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

Performance

DXG.TO vs. BDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dynamic Active Global Dividend ETF (DXG.TO) and Brompton Global Dividend Growth ETF (BDIV.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, DXG.TO achieves a 19.78% return, which is significantly higher than BDIV.TO's 10.93% return.


DXG.TO

1D
-1.01%
1M
-3.57%
6M
15.35%
YTD
19.78%
1Y
25.99%
3Y*
31.35%
5Y*
15.64%
10Y*

BDIV.TO

1D
0.35%
1M
0.13%
6M
8.69%
YTD
10.93%
1Y
20.16%
3Y*
20.02%
5Y*
10.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
DXG.TO
Dynamic Active Global Dividend ETF
19.78%13.33%55.25%10.41%-16.50%10.24%35.26%24.34%-0.85%
BDIV.TO
Brompton Global Dividend Growth ETF
10.93%18.14%25.34%11.23%-16.24%22.15%-0.56%22.02%-6.67%

Correlation

The correlation between DXG.TO and BDIV.TO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2018

0.37

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Return for Risk

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

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

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

BDIV.TO
BDIV.TO Risk / Return Rank: 6363
Overall Rank
BDIV.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BDIV.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
BDIV.TO Omega Ratio Rank: 6363
Omega Ratio Rank
BDIV.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
BDIV.TO Martin Ratio Rank: 6767
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.

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

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


DXG.TOBDIV.TODifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.21

1.31

-0.10

Calmar ratioReturn relative to maximum drawdown

2.21

2.22

-0.01

Martin ratioReturn relative to average drawdown

7.78

9.64

-1.86

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

The current DXG.TO Sharpe Ratio is 1.20, which is comparable to the BDIV.TO Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of DXG.TO and BDIV.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

DXG.TO vs. BDIV.TO - Drawdown Comparison

The maximum DXG.TO drawdown since its inception was -26.03%, smaller than the maximum BDIV.TO drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for DXG.TO and BDIV.TO.


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Drawdown Indicators


DXG.TOBDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.03%

-36.44%

+10.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-9.11%

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-22.90%

-13.65%

-9.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.03%

-24.34%

-1.69%

Current Drawdown

Current decline from peak

-6.49%

-2.36%

-4.13%

Average Drawdown

Average peak-to-trough decline

-6.18%

-6.57%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.10%

+1.25%

Volatility

DXG.TO vs. BDIV.TO - Volatility Comparison

Dynamic Active Global Dividend ETF (DXG.TO) has a higher volatility of 7.65% compared to Brompton Global Dividend Growth ETF (BDIV.TO) at 3.94%. This indicates that DXG.TO's price experiences larger fluctuations and is considered to be riskier than BDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXG.TOBDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

3.94%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

18.75%

10.00%

+8.75%

Volatility (1Y)

Calculated over the trailing 1-year period

21.71%

11.89%

+9.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

14.72%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.50%

18.70%

+0.80%

Dividends

DXG.TO vs. BDIV.TO - Dividend Comparison

DXG.TO has not paid dividends to shareholders, while BDIV.TO's dividend yield for the trailing twelve months is around 5.74%.


PositionTTM202520242023202220212020201920182017
BDIV.TO
Brompton Global Dividend Growth ETF
5.74%6.05%6.43%7.21%7.11%5.30%6.12%5.23%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


DXG.TO and BDIV.TO have a correlation of 0.42, 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.

Portfolio Optimizer

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