PortfoliosLab logoPortfoliosLab logo
DXP.TO vs. DXBB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXP.TO vs. DXBB.TO - Performance Comparison

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

Loading charts...

Returns By Period


DXP.TO

1D
0.00%
1M
0.56%
YTD
4.16%
6M
5.47%
1Y
14.94%
3Y*
18.02%
5Y*
7.70%
10Y*

DXBB.TO

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

DXP.TO
DXP.TO Risk / Return Rank: 9696
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: 9494
Calmar Ratio Rank
DXP.TO Martin Ratio Rank: 9696
Martin Ratio Rank

DXBB.TO
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.

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

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


DXP.TODXBB.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.76

Calmar ratioReturn relative to maximum drawdown

6.38

Martin ratioReturn relative to average drawdown

31.55

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


Loading charts...

Sharpe Ratios by Period


DXP.TODXBB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

Drawdowns

DXP.TO vs. DXBB.TO - Drawdown Comparison


Loading charts...

Drawdown Indicators


DXP.TODXBB.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

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

-0.26%

Average Drawdown

Average peak-to-trough decline

-6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

Volatility

DXP.TO vs. DXBB.TO - Volatility Comparison


Loading charts...

Volatility by Period


DXP.TODXBB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.25%

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

DXP.TO has a 0.64% expense ratio, which is higher than DXBB.TO's 0.33% expense ratio.


Dividends

DXP.TO vs. DXBB.TO - Dividend Comparison

DXP.TO's dividend yield for the trailing twelve months is around 4.42%, while DXBB.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DXBB.TO
Dynamic Active Bond 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
4.42%4.52%5.05%5.31%4.58%3.67%4.51%4.53%4.50%3.36%

Frequently Asked Questions


On fees, DXBB.TO is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXBB.TO is cheaper with a 0.33% expense ratio, compared with 0.64% for DXP.TO.

DXP.TO is categorized as Preferred Stock/Convertible Bonds, while DXBB.TO is Intermediate Core-Plus Bond. Their fees differ too: 0.64% for DXP.TO and 0.33% for DXBB.TO.

Portfolio Optimizer

Find the right allocation for DXP.TO and DXBB.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer