DLR.TO vs. WFC.TO
DLR.TO (Global X U.S. Dollar Currency ETF) is Currency fund actively managed by Global X, while WFC.TO (Wall Financial Corporation) is a stock. Over the past 10 years, DLR.TO returned 2.47%/yr vs 6.25%/yr for WFC.TO. At a correlation of -0.03, they often move in opposite directions.
Performance
DLR.TO vs. WFC.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DLR.TO achieves a 4.60% return, which is significantly lower than WFC.TO's 21.98% return. Over the past 10 years, DLR.TO has underperformed WFC.TO with an annualized return of 2.47%, while WFC.TO has yielded a comparatively higher 6.25% annualized return.
DLR.TO
- 1D
- 0.07%
- 1M
- 1.45%
- 6M
- 3.41%
- YTD
- 4.60%
- 1Y
- 6.59%
- 3Y*
- 5.96%
- 5Y*
- 5.33%
- 10Y*
- 2.47%
WFC.TO
- 1D
- 0.00%
- 1M
- -2.67%
- 6M
- 21.59%
- YTD
- 21.98%
- 1Y
- 13.01%
- 3Y*
- -0.38%
- 5Y*
- 4.00%
- 10Y*
- 6.25%
DLR.TO vs. WFC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLR.TO Global X U.S. Dollar Currency ETF | 4.60% | -1.34% | 12.85% | 1.81% | 8.33% | -0.93% | -2.21% | -3.68% | 9.77% | -6.51% |
WFC.TO Wall Financial Corporation | 21.98% | -1.62% | -15.51% | 64.43% | -4.39% | -19.31% | -47.89% | 51.64% | -0.66% | 28.57% |
Correlation
The correlation between DLR.TO and WFC.TO is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2011 | -0.03 |
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Return for Risk
DLR.TO vs. WFC.TO — Risk / Return Rank
DLR.TO
WFC.TO
DLR.TO vs. WFC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Dollar Currency ETF (DLR.TO) and Wall Financial Corporation (WFC.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.
| DLR.TO | WFC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.12 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 0.81 | +0.87 |
| Martin ratioReturn relative to average drawdown | 4.44 | 1.48 | +2.96 |
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Drawdowns
DLR.TO vs. WFC.TO - Drawdown Comparison
The maximum DLR.TO drawdown since its inception was -17.60%, smaller than the maximum WFC.TO drawdown of -70.67%. Use the drawdown chart below to compare losses from any high point for DLR.TO and WFC.TO.
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Drawdown Indicators
| DLR.TO | WFC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.60% | -70.67% | +53.07% |
Max Drawdown (1Y)Largest decline over 1 year | -3.94% | -16.08% | +12.14% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -61.20% | +55.43% |
Max Drawdown (5Y)Largest decline over 5 years | -5.77% | -61.20% | +55.43% |
Max Drawdown (10Y)Largest decline over 10 years | -17.60% | -70.67% | +53.07% |
Current DrawdownCurrent decline from peak | -0.37% | -39.99% | +39.62% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -27.13% | +20.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 8.83% | -7.34% |
Volatility
DLR.TO vs. WFC.TO - Volatility Comparison
The current volatility for Global X U.S. Dollar Currency ETF (DLR.TO) is 1.05%, while Wall Financial Corporation (WFC.TO) has a volatility of 10.94%. This indicates that DLR.TO experiences smaller price fluctuations and is considered to be less risky than WFC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLR.TO | WFC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 10.94% | -9.89% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 25.87% | -22.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.24% | 35.46% | -31.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.22% | 39.82% | -33.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.57% | 40.55% | -33.98% |
Dividends
DLR.TO vs. WFC.TO - Dividend Comparison
DLR.TO's dividend yield for the trailing twelve months is around 3.88%, less than WFC.TO's 5.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DLR.TO Global X U.S. Dollar Currency ETF | 3.88% | 3.33% | 3.23% | 4.98% | 0.00% | 0.00% | 0.00% | 0.57% | 0.00% | 0.00% | 0.00% |
WFC.TO Wall Financial Corporation | 5.49% | 0.00% | 0.00% | 15.83% | 0.00% | 0.00% | 0.00% | 5.96% | 4.17% | 2.00% | 3.01% |
Frequently Asked Questions
DLR.TO and WFC.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.
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