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CDAY.NEO vs. DXQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDAY.NEO vs. DXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced Canadian Equity DayMAX ETF (CDAY.NEO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.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, CDAY.NEO achieves a 19.03% return, which is significantly higher than DXQ.TO's 8.37% return.


CDAY.NEO

1D
-0.11%
1M
2.25%
6M
14.95%
YTD
19.03%
1Y
36.81%
3Y*
5Y*
10Y*

DXQ.TO

1D
-0.39%
1M
0.65%
6M
6.27%
YTD
8.37%
1Y
16.09%
3Y*
16.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDAY.NEO vs. DXQ.TO - Yearly Performance Comparison


Correlation

The correlation between CDAY.NEO and DXQ.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.34

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Return for Risk

CDAY.NEO vs. DXQ.TO — Risk / Return Rank

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

CDAY.NEO
CDAY.NEO Risk / Return Rank: 9292
Overall Rank
CDAY.NEO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CDAY.NEO Sortino Ratio Rank: 9494
Sortino Ratio Rank
CDAY.NEO Omega Ratio Rank: 9494
Omega Ratio Rank
CDAY.NEO Calmar Ratio Rank: 8686
Calmar Ratio Rank
CDAY.NEO Martin Ratio Rank: 9292
Martin Ratio Rank

DXQ.TO
DXQ.TO Risk / Return Rank: 6868
Overall Rank
DXQ.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DXQ.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
DXQ.TO Omega Ratio Rank: 6969
Omega Ratio Rank
DXQ.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
DXQ.TO Martin Ratio Rank: 6060
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.

CDAY.NEO vs. DXQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced Canadian Equity DayMAX ETF (CDAY.NEO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.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.


CDAY.NEODXQ.TODifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.55

1.33

+0.22

Calmar ratioReturn relative to maximum drawdown

3.85

3.16

+0.69

Martin ratioReturn relative to average drawdown

17.39

8.70

+8.69

CDAY.NEO vs. DXQ.TO - Sharpe Ratio Comparison

The current CDAY.NEO Sharpe Ratio is 2.98, which is higher than the DXQ.TO Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of CDAY.NEO and DXQ.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

CDAY.NEO vs. DXQ.TO - Drawdown Comparison

The maximum CDAY.NEO drawdown since its inception was -9.65%, smaller than the maximum DXQ.TO drawdown of -15.54%. Use the drawdown chart below to compare losses from any high point for CDAY.NEO and DXQ.TO.


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Drawdown Indicators


CDAY.NEODXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-9.65%

-15.54%

+5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-5.11%

-4.54%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

Current Drawdown

Current decline from peak

-0.43%

-0.95%

+0.52%

Average Drawdown

Average peak-to-trough decline

-1.22%

-1.25%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

Volatility

CDAY.NEO vs. DXQ.TO - Volatility Comparison

Hamilton Enhanced Canadian Equity DayMAX ETF (CDAY.NEO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) have volatilities of 2.53% and 2.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDAY.NEODXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

2.47%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

7.57%

+3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

9.29%

+3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.57%

10.86%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.57%

10.86%

+1.71%

CDAY.NEO vs. DXQ.TO - Expense Ratio Comparison

CDAY.NEO has a 0.85% expense ratio, which is higher than DXQ.TO's 0.72% expense ratio.


Dividends

CDAY.NEO vs. DXQ.TO - Dividend Comparison

CDAY.NEO's dividend yield for the trailing twelve months is around 14.79%, more than DXQ.TO's 7.82% yield.


PositionTTM2025202420232022
CDAY.NEO
Hamilton Enhanced Canadian Equity DayMAX ETF
14.79%7.88%0.00%0.00%0.00%
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
7.82%7.45%5.74%6.54%1.83%

Frequently Asked Questions


CDAY.NEO and DXQ.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXQ.TO is cheaper at 0.72% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXQ.TO is cheaper with a 0.72% expense ratio, compared with 0.85% for CDAY.NEO.

They also come from different issuers: Hamilton Capital and Dynamic. Their fees differ too: 0.85% for CDAY.NEO and 0.72% for DXQ.TO.

Portfolio Optimizer

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