Volatility Comparison
The current volatility for Brompton North American Low Volatility Dividend ETF (BLOV.TO) is 4.96%, while Dynamic Active U.S. Dividend ETF (DXU.TO) has a volatility of 5.83%. This indicates that BLOV.TO experiences smaller price fluctuations and is considered to be less risky than DXU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLOV.TO | DXU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 5.83% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 16.07% | -8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.20% | 19.84% | -10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.19% | 18.58% | +14.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 19.68% | +10.50% |
Dividends
BLOV.TO vs. DXU.TO - Dividend Comparison
BLOV.TO's dividend yield for the trailing twelve months is around 3.71%, while DXU.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% | 0.00% |
DXU.TO Dynamic Active U.S. Dividend ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.11% |
Frequently Asked Questions
BLOV.TO and DXU.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Brompton and Dynamic.
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