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

Performance

DXP.TO vs. X.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 TMX Group Limited (X.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 4.44% return, which is significantly higher than X.TO's -7.11% return.


DXP.TO

1D
-0.04%
1M
0.25%
YTD
4.44%
6M
5.17%
1Y
14.53%
3Y*
17.89%
5Y*
8.00%
10Y*

X.TO

1D
-0.81%
1M
-10.72%
YTD
-7.11%
6M
-7.16%
1Y
-13.55%
3Y*
21.34%
5Y*
22.85%
10Y*
29.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DXP.TO
Dynamic Active Preferred Shares ETF
4.44%17.64%25.73%8.22%-16.46%27.89%5.67%3.94%-9.58%11.73%
X.TO
TMX Group Limited
-7.11%19.83%40.85%27.51%20.20%28.63%25.96%80.88%15.53%17.59%

Correlation

The correlation between DXP.TO and X.TO is -0.07, 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

-0.07

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

0.02

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2017

0.11

The correlation between DXP.TO and X.TO shifts across timeframes, from -0.07 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DXP.TO vs. X.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: 9595
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: 9393
Calmar Ratio Rank
DXP.TO Martin Ratio Rank: 9696
Martin Ratio Rank

X.TO
X.TO Risk / Return Rank: 1818
Overall Rank
X.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
X.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
X.TO Omega Ratio Rank: 1818
Omega Ratio Rank
X.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
X.TO Martin Ratio Rank: 1414
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. X.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active Preferred Shares ETF (DXP.TO) and TMX Group Limited (X.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.TOX.TODifference
Sharpe ratioReturn per unit of total volatility

+4.20

Sortino ratioReturn per unit of downside risk

+6.24

Omega ratioGain probability vs. loss probability

1.74

0.92

+0.82

Calmar ratioReturn relative to maximum drawdown

6.07

-0.60

+6.67

Martin ratioReturn relative to average drawdown

30.11

-1.25

+31.36

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

The current DXP.TO Sharpe Ratio is 3.63, which is higher than the X.TO Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of DXP.TO and X.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. X.TO - Drawdown Comparison

The maximum DXP.TO drawdown since its inception was -40.72%, smaller than the maximum X.TO drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for DXP.TO and X.TO.


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Drawdown Indicators


DXP.TOX.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.72%

-51.85%

+11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-22.81%

+20.41%

Max Drawdown (3Y)

Largest decline over 3 years

-8.30%

-22.81%

+14.51%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-22.81%

+2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-27.26%

Current Drawdown

Current decline from peak

-0.04%

-15.64%

+15.60%

Average Drawdown

Average peak-to-trough decline

-6.61%

-6.94%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

10.89%

-10.41%

Volatility

DXP.TO vs. X.TO - Volatility Comparison

The current volatility for Dynamic Active Preferred Shares ETF (DXP.TO) is 0.94%, while TMX Group Limited (X.TO) has a volatility of 10.62%. This indicates that DXP.TO experiences smaller price fluctuations and is considered to be less risky than X.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.TOX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

10.62%

-9.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

19.42%

-16.87%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

24.08%

-20.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.28%

20.83%

-11.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.22%

21.59%

-9.37%

Dividends

DXP.TO vs. X.TO - Dividend Comparison

DXP.TO's dividend yield for the trailing twelve months is around 4.40%, more than X.TO's 1.91% yield.


PositionTTM20252024202320222021202020192018201720162015
DXP.TO
Dynamic Active Preferred Shares ETF
4.40%4.52%5.05%5.31%4.58%3.67%4.51%4.53%4.50%3.36%0.00%0.00%
X.TO
TMX Group Limited
1.91%1.61%1.69%6.55%12.25%23.74%10.70%11.20%15.83%13.84%11.54%22.35%

Frequently Asked Questions


DXP.TO and X.TO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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