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

Performance

DXU.TO vs. CWIN.TO - 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 HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.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, DXU.TO achieves a 2.55% return, which is significantly lower than CWIN.TO's 9.34% return.


DXU.TO

1D
-0.13%
1M
0.81%
YTD
2.55%
6M
1.73%
1Y
38.70%
3Y*
19.51%
5Y*
9.69%
10Y*

CWIN.TO

1D
-0.05%
1M
-1.96%
YTD
9.34%
6M
13.25%
1Y
41.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXU.TO vs. CWIN.TO - Yearly Performance Comparison


Correlation

The correlation between DXU.TO and CWIN.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


DXU.TO vs. CWIN.TO - Expense Ratio Comparison

DXU.TO has a 0.75% expense ratio, which is higher than CWIN.TO's 0.65% expense ratio.


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Return for Risk

DXU.TO vs. CWIN.TO — 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: 5757
Overall Rank
DXU.TO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DXU.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
DXU.TO Omega Ratio Rank: 5353
Omega Ratio Rank
DXU.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
DXU.TO Martin Ratio Rank: 5454
Martin Ratio Rank

CWIN.TO
CWIN.TO Risk / Return Rank: 9191
Overall Rank
CWIN.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CWIN.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CWIN.TO Omega Ratio Rank: 9494
Omega Ratio Rank
CWIN.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
CWIN.TO Martin Ratio Rank: 9191
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. CWIN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active U.S. Dividend ETF (DXU.TO) and HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.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.


DXU.TOCWIN.TODifference

Sharpe ratio

Return per unit of total volatility

1.07

2.23

-1.16

Sortino ratio

Return per unit of downside risk

1.50

2.94

-1.45

Omega ratio

Gain probability vs. loss probability

1.21

1.45

-0.24

Calmar ratio

Return relative to maximum drawdown

2.13

3.09

-0.96

Martin ratio

Return relative to average drawdown

6.75

14.38

-7.63

DXU.TO vs. CWIN.TO - Sharpe Ratio Comparison

The current DXU.TO Sharpe Ratio is 1.07, which is lower than the CWIN.TO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of DXU.TO and CWIN.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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Sharpe Ratios by Period


DXU.TOCWIN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.23

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

2.16

-1.42

Drawdowns

DXU.TO vs. CWIN.TO - Drawdown Comparison

The maximum DXU.TO drawdown since its inception was -27.05%, which is greater than CWIN.TO's maximum drawdown of -10.87%. Use the drawdown chart below to compare losses from any high point for DXU.TO and CWIN.TO.


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Drawdown Indicators


DXU.TOCWIN.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.05%

-10.87%

-16.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-7.15%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

Current Drawdown

Current decline from peak

-4.98%

-4.03%

-0.95%

Average Drawdown

Average peak-to-trough decline

-6.58%

-1.42%

-5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.33%

+1.26%

Volatility

DXU.TO vs. CWIN.TO - Volatility Comparison

Dynamic Active U.S. Dividend ETF (DXU.TO) has a higher volatility of 7.78% compared to HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) at 4.82%. This indicates that DXU.TO's price experiences larger fluctuations and is considered to be riskier than CWIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXU.TOCWIN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

4.82%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

9.92%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

21.41%

14.55%

+6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.96%

14.21%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.33%

14.21%

+5.12%

Dividends

DXU.TO vs. CWIN.TO - Dividend Comparison

DXU.TO has not paid dividends to shareholders, while CWIN.TO's dividend yield for the trailing twelve months is around 3.27%.


TTM202520242023202220212020201920182017
DXU.TO
Dynamic Active U.S. Dividend ETF
0.00%0.00%0.00%0.00%0.22%0.00%0.00%0.00%0.00%0.10%
CWIN.TO
HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units
3.27%3.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%