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DXMO.TO vs. DXP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXMO.TO vs. DXP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dynamic Active Mining Opportunities ETF (DXMO.TO) and Dynamic Active Preferred Shares ETF (DXP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with DXMO.TO having a 4.35% return and DXP.TO slightly higher at 4.44%.


DXMO.TO

1D
-4.50%
1M
-0.55%
YTD
4.35%
6M
2.59%
1Y
56.19%
3Y*
5Y*
10Y*

DXP.TO

1D
-0.04%
1M
0.25%
YTD
4.44%
6M
5.17%
1Y
14.53%
3Y*
17.89%
5Y*
8.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXMO.TO vs. DXP.TO - Yearly Performance Comparison


2026 (YTD)20252024
DXMO.TO
Dynamic Active Mining Opportunities ETF
4.35%86.60%-9.21%
DXP.TO
Dynamic Active Preferred Shares ETF
4.44%17.64%8.59%

Correlation

The correlation between DXMO.TO and DXP.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2024

0.15

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Return for Risk

DXMO.TO vs. DXP.TO — Risk / Return Rank

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

DXMO.TO
DXMO.TO Risk / Return Rank: 4646
Overall Rank
DXMO.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DXMO.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
DXMO.TO Omega Ratio Rank: 4545
Omega Ratio Rank
DXMO.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
DXMO.TO Martin Ratio Rank: 4343
Martin Ratio Rank

DXP.TO
DXP.TO Risk / Return Rank: 9595
Overall Rank
DXP.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DXP.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
DXP.TO Omega Ratio Rank: 9696
Omega Ratio Rank
DXP.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
DXP.TO Martin Ratio Rank: 9696
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.

DXMO.TO vs. DXP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active Mining Opportunities ETF (DXMO.TO) and Dynamic Active Preferred Shares ETF (DXP.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.


DXMO.TODXP.TODifference
Sharpe ratioReturn per unit of total volatility

-2.07

Sortino ratioReturn per unit of downside risk

-3.62

Omega ratioGain probability vs. loss probability

1.27

1.74

-0.47

Calmar ratioReturn relative to maximum drawdown

2.30

6.07

-3.78

Martin ratioReturn relative to average drawdown

6.42

30.11

-23.69

DXMO.TO vs. DXP.TO - Sharpe Ratio Comparison

The current DXMO.TO Sharpe Ratio is 1.57, which is lower than the DXP.TO Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of DXMO.TO and DXP.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

DXMO.TO vs. DXP.TO - Drawdown Comparison

The maximum DXMO.TO drawdown since its inception was -26.12%, smaller than the maximum DXP.TO drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for DXMO.TO and DXP.TO.


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Drawdown Indicators


DXMO.TODXP.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.12%

-40.72%

+14.60%

Max Drawdown (1Y)

Largest decline over 1 year

-26.12%

-2.40%

-23.72%

Max Drawdown (3Y)

Largest decline over 3 years

-8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

Current Drawdown

Current decline from peak

-16.37%

-0.04%

-16.33%

Average Drawdown

Average peak-to-trough decline

-5.84%

-6.61%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.12%

0.48%

+8.64%

Volatility

DXMO.TO vs. DXP.TO - Volatility Comparison

Dynamic Active Mining Opportunities ETF (DXMO.TO) has a higher volatility of 14.57% compared to Dynamic Active Preferred Shares ETF (DXP.TO) at 0.94%. This indicates that DXMO.TO's price experiences larger fluctuations and is considered to be riskier than DXP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXMO.TODXP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.57%

0.94%

+13.63%

Volatility (6M)

Calculated over the trailing 6-month period

31.98%

2.55%

+29.43%

Volatility (1Y)

Calculated over the trailing 1-year period

38.30%

4.02%

+34.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.82%

9.28%

+30.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.82%

12.22%

+27.60%

DXMO.TO vs. DXP.TO - Expense Ratio Comparison

DXMO.TO has a 0.74% expense ratio, which is higher than DXP.TO's 0.64% expense ratio.


Dividends

DXMO.TO vs. DXP.TO - Dividend Comparison

DXMO.TO has not paid dividends to shareholders, while DXP.TO's dividend yield for the trailing twelve months is around 4.40%.


PositionTTM202520242023202220212020201920182017
DXMO.TO
Dynamic Active Mining Opportunities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXP.TO
Dynamic Active Preferred Shares ETF
4.40%4.52%5.05%5.31%4.58%3.67%4.51%4.53%4.50%3.36%

Frequently Asked Questions


DXMO.TO and DXP.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXP.TO is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXP.TO is cheaper with a 0.64% expense ratio, compared with 0.74% for DXMO.TO.

DXMO.TO is categorized as Materials, while DXP.TO is Preferred Stock/Convertible Bonds. Their fees differ too: 0.74% for DXMO.TO and 0.64% for DXP.TO.

Portfolio Optimizer

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