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DXQ.TO vs. DXB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXQ.TO vs. DXB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) and Dynamic Active Tactical Bond ETF (DXB.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, DXQ.TO achieves a 7.11% return, which is significantly higher than DXB.TO's 1.65% return.


DXQ.TO

1D
-0.74%
1M
-0.13%
6M
4.29%
YTD
7.11%
1Y
14.08%
3Y*
16.41%
5Y*
10Y*

DXB.TO

1D
-0.17%
1M
-0.54%
6M
0.92%
YTD
1.65%
1Y
5.32%
3Y*
3.96%
5Y*
0.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXQ.TO vs. DXB.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
7.11%12.99%21.07%20.08%3.57%
DXB.TO
Dynamic Active Tactical Bond ETF
1.65%4.44%0.76%7.43%0.41%

Correlation

The correlation between DXQ.TO and DXB.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.08

The correlation between DXQ.TO and DXB.TO shifts across timeframes, from 0.08 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DXQ.TO vs. DXB.TO — Risk / Return Rank

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

DXQ.TO
DXQ.TO Risk / Return Rank: 6161
Overall Rank
DXQ.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DXQ.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
DXQ.TO Omega Ratio Rank: 6161
Omega Ratio Rank
DXQ.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
DXQ.TO Martin Ratio Rank: 5757
Martin Ratio Rank

DXB.TO
DXB.TO Risk / Return Rank: 5656
Overall Rank
DXB.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
DXB.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
DXB.TO Omega Ratio Rank: 5353
Omega Ratio Rank
DXB.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
DXB.TO Martin Ratio Rank: 5151
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.

DXQ.TO vs. DXB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) and Dynamic Active Tactical Bond ETF (DXB.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.


DXQ.TODXB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.76

2.61

+0.15

Martin ratioReturn relative to average drawdown

7.58

6.44

+1.14

DXQ.TO vs. DXB.TO - Sharpe Ratio Comparison

The current DXQ.TO Sharpe Ratio is 1.52, which is comparable to the DXB.TO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of DXQ.TO and DXB.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

DXQ.TO vs. DXB.TO - Drawdown Comparison

The maximum DXQ.TO drawdown since its inception was -15.54%, smaller than the maximum DXB.TO drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for DXQ.TO and DXB.TO.


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Drawdown Indicators


DXQ.TODXB.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.54%

-17.90%

+2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-2.05%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

-5.11%

-10.43%

Max Drawdown (5Y)

Largest decline over 5 years

-15.58%

Current Drawdown

Current decline from peak

-2.10%

-1.04%

-1.06%

Average Drawdown

Average peak-to-trough decline

-1.25%

-5.10%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

0.83%

+1.03%

Volatility

DXQ.TO vs. DXB.TO - Volatility Comparison

Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) has a higher volatility of 2.61% compared to Dynamic Active Tactical Bond ETF (DXB.TO) at 1.11%. This indicates that DXQ.TO's price experiences larger fluctuations and is considered to be riskier than DXB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXQ.TODXB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

1.11%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

3.12%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

9.33%

3.98%

+5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.86%

6.51%

+4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.86%

6.79%

+4.07%

Dividends

DXQ.TO vs. DXB.TO - Dividend Comparison

DXQ.TO's dividend yield for the trailing twelve months is around 7.91%, more than DXB.TO's 4.32% yield.


PositionTTM202520242023202220212020201920182017
DXB.TO
Dynamic Active Tactical Bond ETF
4.32%4.30%4.30%3.81%2.84%2.44%2.32%2.46%2.53%0.74%
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
7.91%7.45%5.74%6.54%1.83%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DXQ.TO and DXB.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXQ.TO is categorized as Derivative Income, while DXB.TO is Tactical Allocation.

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