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DXO.TO vs. XHB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXO.TO vs. XHB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dynamic Active Crossover Bond ETF (DXO.TO) and iShares Canadian HYBrid Corporate Bond Index ETF (XHB.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, DXO.TO achieves a 1.86% return, which is significantly lower than XHB.TO's 2.00% return.


DXO.TO

1D
0.21%
1M
0.21%
6M
1.45%
YTD
1.86%
1Y
5.69%
3Y*
7.29%
5Y*
2.78%
10Y*

XHB.TO

1D
0.25%
1M
-0.37%
6M
1.29%
YTD
2.00%
1Y
5.70%
3Y*
7.13%
5Y*
2.88%
10Y*
3.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXO.TO vs. XHB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXO.TO
Dynamic Active Crossover Bond ETF
1.86%6.82%6.51%11.28%-12.16%5.03%10.15%12.26%-1.94%4.52%
XHB.TO
iShares Canadian HYBrid Corporate Bond Index ETF
2.00%5.34%8.02%10.06%-9.67%0.02%8.71%8.59%0.59%3.72%

Correlation

The correlation between DXO.TO and XHB.TO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.37

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

0.33

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2017

0.22

Over the past year, DXO.TO and XHB.TO have become more correlated (0.44) than their long-term average of 0.22, meaning their price movements have been converging.

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Return for Risk

DXO.TO vs. XHB.TO — Risk / Return Rank

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

DXO.TO
DXO.TO Risk / Return Rank: 6868
Overall Rank
DXO.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DXO.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
DXO.TO Omega Ratio Rank: 7979
Omega Ratio Rank
DXO.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
DXO.TO Martin Ratio Rank: 7070
Martin Ratio Rank

XHB.TO
XHB.TO Risk / Return Rank: 6363
Overall Rank
XHB.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XHB.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
XHB.TO Omega Ratio Rank: 6666
Omega Ratio Rank
XHB.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
XHB.TO Martin Ratio Rank: 5757
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.

DXO.TO vs. XHB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active Crossover Bond ETF (DXO.TO) and iShares Canadian HYBrid Corporate Bond Index ETF (XHB.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.


DXO.TOXHB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.37

1.32

+0.05

Calmar ratioReturn relative to maximum drawdown

2.37

2.37

0.00

Martin ratioReturn relative to average drawdown

10.24

7.92

+2.32

DXO.TO vs. XHB.TO - Sharpe Ratio Comparison

The current DXO.TO Sharpe Ratio is 1.71, which is comparable to the XHB.TO Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of DXO.TO and XHB.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

DXO.TO vs. XHB.TO - Drawdown Comparison

The maximum DXO.TO drawdown since its inception was -17.61%, smaller than the maximum XHB.TO drawdown of -26.50%. Use the drawdown chart below to compare losses from any high point for DXO.TO and XHB.TO.


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Drawdown Indicators


DXO.TOXHB.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.61%

-26.50%

+8.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-2.42%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-3.78%

-2.91%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.91%

-13.94%

-1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-26.50%

Current Drawdown

Current decline from peak

-0.51%

-0.50%

-0.01%

Average Drawdown

Average peak-to-trough decline

-2.94%

-2.07%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.72%

-0.16%

Volatility

DXO.TO vs. XHB.TO - Volatility Comparison

Dynamic Active Crossover Bond ETF (DXO.TO) has a higher volatility of 0.97% compared to iShares Canadian HYBrid Corporate Bond Index ETF (XHB.TO) at 0.92%. This indicates that DXO.TO's price experiences larger fluctuations and is considered to be riskier than XHB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXO.TOXHB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.92%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

2.71%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

3.30%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

5.55%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

11.03%

-3.29%

Dividends

DXO.TO vs. XHB.TO - Dividend Comparison

DXO.TO's dividend yield for the trailing twelve months is around 5.31%, more than XHB.TO's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
DXO.TO
Dynamic Active Crossover Bond ETF
5.31%5.55%5.61%5.65%5.29%4.15%4.20%3.96%4.31%2.15%0.00%0.00%
XHB.TO
iShares Canadian HYBrid Corporate Bond Index ETF
4.55%4.48%4.36%4.23%4.24%3.51%3.53%3.81%4.07%4.08%4.35%4.78%

Frequently Asked Questions


DXO.TO and XHB.TO have a correlation of 0.44, 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 iShares.

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