DCC.TO vs. DXO.TO
DCC.TO (Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF) and DXO.TO (Dynamic Active Crossover Bond ETF) are both Corporate Bonds funds. Both are actively managed. Over the past 5 years, DCC.TO returned 2.70%/yr vs 2.78%/yr for DXO.TO. At a 0.18 correlation, their price movements are largely independent.
Performance
DCC.TO vs. DXO.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DCC.TO achieves a 1.35% return, which is significantly lower than DXO.TO's 1.86% return.
DCC.TO
- 1D
- 0.10%
- 1M
- -0.15%
- 6M
- 0.77%
- YTD
- 1.35%
- 1Y
- 3.63%
- 3Y*
- 5.94%
- 5Y*
- 2.70%
- 10Y*
- —
DXO.TO
- 1D
- 0.21%
- 1M
- 0.21%
- 6M
- 1.45%
- YTD
- 1.86%
- 1Y
- 5.69%
- 3Y*
- 7.29%
- 5Y*
- 2.78%
- 10Y*
- —
DCC.TO vs. DXO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCC.TO Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF | 1.35% | 4.65% | 6.97% | 6.59% | -4.65% | -1.47% | 6.44% | 5.04% | 0.59% | -0.19% |
DXO.TO Dynamic Active Crossover Bond ETF | 1.86% | 6.82% | 6.51% | 11.28% | -12.16% | 5.03% | 10.15% | 12.26% | -1.94% | 2.64% |
Correlation
The correlation between DCC.TO and DXO.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2017 | 0.18 |
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Return for Risk
DCC.TO vs. DXO.TO — Risk / Return Rank
DCC.TO
DXO.TO
DCC.TO vs. DXO.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) and Dynamic Active Crossover Bond ETF (DXO.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.
| DCC.TO | DXO.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 2.37 | -0.26 |
| Martin ratioReturn relative to average drawdown | 6.97 | 10.24 | -3.27 |
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Drawdowns
DCC.TO vs. DXO.TO - Drawdown Comparison
The maximum DCC.TO drawdown since its inception was -8.95%, smaller than the maximum DXO.TO drawdown of -17.61%. Use the drawdown chart below to compare losses from any high point for DCC.TO and DXO.TO.
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Drawdown Indicators
| DCC.TO | DXO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.95% | -17.61% | +8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.73% | -2.41% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -1.73% | -3.78% | +2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -8.45% | -15.91% | +7.46% |
Current DrawdownCurrent decline from peak | -0.52% | -0.51% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -2.94% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 0.56% | -0.04% |
Volatility
DCC.TO vs. DXO.TO - Volatility Comparison
The current volatility for Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) is 0.82%, while Dynamic Active Crossover Bond ETF (DXO.TO) has a volatility of 0.97%. This indicates that DCC.TO experiences smaller price fluctuations and is considered to be less risky than DXO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCC.TO | DXO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 0.97% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.00% | 2.65% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.74% | 3.34% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.41% | 5.63% | -2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 7.74% | -4.32% |
Dividends
DCC.TO vs. DXO.TO - Dividend Comparison
DCC.TO's dividend yield for the trailing twelve months is around 3.32%, less than DXO.TO's 5.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DCC.TO Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF | 3.32% | 3.28% | 3.28% | 3.02% | 3.40% | 3.13% | 3.00% | 3.09% | 3.15% | 2.41% |
DXO.TO Dynamic Active Crossover Bond ETF | 5.31% | 5.55% | 5.61% | 5.65% | 5.29% | 4.15% | 4.20% | 3.96% | 4.31% | 2.15% |
Frequently Asked Questions
DCC.TO and DXO.TO have a correlation of 0.25, 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: Desjardins and Dynamic.
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