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DXW.TO vs. FLVI.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXW.TO vs. FLVI.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dynamic Active International Dividend ETF (DXW.TO) and Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO). 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 lower than FLVI.NEO's 13.01% 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*

FLVI.NEO

1D
0.35%
1M
1.50%
6M
9.35%
YTD
13.01%
1Y
27.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXW.TO vs. FLVI.NEO - Yearly Performance Comparison


Correlation

The correlation between DXW.TO and FLVI.NEO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2024

0.27

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Return for Risk

DXW.TO vs. FLVI.NEO — 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

FLVI.NEO
FLVI.NEO Risk / Return Rank: 8989
Overall Rank
FLVI.NEO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLVI.NEO Sortino Ratio Rank: 9393
Sortino Ratio Rank
FLVI.NEO Omega Ratio Rank: 9393
Omega Ratio Rank
FLVI.NEO Calmar Ratio Rank: 8282
Calmar Ratio Rank
FLVI.NEO Martin Ratio Rank: 8484
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. FLVI.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active International Dividend ETF (DXW.TO) and Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO). 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.TOFLVI.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.25

1.51

-0.27

Calmar ratioReturn relative to maximum drawdown

1.82

3.53

-1.71

Martin ratioReturn relative to average drawdown

6.16

13.23

-7.07

DXW.TO vs. FLVI.NEO - Sharpe Ratio Comparison

The current DXW.TO Sharpe Ratio is 1.30, which is lower than the FLVI.NEO Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of DXW.TO and FLVI.NEO, 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. FLVI.NEO - Drawdown Comparison

The maximum DXW.TO drawdown since its inception was -30.99%, which is greater than FLVI.NEO's maximum drawdown of -11.90%. Use the drawdown chart below to compare losses from any high point for DXW.TO and FLVI.NEO.


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Drawdown Indicators


DXW.TOFLVI.NEODifference

Max Drawdown

Largest peak-to-trough decline

-30.99%

-11.90%

-19.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-7.71%

-2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-14.39%

Max Drawdown (5Y)

Largest decline over 5 years

-30.99%

Current Drawdown

Current decline from peak

-1.36%

0.00%

-1.36%

Average Drawdown

Average peak-to-trough decline

-7.52%

-1.54%

-5.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.05%

+0.97%

Volatility

DXW.TO vs. FLVI.NEO - Volatility Comparison

Dynamic Active International Dividend ETF (DXW.TO) has a higher volatility of 3.79% compared to Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) at 2.11%. This indicates that DXW.TO's price experiences larger fluctuations and is considered to be riskier than FLVI.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXW.TOFLVI.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

2.11%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

7.98%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

10.06%

+4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

12.67%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

12.67%

+4.15%

Dividends

DXW.TO vs. FLVI.NEO - Dividend Comparison

DXW.TO's dividend yield for the trailing twelve months is around 1.58%, less than FLVI.NEO's 2.76% yield.


PositionTTM202520242023202220212020
DXW.TO
Dynamic Active International Dividend ETF
1.58%2.38%2.21%1.94%2.36%1.35%0.97%
FLVI.NEO
Franklin International Low Volatility High Dividend Index ETF
2.76%3.07%3.84%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DXW.TO and FLVI.NEO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Dynamic and Franklin Templeton.

Portfolio Optimizer

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