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

Performance

DXQ.TO vs. DXN.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 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, DXQ.TO achieves a 7.11% return, which is significantly lower than DXN.TO's 12.39% return.


DXQ.TO

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

DXN.TO

1D
-0.26%
1M
0.20%
6M
9.78%
YTD
12.39%
1Y
18.42%
3Y*
13.76%
5Y*
9.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXQ.TO vs. DXN.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%
DXN.TO
Dynamic Active Global Infrastructure ETF
12.39%15.33%15.13%-0.89%-3.43%

Correlation

The correlation between DXQ.TO and DXN.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

0.10

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

0.13

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Return for Risk

DXQ.TO vs. DXN.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

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: 6767
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.

DXQ.TO vs. DXN.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 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.


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

-0.15

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.29

1.30

-0.01

Calmar ratioReturn relative to maximum drawdown

2.76

2.85

-0.08

Martin ratioReturn relative to average drawdown

7.58

8.56

-0.97

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

The current DXQ.TO Sharpe Ratio is 1.52, which is comparable to the DXN.TO Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of DXQ.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

DXQ.TO vs. DXN.TO - Drawdown Comparison

The maximum DXQ.TO drawdown since its inception was -15.54%, smaller than the maximum DXN.TO drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for DXQ.TO and DXN.TO.


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Drawdown Indicators


DXQ.TODXN.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.54%

-34.85%

+19.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-6.50%

+1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

-14.79%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

Current Drawdown

Current decline from peak

-2.10%

-2.42%

+0.32%

Average Drawdown

Average peak-to-trough decline

-1.25%

-5.74%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.16%

-0.30%

Volatility

DXQ.TO vs. DXN.TO - Volatility Comparison

Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) and Dynamic Active Global Infrastructure ETF (DXN.TO) have volatilities of 2.61% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXQ.TODXN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

2.73%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

8.81%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

9.33%

11.06%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.86%

12.84%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.86%

16.65%

-5.79%

Dividends

DXQ.TO vs. DXN.TO - Dividend Comparison

DXQ.TO's dividend yield for the trailing twelve months is around 7.91%, more than DXN.TO's 2.01% yield.


PositionTTM202520242023202220212020
DXN.TO
Dynamic Active Global Infrastructure ETF
2.01%2.10%3.26%2.30%1.21%0.91%0.35%
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
7.91%7.45%5.74%6.54%1.83%0.00%0.00%

Frequently Asked Questions


DXQ.TO and DXN.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.

DXQ.TO is categorized as Derivative Income, while DXN.TO is Industrials Equities.

Portfolio Optimizer

Find the right allocation for DXQ.TO and DXN.TO

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

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