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

Performance

DXU.TO vs. DXC.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 Dynamic Active Canadian Dividend ETF (DXC.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 23.13% return, which is significantly higher than DXC.TO's 15.19% return.


DXU.TO

1D
-1.02%
1M
-1.48%
6M
19.20%
YTD
23.13%
1Y
29.36%
3Y*
25.20%
5Y*
13.52%
10Y*

DXC.TO

1D
0.38%
1M
2.40%
6M
13.57%
YTD
15.19%
1Y
27.78%
3Y*
17.93%
5Y*
13.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DXU.TO
Dynamic Active U.S. Dividend ETF
23.13%9.36%38.05%9.43%-14.91%14.93%24.17%17.48%12.64%8.14%
DXC.TO
Dynamic Active Canadian Dividend ETF
15.19%19.73%13.93%10.41%-1.73%27.18%7.99%22.28%-6.64%6.46%

Correlation

The correlation between DXU.TO and DXC.TO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2017

0.44

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Return for Risk

DXU.TO vs. DXC.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: 5959
Overall Rank
DXU.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DXU.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
DXU.TO Omega Ratio Rank: 5454
Omega Ratio Rank
DXU.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
DXU.TO Martin Ratio Rank: 6464
Martin Ratio Rank

DXC.TO
DXC.TO Risk / Return Rank: 9494
Overall Rank
DXC.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DXC.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
DXC.TO Omega Ratio Rank: 9494
Omega Ratio Rank
DXC.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
DXC.TO Martin Ratio Rank: 9494
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. DXC.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 Dynamic Active Canadian Dividend ETF (DXC.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.


DXU.TODXC.TODifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.39

Omega ratioGain probability vs. loss probability

1.28

1.58

-0.30

Calmar ratioReturn relative to maximum drawdown

3.22

4.78

-1.56

Martin ratioReturn relative to average drawdown

9.33

21.63

-12.30

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

The current DXU.TO Sharpe Ratio is 1.49, which is lower than the DXC.TO Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of DXU.TO and DXC.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

DXU.TO vs. DXC.TO - Drawdown Comparison

The maximum DXU.TO drawdown since its inception was -29.23%, roughly equal to the maximum DXC.TO drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for DXU.TO and DXC.TO.


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Drawdown Indicators


DXU.TODXC.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.23%

-30.48%

+1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-5.84%

-3.31%

Max Drawdown (3Y)

Largest decline over 3 years

-23.80%

-9.64%

-14.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

-13.30%

-11.53%

Current Drawdown

Current decline from peak

-5.44%

0.00%

-5.44%

Average Drawdown

Average peak-to-trough decline

-6.63%

-2.59%

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

1.29%

+1.87%

Volatility

DXU.TO vs. DXC.TO - Volatility Comparison

Dynamic Active U.S. Dividend ETF (DXU.TO) has a higher volatility of 5.83% compared to Dynamic Active Canadian Dividend ETF (DXC.TO) at 1.69%. This indicates that DXU.TO's price experiences larger fluctuations and is considered to be riskier than DXC.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.TODXC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

1.69%

+4.14%

Volatility (6M)

Calculated over the trailing 6-month period

16.07%

7.02%

+9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.84%

8.90%

+10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

10.51%

+8.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

12.99%

+6.69%

Dividends

DXU.TO vs. DXC.TO - Dividend Comparison

DXU.TO has not paid dividends to shareholders, while DXC.TO's dividend yield for the trailing twelve months is around 2.05%.


PositionTTM202520242023202220212020201920182017
DXC.TO
Dynamic Active Canadian Dividend ETF
2.05%2.33%2.61%2.44%1.85%1.47%1.84%1.96%2.35%1.97%
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%0.11%

Frequently Asked Questions


DXU.TO and DXC.TO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXU.TO is categorized as Dividend, while DXC.TO is Canada Equities.

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