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

Performance

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

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


2026 (YTD)20252024
DXMO.TO
Dynamic Active Mining Opportunities ETF
6.73%88.43%-9.23%
DXU.TO
Dynamic Active U.S. Dividend ETF
2.69%9.36%7.66%

Returns By Period

In the year-to-date period, DXMO.TO achieves a 6.73% return, which is significantly higher than DXU.TO's 2.69% return.


DXMO.TO

1D
3.10%
1M
-13.78%
YTD
6.73%
6M
17.78%
1Y
78.98%
3Y*
5Y*
10Y*

DXU.TO

1D
1.60%
1M
-4.58%
YTD
2.69%
6M
2.81%
1Y
24.43%
3Y*
19.40%
5Y*
9.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

DXMO.TO has a 0.74% expense ratio, which is lower than DXU.TO's 0.75% expense ratio.


Return for Risk

DXMO.TO vs. DXU.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: 8888
Overall Rank
DXMO.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXMO.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
DXMO.TO Omega Ratio Rank: 8989
Omega Ratio Rank
DXMO.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
DXMO.TO Martin Ratio Rank: 8585
Martin Ratio Rank

DXU.TO
DXU.TO Risk / Return Rank: 6161
Overall Rank
DXU.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DXU.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
DXU.TO Omega Ratio Rank: 5757
Omega Ratio Rank
DXU.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
DXU.TO Martin Ratio Rank: 5959
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. DXU.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 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.


DXMO.TODXU.TODifference

Sharpe ratio

Return per unit of total volatility

2.17

1.15

+1.03

Sortino ratio

Return per unit of downside risk

2.51

1.58

+0.93

Omega ratio

Gain probability vs. loss probability

1.38

1.23

+0.16

Calmar ratio

Return relative to maximum drawdown

2.92

2.15

+0.76

Martin ratio

Return relative to average drawdown

10.83

6.87

+3.96

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

The current DXMO.TO Sharpe Ratio is 2.17, which is higher than the DXU.TO Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of DXMO.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


DXMO.TODXU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.15

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

0.74

+0.48

Correlation

The correlation between DXMO.TO and DXU.TO is 0.21, 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

DXMO.TO vs. DXU.TO - Dividend Comparison

DXMO.TO's dividend yield for the trailing twelve months is around 0.17%, while DXU.TO has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
DXMO.TO
Dynamic Active Mining Opportunities ETF
0.17%0.18%0.50%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

DXMO.TO vs. DXU.TO - Drawdown Comparison

The maximum DXMO.TO drawdown since its inception was -26.12%, roughly equal to the maximum DXU.TO drawdown of -27.05%. Use the drawdown chart below to compare losses from any high point for DXMO.TO and DXU.TO.


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Drawdown Indicators


DXMO.TODXU.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.12%

-27.05%

+0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-26.12%

-11.41%

-14.71%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

Current Drawdown

Current decline from peak

-13.78%

-4.86%

-8.92%

Average Drawdown

Average peak-to-trough decline

-5.21%

-6.58%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.04%

3.58%

+3.46%

Volatility

DXMO.TO vs. DXU.TO - Volatility Comparison

Dynamic Active Mining Opportunities ETF (DXMO.TO) has a higher volatility of 16.02% compared to Dynamic Active U.S. Dividend ETF (DXU.TO) at 7.79%. This indicates that DXMO.TO's price experiences larger fluctuations and is considered to be riskier 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


DXMO.TODXU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.02%

7.79%

+8.23%

Volatility (6M)

Calculated over the trailing 6-month period

30.45%

13.95%

+16.50%

Volatility (1Y)

Calculated over the trailing 1-year period

36.58%

21.41%

+15.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.05%

17.97%

+16.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.05%

19.34%

+14.71%