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

Performance

DXU.TO vs. VUDV.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 Vanguard U.S. High Dividend Yield Index ETF (VUDV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DXU.TO

1D
0.40%
1M
14.78%
YTD
27.69%
6M
24.84%
1Y
44.54%
3Y*
28.47%
5Y*
14.84%
10Y*

VUDV.TO

1D
0.00%
1M
4.69%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between DXU.TO and VUDV.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.21

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Return for Risk

DXU.TO vs. VUDV.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: 7878
Overall Rank
DXU.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DXU.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
DXU.TO Omega Ratio Rank: 7676
Omega Ratio Rank
DXU.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
DXU.TO Martin Ratio Rank: 7979
Martin Ratio Rank

VUDV.TO
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. VUDV.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 Vanguard U.S. High Dividend Yield Index ETF (VUDV.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.TOVUDV.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

4.89

Martin ratioReturn relative to average drawdown

15.14

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


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Sharpe Ratios by Period


DXU.TOVUDV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

7.57

-6.70

Drawdowns

DXU.TO vs. VUDV.TO - Drawdown Comparison

The maximum DXU.TO drawdown since its inception was -27.05%, which is greater than VUDV.TO's maximum drawdown of -0.68%. Use the drawdown chart below to compare losses from any high point for DXU.TO and VUDV.TO.


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Drawdown Indicators


DXU.TOVUDV.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.05%

-0.68%

-26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

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

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.47%

-0.16%

-6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

Volatility

DXU.TO vs. VUDV.TO - Volatility Comparison


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Volatility by Period


DXU.TOVUDV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

Volatility (6M)

Calculated over the trailing 6-month period

14.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.19%

7.57%

+10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

7.57%

+10.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

7.57%

+11.77%

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

DXU.TO has a 0.75% expense ratio, which is higher than VUDV.TO's 0.28% expense ratio.


Dividends

DXU.TO vs. VUDV.TO - Dividend Comparison

Neither DXU.TO nor VUDV.TO has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
VUDV.TO
Vanguard U.S. High Dividend Yield Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DXU.TO and VUDV.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUDV.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUDV.TO is cheaper with a 0.28% expense ratio, compared with 0.75% for DXU.TO.

They also come from different issuers: Dynamic and Vanguard. Their fees differ too: 0.75% for DXU.TO and 0.28% for VUDV.TO.

Portfolio Optimizer

Find the right allocation for DXU.TO and VUDV.TO

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