DXQ.TO vs. YCST.NEO

Last updated Apr 15, 2026

DXQ.TO (Dynamic Active Enhanced Yield Covered Options ETF) and YCST.NEO (Costco (COST) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, DXQ.TO returned 27.65% vs -8.87% for YCST.NEO. At 0.00, their price movements are largely independent. DXQ.TO charges 0.72%/yr vs 0.40%/yr for YCST.NEO.

Performance

DXQ.TO vs. YCST.NEO - 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 Costco (COST) Yield Shares Purpose ETF (YCST.NEO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DXQ.TO achieves a 3.70% return, which is significantly lower than YCST.NEO's 10.27% return.

DXQ.TO

• 1D: 1.09%
• 1M: 4.22%
• YTD: 3.70%
• 6M: 4.51%
• 1Y: 27.65%
• 3Y*: 16.81%
• 5Y*: —
• 10Y*: —

YCST.NEO

• 1D: -0.67%
• 1M: -4.20%
• YTD: 10.27%
• 6M: -2.20%
• 1Y: -8.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DXQ.TO vs. YCST.NEO - Yearly Performance Comparison

	2026 (YTD)	2025
DXQ.TO Dynamic Active Enhanced Yield Covered Options ETF	3.70%	11.38%
YCST.NEO Costco (COST) Yield Shares Purpose ETF	10.27%	-23.79%

Correlation

The correlation between DXQ.TO and YCST.NEO 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 (All Time) Calculated using the full available price history since Feb 21, 2025	0.00

Return for Risk

DXQ.TO vs. YCST.NEO — 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: 78
DXQ.TO Sharpe Ratio Rank: 74
DXQ.TO Sortino Ratio Rank: 78
DXQ.TO Omega Ratio Rank: 79
DXQ.TO Calmar Ratio Rank: 88
DXQ.TO Martin Ratio Rank: 71

YCST.NEO

YCST.NEO Risk / Return Rank: 3
YCST.NEO Sharpe Ratio Rank: 3
YCST.NEO Sortino Ratio Rank: 3
YCST.NEO Omega Ratio Rank: 3
YCST.NEO Calmar Ratio Rank: 3
YCST.NEO Martin Ratio Rank: 3

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. YCST.NEO - 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 Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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.

	DXQ.TO	YCST.NEO	Difference
Sharpe ratio Return per unit of total volatility	2.60	-0.44	+3.04
Sortino ratio Return per unit of downside risk	3.76	-0.49	+4.25
Omega ratio Gain probability vs. loss probability	1.52	0.94	+0.58
Calmar ratio Return relative to maximum drawdown	5.86	-0.39	+6.24
Martin ratio Return relative to average drawdown	16.06	-0.71	+16.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXQ.TO vs. YCST.NEO - Sharpe Ratio Comparison

The current DXQ.TO Sharpe Ratio is 2.60, which is higher than the YCST.NEO Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of DXQ.TO and YCST.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DXQ.TO	YCST.NEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	-0.44	+3.04
Sharpe Ratio (All Time) Calculated using the full available price history	1.57	-0.59	+2.17

Drawdowns

DXQ.TO vs. YCST.NEO - Drawdown Comparison

The maximum DXQ.TO drawdown since its inception was -15.54%, smaller than the maximum YCST.NEO drawdown of -25.53%. Use the drawdown chart below to compare losses from any high point for DXQ.TO and YCST.NEO.

Drawdown Indicators

	DXQ.TO	YCST.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-15.54%	-25.53%	+9.99%
Max Drawdown (1Y) Largest decline over 1 year	-5.11%	-24.19%	+19.08%
Current Drawdown Current decline from peak	0.00%	-17.10%	+17.10%
Average Drawdown Average peak-to-trough decline	-1.31%	-13.36%	+12.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	13.19%	-11.32%

Volatility

DXQ.TO vs. YCST.NEO - Volatility Comparison

The current volatility for Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) is 3.95%, while Costco (COST) Yield Shares Purpose ETF (YCST.NEO) has a volatility of 6.10%. This indicates that DXQ.TO experiences smaller price fluctuations and is considered to be less risky than YCST.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DXQ.TO	YCST.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	6.10%	-2.15%
Volatility (6M) Calculated over the trailing 6-month period	7.57%	15.54%	-7.97%
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	20.43%	-9.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.04%	23.88%	-12.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.04%	23.88%	-12.84%

DXQ.TO vs. YCST.NEO - Expense Ratio Comparison

DXQ.TO has a 0.72% expense ratio, which is higher than YCST.NEO's 0.40% expense ratio.

Dividends

DXQ.TO vs. YCST.NEO - Dividend Comparison

DXQ.TO's dividend yield for the trailing twelve months is around 7.67%, while YCST.NEO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
DXQ.TO Dynamic Active Enhanced Yield Covered Options ETF	7.67%	7.45%	5.74%	6.54%	1.83%
YCST.NEO Costco (COST) Yield Shares Purpose ETF	0.00%	0.00%	0.00%	0.00%	0.00%