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DXU.TO vs. CCEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXU.TO vs. CCEF - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dynamic Active U.S. Dividend ETF (DXU.TO) and Calamos CEF Income & Arbitrage ETF (CCEF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DXU.TO is traded in CAD, while CCEF is traded in USD. To make them comparable, the CCEF values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DXU.TO achieves a 27.19% return, which is significantly higher than CCEF's 8.87% return.


DXU.TO

1D
-0.03%
1M
7.62%
YTD
27.19%
6M
26.13%
1Y
38.88%
3Y*
27.90%
5Y*
14.80%
10Y*

CCEF

1D
-0.05%
1M
2.97%
YTD
8.87%
6M
9.17%
1Y
17.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXU.TO vs. CCEF - Yearly Performance Comparison


2026 (YTD)20252024
DXU.TO
Dynamic Active U.S. Dividend ETF
27.19%9.36%33.84%
CCEF
Calamos CEF Income & Arbitrage ETF
8.87%8.29%25.81%

Correlation

The correlation between DXU.TO and CCEF is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2024

0.39

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Return for Risk

DXU.TO vs. CCEF — Risk / Return Rank

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

DXU.TO
DXU.TO Risk / Return Rank: 7474
Overall Rank
DXU.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DXU.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
DXU.TO Omega Ratio Rank: 7171
Omega Ratio Rank
DXU.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
DXU.TO Martin Ratio Rank: 7777
Martin Ratio Rank

CCEF
CCEF Risk / Return Rank: 4949
Overall Rank
CCEF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CCEF Sortino Ratio Rank: 5151
Sortino Ratio Rank
CCEF Omega Ratio Rank: 5454
Omega Ratio Rank
CCEF Calmar Ratio Rank: 3737
Calmar Ratio Rank
CCEF Martin Ratio Rank: 4848
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.

DXU.TO vs. CCEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active U.S. Dividend ETF (DXU.TO) and Calamos CEF Income & Arbitrage ETF (CCEF). 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.


DXU.TOCCEFDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

4.27

2.63

+1.64

Martin ratioReturn relative to average drawdown

12.82

9.95

+2.88

DXU.TO vs. CCEF - Sharpe Ratio Comparison

The current DXU.TO Sharpe Ratio is 1.99, which is comparable to the CCEF Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of DXU.TO and CCEF, 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

DXU.TO vs. CCEF - Drawdown Comparison

The maximum DXU.TO drawdown since its inception was -29.23%, which is greater than CCEF's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for DXU.TO and CCEF.


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Drawdown Indicators


DXU.TOCCEFDifference

Max Drawdown

Largest peak-to-trough decline

-29.23%

-14.99%

-14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-6.54%

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-23.80%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

Current Drawdown

Current decline from peak

-2.32%

-0.81%

-1.51%

Average Drawdown

Average peak-to-trough decline

-6.65%

-1.96%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

1.72%

+1.32%

Volatility

DXU.TO vs. CCEF - Volatility Comparison

Dynamic Active U.S. Dividend ETF (DXU.TO) has a higher volatility of 9.26% compared to Calamos CEF Income & Arbitrage ETF (CCEF) at 3.06%. This indicates that DXU.TO's price experiences larger fluctuations and is considered to be riskier than CCEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXU.TOCCEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

3.06%

+6.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

7.50%

+8.19%

Volatility (1Y)

Calculated over the trailing 1-year period

19.78%

8.98%

+10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.51%

11.58%

+6.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.69%

11.58%

+8.11%

DXU.TO vs. CCEF - Expense Ratio Comparison

DXU.TO has a 0.75% expense ratio, which is lower than CCEF's 2.74% expense ratio.


Dividends

DXU.TO vs. CCEF - Dividend Comparison

DXU.TO has not paid dividends to shareholders, while CCEF's dividend yield for the trailing twelve months is around 8.05%.


PositionTTM202520242023202220212020201920182017
CCEF
Calamos CEF Income & Arbitrage ETF
8.05%8.08%6.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXU.TO
Dynamic Active U.S. Dividend ETF
0.00%0.00%0.00%0.00%0.21%0.00%0.00%0.00%0.00%0.11%

Frequently Asked Questions


DXU.TO and CCEF have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXU.TO is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXU.TO is cheaper with a 0.75% expense ratio, compared with 2.74% for CCEF.

They also come from different issuers: Dynamic and Calamos. Their fees differ too: 0.75% for DXU.TO and 2.74% for CCEF.

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