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

Performance

DXP.TO vs. DXN.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 Global Infrastructure ETF (DXN.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, DXP.TO achieves a 5.77% return, which is significantly lower than DXN.TO's 12.68% return.


DXP.TO

1D
0.00%
1M
1.24%
6M
5.40%
YTD
5.77%
1Y
12.83%
3Y*
18.83%
5Y*
8.14%
10Y*

DXN.TO

1D
-0.37%
1M
0.21%
6M
11.57%
YTD
12.68%
1Y
19.51%
3Y*
13.53%
5Y*
9.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
DXP.TO
Dynamic Active Preferred Shares ETF
5.77%17.64%25.73%8.22%-16.46%27.89%5.16%
DXN.TO
Dynamic Active Global Infrastructure ETF
12.68%15.33%15.13%-0.89%-1.00%10.60%-7.54%

Correlation

The correlation between DXP.TO and DXN.TO is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

0.04

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

0.07

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

0.07

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Return for Risk

DXP.TO vs. DXN.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

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
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. DXN.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 Global Infrastructure ETF (DXN.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.


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

+1.52

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.66

1.32

+0.34

Calmar ratioReturn relative to maximum drawdown

5.36

3.02

+2.35

Martin ratioReturn relative to average drawdown

26.60

9.09

+17.51

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

The current DXP.TO Sharpe Ratio is 3.29, which is higher than the DXN.TO Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of DXP.TO and DXN.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

DXP.TO vs. DXN.TO - Drawdown Comparison

The maximum DXP.TO drawdown since its inception was -40.72%, which is greater than DXN.TO's maximum drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for DXP.TO and DXN.TO.


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Drawdown Indicators


DXP.TODXN.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.72%

-34.85%

-5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-6.50%

+4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-8.30%

-14.79%

+6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-18.55%

-1.56%

Current Drawdown

Current decline from peak

0.00%

-2.16%

+2.16%

Average Drawdown

Average peak-to-trough decline

-6.57%

-5.74%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

2.15%

-1.67%

Volatility

DXP.TO vs. DXN.TO - Volatility Comparison

The current volatility for Dynamic Active Preferred Shares ETF (DXP.TO) is 0.70%, while Dynamic Active Global Infrastructure ETF (DXN.TO) has a volatility of 2.73%. This indicates that DXP.TO experiences smaller price fluctuations and is considered to be less risky than DXN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXP.TODXN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

2.73%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

8.89%

-6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

11.14%

-7.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.27%

12.85%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.18%

16.65%

-4.47%

Dividends

DXP.TO vs. DXN.TO - Dividend Comparison

DXP.TO's dividend yield for the trailing twelve months is around 4.37%, more than DXN.TO's 2.00% yield.


PositionTTM202520242023202220212020201920182017
DXN.TO
Dynamic Active Global Infrastructure ETF
2.00%2.10%3.26%2.30%1.21%0.91%0.35%0.00%0.00%0.00%
DXP.TO
Dynamic Active Preferred Shares ETF
4.37%4.52%5.05%5.31%4.58%3.67%4.51%4.53%4.50%3.36%

Frequently Asked Questions


DXP.TO and DXN.TO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXP.TO is categorized as Preferred Stock/Convertible Bonds, while DXN.TO is Industrials Equities.

Portfolio Optimizer

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