DGR.TO vs. DXU.TO
DGR.TO (CI U.S. Quality Dividend Growth Index ETF) and DXU.TO (Dynamic Active U.S. Dividend ETF) are both Dividend funds. Over the past 5 years, DGR.TO returned 10.28%/yr vs 15.31%/yr for DXU.TO. At a 0.48 correlation, their price movements are largely independent.
Performance
DGR.TO vs. DXU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DGR.TO achieves a 5.64% return, which is significantly lower than DXU.TO's 31.08% return.
DGR.TO
- 1D
- 0.37%
- 1M
- -1.64%
- YTD
- 5.64%
- 6M
- 5.56%
- 1Y
- 13.36%
- 3Y*
- 12.68%
- 5Y*
- 10.28%
- 10Y*
- —
DXU.TO
- 1D
- 2.55%
- 1M
- 7.59%
- YTD
- 31.08%
- 6M
- 30.49%
- 1Y
- 38.25%
- 3Y*
- 28.23%
- 5Y*
- 15.31%
- 10Y*
- —
DGR.TO vs. DXU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGR.TO CI U.S. Quality Dividend Growth Index ETF | 5.64% | 10.57% | 16.04% | 17.92% | -8.16% | 24.28% | 10.08% | 28.48% | -7.88% | 9.38% |
DXU.TO Dynamic Active U.S. Dividend ETF | 31.08% | 9.36% | 38.05% | 9.43% | -14.91% | 14.93% | 24.17% | 17.48% | 12.64% | 8.14% |
Correlation
The correlation between DGR.TO and DXU.TO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.48 |
The correlation between DGR.TO and DXU.TO has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.
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Return for Risk
DGR.TO vs. DXU.TO — Risk / Return Rank
DGR.TO
DXU.TO
DGR.TO vs. DXU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI U.S. Quality Dividend Growth Index ETF (DGR.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.
| DGR.TO | DXU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 4.20 | -2.63 |
| Martin ratioReturn relative to average drawdown | 6.30 | 12.61 | -6.31 |
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Drawdowns
DGR.TO vs. DXU.TO - Drawdown Comparison
The maximum DGR.TO drawdown since its inception was -30.73%, 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 DGR.TO and DXU.TO.
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Drawdown Indicators
| DGR.TO | DXU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.73% | -29.23% | -1.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -9.15% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -16.65% | -23.80% | +7.15% |
Max Drawdown (5Y)Largest decline over 5 years | -17.92% | -24.83% | +6.91% |
Current DrawdownCurrent decline from peak | -2.31% | 0.00% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -6.64% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.04% | -0.91% |
Volatility
DGR.TO vs. DXU.TO - Volatility Comparison
The current volatility for CI U.S. Quality Dividend Growth Index ETF (DGR.TO) is 3.43%, while Dynamic Active U.S. Dividend ETF (DXU.TO) has a volatility of 9.50%. This indicates that DGR.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
| DGR.TO | DXU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 9.50% | -6.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 15.87% | -7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 19.78% | -9.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 18.55% | -4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 19.69% | -4.46% |
Dividends
DGR.TO vs. DXU.TO - Dividend Comparison
DGR.TO's dividend yield for the trailing twelve months is around 1.15%, while DXU.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DGR.TO CI U.S. Quality Dividend Growth Index ETF | 1.15% | 1.24% | 0.94% | 1.53% | 1.70% | 1.26% | 1.29% | 1.67% | 1.94% | 1.29% | 0.62% |
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% | 0.00% |
Frequently Asked Questions
DGR.TO and DXU.TO have a correlation of 0.47, 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: CI and Dynamic.
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