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

Performance

DXBB.TO vs. DXN.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 Infrastructure ETF (DXN.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 DXN.TO's 13.74% return.


DXBB.TO

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

DXN.TO

1D
0.41%
1M
1.83%
6M
12.29%
YTD
13.74%
1Y
19.11%
3Y*
13.79%
5Y*
9.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
DXBB.TO
Dynamic Active Bond ETF
1.31%2.85%1.20%
DXN.TO
Dynamic Active Global Infrastructure ETF
13.74%15.33%1.02%

Correlation

The correlation between DXBB.TO and DXN.TO is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.03

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Return for Risk

DXBB.TO vs. DXN.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

DXN.TO
DXN.TO Risk / Return Rank: 6969
Overall Rank
DXN.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DXN.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
DXN.TO Omega Ratio Rank: 6666
Omega Ratio Rank
DXN.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DXN.TO Martin Ratio Rank: 6565
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. DXN.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 Infrastructure ETF (DXN.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.TODXN.TODifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.21

1.32

-0.11

Calmar ratioReturn relative to maximum drawdown

1.69

3.08

-1.39

Martin ratioReturn relative to average drawdown

4.76

9.32

-4.56

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

The current DXBB.TO Sharpe Ratio is 1.11, which is lower than the DXN.TO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of DXBB.TO and DXN.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. DXN.TO - Drawdown Comparison

The maximum DXBB.TO drawdown since its inception was -3.23%, smaller than the maximum DXN.TO drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for DXBB.TO and DXN.TO.


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Drawdown Indicators


DXBB.TODXN.TODifference

Max Drawdown

Largest peak-to-trough decline

-3.23%

-34.85%

+31.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-6.50%

+3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-14.79%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

Current Drawdown

Current decline from peak

-1.26%

-1.25%

-0.01%

Average Drawdown

Average peak-to-trough decline

-1.16%

-5.74%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.14%

-1.15%

Volatility

DXBB.TO vs. DXN.TO - Volatility Comparison

The current volatility for Dynamic Active Bond ETF (DXBB.TO) is 1.38%, while Dynamic Active Global Infrastructure ETF (DXN.TO) has a volatility of 2.92%. This indicates that DXBB.TO experiences smaller price fluctuations and is considered to be less risky than DXN.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.TODXN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

2.92%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

8.88%

-5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

11.16%

-6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

12.85%

-7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

16.67%

-11.78%

Dividends

DXBB.TO vs. DXN.TO - Dividend Comparison

DXBB.TO's dividend yield for the trailing twelve months is around 4.27%, more than DXN.TO's 1.98% yield.


PositionTTM202520242023202220212020
DXBB.TO
Dynamic Active Bond ETF
4.27%4.24%0.89%0.00%0.00%0.00%0.00%
DXN.TO
Dynamic Active Global Infrastructure ETF
1.98%2.10%3.26%2.30%1.21%0.91%0.35%

Frequently Asked Questions


DXBB.TO and DXN.TO have a correlation of 0.07, 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 DXN.TO is Industrials Equities.

Portfolio Optimizer

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