DXC.TO vs. CLSA.TO
DXC.TO (Dynamic Active Canadian Dividend ETF) and CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) are both Canada Equities funds. Both are actively managed. Over the past year, DXC.TO returned 27.78% vs 92.59% for CLSA.TO. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
DXC.TO vs. CLSA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DXC.TO achieves a 15.19% return, which is significantly lower than CLSA.TO's 42.34% return.
DXC.TO
- 1D
- 0.38%
- 1M
- 2.40%
- 6M
- 13.57%
- YTD
- 15.19%
- 1Y
- 27.78%
- 3Y*
- 17.93%
- 5Y*
- 13.10%
- 10Y*
- —
CLSA.TO
- 1D
- 1.56%
- 1M
- 12.81%
- 6M
- 42.95%
- YTD
- 42.34%
- 1Y
- 92.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DXC.TO vs. CLSA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DXC.TO Dynamic Active Canadian Dividend ETF | 15.19% | 17.38% |
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 42.34% | 57.14% |
Correlation
The correlation between DXC.TO and CLSA.TO is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025 | 0.60 |
The correlation between DXC.TO and CLSA.TO has been stable across timeframes, ranging from 0.60 to 0.62 - a consistent structural relationship.
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Return for Risk
DXC.TO vs. CLSA.TO — Risk / Return Rank
DXC.TO
CLSA.TO
DXC.TO vs. CLSA.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynamic Active Canadian Dividend ETF (DXC.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.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.
| DXC.TO | CLSA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.31 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 2.25 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | 4.78 | 8.64 | -3.86 |
| Martin ratioReturn relative to average drawdown | 21.63 | 37.70 | -16.07 |
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Drawdowns
DXC.TO vs. CLSA.TO - Drawdown Comparison
The maximum DXC.TO drawdown since its inception was -30.48%, which is greater than CLSA.TO's maximum drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for DXC.TO and CLSA.TO.
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Drawdown Indicators
| DXC.TO | CLSA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -11.73% | -18.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.84% | -10.78% | +4.94% |
Max Drawdown (3Y)Largest decline over 3 years | -9.64% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.59% | -1.26% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 2.46% | -1.17% |
Volatility
DXC.TO vs. CLSA.TO - Volatility Comparison
The current volatility for Dynamic Active Canadian Dividend ETF (DXC.TO) is 1.69%, while Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has a volatility of 3.94%. This indicates that DXC.TO experiences smaller price fluctuations and is considered to be less risky than CLSA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXC.TO | CLSA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 3.94% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.02% | 12.91% | -5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.90% | 14.43% | -5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.51% | 16.28% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 16.28% | -3.29% |
Dividends
DXC.TO vs. CLSA.TO - Dividend Comparison
DXC.TO's dividend yield for the trailing twelve months is around 2.05%, less than CLSA.TO's 9.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 9.64% | 7.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXC.TO Dynamic Active Canadian Dividend ETF | 2.05% | 2.33% | 2.61% | 2.44% | 1.85% | 1.47% | 1.84% | 1.96% | 2.35% | 1.97% |
Frequently Asked Questions
DXC.TO and CLSA.TO have a correlation of 0.62, 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: Dynamic and Brompton Funds.
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