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

Performance

DXO.TO vs. XIGS.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 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.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 higher than XIGS.TO's -0.01% 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*

XIGS.TO

1D
0.16%
1M
-0.01%
6M
-0.13%
YTD
-0.01%
1Y
2.22%
3Y*
4.03%
5Y*
1.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
DXO.TO
Dynamic Active Crossover Bond ETF
1.86%6.82%6.51%11.28%-12.16%1.24%
XIGS.TO
iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged)
-0.01%4.82%3.76%5.39%-5.89%-0.97%

Correlation

The correlation between DXO.TO and XIGS.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

0.37

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

0.33

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2021

0.33

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Return for Risk

DXO.TO vs. XIGS.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

XIGS.TO
XIGS.TO Risk / Return Rank: 3333
Overall Rank
XIGS.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XIGS.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
XIGS.TO Omega Ratio Rank: 3333
Omega Ratio Rank
XIGS.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
XIGS.TO Martin Ratio Rank: 3232
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. XIGS.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 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.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.TOXIGS.TODifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.37

1.19

+0.18

Calmar ratioReturn relative to maximum drawdown

2.37

1.39

+0.98

Martin ratioReturn relative to average drawdown

10.24

3.93

+6.32

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

The current DXO.TO Sharpe Ratio is 1.71, which is higher than the XIGS.TO Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DXO.TO and XIGS.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. XIGS.TO - Drawdown Comparison

The maximum DXO.TO drawdown since its inception was -17.61%, which is greater than XIGS.TO's maximum drawdown of -10.12%. Use the drawdown chart below to compare losses from any high point for DXO.TO and XIGS.TO.


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Drawdown Indicators


DXO.TOXIGS.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.61%

-10.12%

-7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-1.60%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-3.78%

-1.60%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.91%

-10.12%

-5.79%

Current Drawdown

Current decline from peak

-0.51%

-0.73%

+0.22%

Average Drawdown

Average peak-to-trough decline

-2.94%

-2.87%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.56%

0.00%

Volatility

DXO.TO vs. XIGS.TO - Volatility Comparison

Dynamic Active Crossover Bond ETF (DXO.TO) has a higher volatility of 0.97% compared to iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged) (XIGS.TO) at 0.74%. This indicates that DXO.TO's price experiences larger fluctuations and is considered to be riskier than XIGS.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.TOXIGS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.74%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

1.73%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

2.17%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

3.30%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

3.30%

+4.44%

Dividends

DXO.TO vs. XIGS.TO - Dividend Comparison

DXO.TO's dividend yield for the trailing twelve months is around 5.31%, more than XIGS.TO's 4.54% yield.


PositionTTM202520242023202220212020201920182017
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%
XIGS.TO
iShares 1-5 Year U.S. IG Corporate Bond Index ETF (CAD-Hedged)
4.54%4.10%3.71%3.03%1.75%0.84%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DXO.TO and XIGS.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 iShares.

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