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DXN.TO vs. ZIN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXN.TO vs. ZIN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dynamic Active Global Infrastructure ETF (DXN.TO) and BMO Equal Weight Industrials Index ETF (ZIN.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, DXN.TO achieves a 13.74% return, which is significantly lower than ZIN.TO's 24.06% return.


DXN.TO

1D
0.41%
1M
1.83%
6M
12.29%
YTD
13.74%
1Y
19.11%
3Y*
13.79%
5Y*
9.42%
10Y*

ZIN.TO

1D
0.96%
1M
1.92%
6M
17.92%
YTD
24.06%
1Y
33.13%
3Y*
20.43%
5Y*
13.35%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXN.TO vs. ZIN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DXN.TO
Dynamic Active Global Infrastructure ETF
13.74%15.33%15.13%-0.89%-1.00%10.60%-7.54%
ZIN.TO
BMO Equal Weight Industrials Index ETF
24.06%16.80%16.33%19.36%-8.05%17.86%4.69%

Correlation

The correlation between DXN.TO and ZIN.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.24

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

0.29

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2020

0.30

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Return for Risk

DXN.TO vs. ZIN.TO — Risk / Return Rank

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

DXN.TO
DXN.TO Risk / Return Rank: 6969
Overall Rank
DXN.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DXN.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
DXN.TO Omega Ratio Rank: 6666
Omega Ratio Rank
DXN.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DXN.TO Martin Ratio Rank: 6565
Martin Ratio Rank

ZIN.TO
ZIN.TO Risk / Return Rank: 8383
Overall Rank
ZIN.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ZIN.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
ZIN.TO Omega Ratio Rank: 8080
Omega Ratio Rank
ZIN.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
ZIN.TO Martin Ratio Rank: 8686
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.

DXN.TO vs. ZIN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active Global Infrastructure ETF (DXN.TO) and BMO Equal Weight Industrials Index ETF (ZIN.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.


DXN.TOZIN.TODifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratioReturn relative to maximum drawdown

3.08

4.11

-1.03

Martin ratioReturn relative to average drawdown

9.32

13.95

-4.63

DXN.TO vs. ZIN.TO - Sharpe Ratio Comparison

The current DXN.TO Sharpe Ratio is 1.80, which is comparable to the ZIN.TO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DXN.TO and ZIN.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

DXN.TO vs. ZIN.TO - Drawdown Comparison

The maximum DXN.TO drawdown since its inception was -34.85%, smaller than the maximum ZIN.TO drawdown of -44.01%. Use the drawdown chart below to compare losses from any high point for DXN.TO and ZIN.TO.


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Drawdown Indicators


DXN.TOZIN.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.85%

-44.01%

+9.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-8.10%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-14.79%

-22.39%

+7.60%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-23.10%

+4.55%

Max Drawdown (10Y)

Largest decline over 10 years

-44.01%

Current Drawdown

Current decline from peak

-1.25%

-0.29%

-0.96%

Average Drawdown

Average peak-to-trough decline

-5.74%

-5.77%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.38%

-0.24%

Volatility

DXN.TO vs. ZIN.TO - Volatility Comparison

The current volatility for Dynamic Active Global Infrastructure ETF (DXN.TO) is 2.92%, while BMO Equal Weight Industrials Index ETF (ZIN.TO) has a volatility of 4.41%. This indicates that DXN.TO experiences smaller price fluctuations and is considered to be less risky than ZIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXN.TOZIN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

4.41%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

12.35%

-3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

15.37%

-4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.85%

16.84%

-3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

18.04%

-1.37%

Dividends

DXN.TO vs. ZIN.TO - Dividend Comparison

DXN.TO's dividend yield for the trailing twelve months is around 1.98%, more than ZIN.TO's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
DXN.TO
Dynamic Active Global Infrastructure ETF
1.98%2.10%3.26%2.30%1.21%0.91%0.35%0.00%0.00%0.00%0.00%0.00%
ZIN.TO
BMO Equal Weight Industrials Index ETF
0.87%1.22%1.42%1.68%2.01%1.84%2.10%2.32%1.82%1.35%1.48%2.25%

Frequently Asked Questions


DXN.TO and ZIN.TO have a correlation of 0.23, 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 BMO.

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