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DXBB.TO vs. DXG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXBB.TO vs. DXG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dynamic Active Bond ETF (DXBB.TO) and Dynamic Active Global Dividend ETF (DXG.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, DXBB.TO achieves a 1.31% return, which is significantly lower than DXG.TO's 19.78% return.


DXBB.TO

1D
-0.25%
1M
-1.11%
6M
0.86%
YTD
1.31%
1Y
4.69%
3Y*
5Y*
10Y*

DXG.TO

1D
-1.01%
1M
-3.57%
6M
15.35%
YTD
19.78%
1Y
25.99%
3Y*
31.35%
5Y*
15.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXBB.TO vs. DXG.TO - Yearly Performance Comparison


2026 (YTD)20252024
DXBB.TO
Dynamic Active Bond ETF
1.31%2.85%1.20%
DXG.TO
Dynamic Active Global Dividend ETF
19.78%13.33%16.43%

Correlation

The correlation between DXBB.TO and DXG.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2024

0.17

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Return for Risk

DXBB.TO vs. DXG.TO — Risk / Return Rank

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

DXBB.TO
DXBB.TO Risk / Return Rank: 3737
Overall Rank
DXBB.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DXBB.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
DXBB.TO Omega Ratio Rank: 3838
Omega Ratio Rank
DXBB.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
DXBB.TO Martin Ratio Rank: 3737
Martin Ratio Rank

DXG.TO
DXG.TO Risk / Return Rank: 4545
Overall Rank
DXG.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DXG.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
DXG.TO Omega Ratio Rank: 3737
Omega Ratio Rank
DXG.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
DXG.TO Martin Ratio Rank: 5555
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.

DXBB.TO vs. DXG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active Bond ETF (DXBB.TO) and Dynamic Active Global Dividend ETF (DXG.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.


DXBB.TODXG.TODifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.21

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

1.69

2.21

-0.52

Martin ratioReturn relative to average drawdown

4.76

7.78

-3.02

DXBB.TO vs. DXG.TO - Sharpe Ratio Comparison

The current DXBB.TO Sharpe Ratio is 1.11, which is comparable to the DXG.TO Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DXBB.TO and DXG.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

DXBB.TO vs. DXG.TO - Drawdown Comparison

The maximum DXBB.TO drawdown since its inception was -3.23%, smaller than the maximum DXG.TO drawdown of -26.03%. Use the drawdown chart below to compare losses from any high point for DXBB.TO and DXG.TO.


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Drawdown Indicators


DXBB.TODXG.TODifference

Max Drawdown

Largest peak-to-trough decline

-3.23%

-26.03%

+22.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-11.81%

+9.02%

Max Drawdown (3Y)

Largest decline over 3 years

-22.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.03%

Current Drawdown

Current decline from peak

-1.26%

-6.49%

+5.23%

Average Drawdown

Average peak-to-trough decline

-1.16%

-6.18%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

3.35%

-2.36%

Volatility

DXBB.TO vs. DXG.TO - Volatility Comparison

The current volatility for Dynamic Active Bond ETF (DXBB.TO) is 1.38%, while Dynamic Active Global Dividend ETF (DXG.TO) has a volatility of 7.65%. This indicates that DXBB.TO experiences smaller price fluctuations and is considered to be less risky than DXG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXBB.TODXG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

7.65%

-6.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

18.75%

-15.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

21.71%

-17.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

19.52%

-14.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

19.50%

-14.61%

Dividends

DXBB.TO vs. DXG.TO - Dividend Comparison

DXBB.TO's dividend yield for the trailing twelve months is around 4.27%, while DXG.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DXBB.TO
Dynamic Active Bond ETF
4.27%4.24%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXG.TO
Dynamic Active Global Dividend ETF
0.00%0.00%12.23%0.50%0.17%0.02%0.00%0.00%0.00%0.06%

Frequently Asked Questions


DXBB.TO and DXG.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXBB.TO is categorized as Intermediate Core-Plus Bond, while DXG.TO is Global Equity Income.

Portfolio Optimizer

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