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DXW.TO vs. DXF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXW.TO vs. DXF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dynamic Active International Dividend ETF (DXW.TO) and Dynamic Active Global Financial Services ETF (DXF.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, DXW.TO achieves a 10.24% return, which is significantly higher than DXF.TO's 3.02% return.


DXW.TO

1D
-0.32%
1M
2.39%
6M
6.33%
YTD
10.24%
1Y
18.54%
3Y*
12.00%
5Y*
4.87%
10Y*

DXF.TO

1D
0.11%
1M
5.32%
6M
2.37%
YTD
3.02%
1Y
6.55%
3Y*
22.24%
5Y*
9.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXW.TO vs. DXF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DXW.TO
Dynamic Active International Dividend ETF
10.24%20.35%0.97%15.88%-18.80%9.57%16.97%
DXF.TO
Dynamic Active Global Financial Services ETF
3.02%17.12%36.17%18.06%-19.33%23.02%-1.12%

Correlation

The correlation between DXW.TO and DXF.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.28

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

0.34

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2020

0.31

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Return for Risk

DXW.TO vs. DXF.TO — Risk / Return Rank

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

DXW.TO
DXW.TO Risk / Return Rank: 4343
Overall Rank
DXW.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DXW.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
DXW.TO Omega Ratio Rank: 4646
Omega Ratio Rank
DXW.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
DXW.TO Martin Ratio Rank: 4545
Martin Ratio Rank

DXF.TO
DXF.TO Risk / Return Rank: 1616
Overall Rank
DXF.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DXF.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
DXF.TO Omega Ratio Rank: 1616
Omega Ratio Rank
DXF.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
DXF.TO Martin Ratio Rank: 1515
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.

DXW.TO vs. DXF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active International Dividend ETF (DXW.TO) and Dynamic Active Global Financial Services ETF (DXF.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.


DXW.TODXF.TODifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.25

1.09

+0.16

Calmar ratioReturn relative to maximum drawdown

1.82

0.38

+1.45

Martin ratioReturn relative to average drawdown

6.16

0.94

+5.22

DXW.TO vs. DXF.TO - Sharpe Ratio Comparison

The current DXW.TO Sharpe Ratio is 1.30, which is higher than the DXF.TO Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DXW.TO and DXF.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

DXW.TO vs. DXF.TO - Drawdown Comparison

The maximum DXW.TO drawdown since its inception was -30.99%, smaller than the maximum DXF.TO drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for DXW.TO and DXF.TO.


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Drawdown Indicators


DXW.TODXF.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.99%

-35.27%

+4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-14.42%

+4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-14.39%

-14.42%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-30.99%

-29.06%

-1.93%

Current Drawdown

Current decline from peak

-1.36%

-0.05%

-1.31%

Average Drawdown

Average peak-to-trough decline

-7.52%

-7.67%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

5.76%

-2.74%

Volatility

DXW.TO vs. DXF.TO - Volatility Comparison

The current volatility for Dynamic Active International Dividend ETF (DXW.TO) is 3.79%, while Dynamic Active Global Financial Services ETF (DXF.TO) has a volatility of 4.98%. This indicates that DXW.TO experiences smaller price fluctuations and is considered to be less risky than DXF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXW.TODXF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

4.98%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

9.87%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

12.17%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

16.76%

-2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

22.35%

-5.53%

Dividends

DXW.TO vs. DXF.TO - Dividend Comparison

DXW.TO's dividend yield for the trailing twelve months is around 1.58%, more than DXF.TO's 1.10% yield.


PositionTTM20252024202320222021202020192018
DXF.TO
Dynamic Active Global Financial Services ETF
1.10%1.13%1.18%2.14%1.95%1.07%1.30%1.40%2.08%
DXW.TO
Dynamic Active International Dividend ETF
1.58%2.38%2.21%1.94%2.36%1.35%0.97%0.00%0.00%

Frequently Asked Questions


DXW.TO and DXF.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXW.TO is categorized as International Equity, while DXF.TO is Financials Equities.

Portfolio Optimizer

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