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

Performance

DXBB.TO vs. DXU.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 U.S. Dividend ETF (DXU.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
DXBB.TO
Dynamic Active Bond ETF
0.40%2.85%1.32%
DXU.TO
Dynamic Active U.S. Dividend ETF
1.07%9.36%6.43%

Returns By Period

In the year-to-date period, DXBB.TO achieves a 0.40% return, which is significantly lower than DXU.TO's 1.07% return.


DXBB.TO

1D
0.31%
1M
-1.59%
YTD
0.40%
6M
0.44%
1Y
1.58%
3Y*
5Y*
10Y*

DXU.TO

1D
2.02%
1M
-4.43%
YTD
1.07%
6M
1.81%
1Y
22.61%
3Y*
18.77%
5Y*
9.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXBB.TO vs. DXU.TO - Expense Ratio Comparison

DXBB.TO has a 0.33% expense ratio, which is lower than DXU.TO's 0.75% expense ratio.


Return for Risk

DXBB.TO vs. DXU.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: 2323
Overall Rank
DXBB.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DXBB.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
DXBB.TO Omega Ratio Rank: 1818
Omega Ratio Rank
DXBB.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
DXBB.TO Martin Ratio Rank: 2424
Martin Ratio Rank

DXU.TO
DXU.TO Risk / Return Rank: 6161
Overall Rank
DXU.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DXU.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
DXU.TO Omega Ratio Rank: 5555
Omega Ratio Rank
DXU.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DXU.TO Martin Ratio Rank: 6363
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. DXU.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 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.


DXBB.TODXU.TODifference

Sharpe ratio

Return per unit of total volatility

0.35

1.06

-0.71

Sortino ratio

Return per unit of downside risk

0.50

1.48

-0.98

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

0.84

2.03

-1.19

Martin ratio

Return relative to average drawdown

1.85

6.49

-4.64

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

The current DXBB.TO Sharpe Ratio is 0.35, which is lower than the DXU.TO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of DXBB.TO and DXU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DXBB.TODXU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

1.06

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.73

-0.07

Correlation

The correlation between DXBB.TO and DXU.TO is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DXBB.TO vs. DXU.TO - Dividend Comparison

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


TTM202520242023202220212020201920182017
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%
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%0.10%

Drawdowns

DXBB.TO vs. DXU.TO - Drawdown Comparison

The maximum DXBB.TO drawdown since its inception was -3.23%, smaller than the maximum DXU.TO drawdown of -27.05%. Use the drawdown chart below to compare losses from any high point for DXBB.TO and DXU.TO.


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Drawdown Indicators


DXBB.TODXU.TODifference

Max Drawdown

Largest peak-to-trough decline

-3.23%

-27.05%

+23.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-11.41%

+8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

Current Drawdown

Current decline from peak

-1.74%

-6.36%

+4.62%

Average Drawdown

Average peak-to-trough decline

-1.21%

-6.58%

+5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

3.57%

-2.31%

Volatility

DXBB.TO vs. DXU.TO - Volatility Comparison

The current volatility for Dynamic Active Bond ETF (DXBB.TO) is 2.06%, while Dynamic Active U.S. Dividend ETF (DXU.TO) has a volatility of 7.99%. This indicates that DXBB.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


DXBB.TODXU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

7.99%

-5.93%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

13.87%

-10.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

21.35%

-16.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.95%

17.96%

-13.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

19.33%

-14.38%