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

Performance

DXW.TO vs. ZDM.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 BMO MSCI EAFE Hedged to CAD Index ETF (ZDM.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 lower than ZDM.TO's 12.44% 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*

ZDM.TO

1D
0.13%
1M
1.16%
6M
7.93%
YTD
12.44%
1Y
24.57%
3Y*
17.15%
5Y*
12.50%
10Y*
10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXW.TO vs. ZDM.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%
ZDM.TO
BMO MSCI EAFE Hedged to CAD Index ETF
12.44%20.34%12.72%18.62%-5.78%18.93%-2.75%

Correlation

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


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

0.21

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

0.32

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

0.38

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

0.36

The correlation between DXW.TO and ZDM.TO shifts across timeframes, from 0.21 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DXW.TO vs. ZDM.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

ZDM.TO
ZDM.TO Risk / Return Rank: 6969
Overall Rank
ZDM.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ZDM.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
ZDM.TO Omega Ratio Rank: 7373
Omega Ratio Rank
ZDM.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
ZDM.TO Martin Ratio Rank: 7171
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. ZDM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active International Dividend ETF (DXW.TO) and BMO MSCI EAFE Hedged to CAD Index ETF (ZDM.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.TOZDM.TODifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.10

Calmar ratioReturn relative to maximum drawdown

1.82

2.51

-0.69

Martin ratioReturn relative to average drawdown

6.16

10.36

-4.20

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

The current DXW.TO Sharpe Ratio is 1.30, which is comparable to the ZDM.TO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of DXW.TO and ZDM.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. ZDM.TO - Drawdown Comparison

The maximum DXW.TO drawdown since its inception was -30.99%, smaller than the maximum ZDM.TO drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for DXW.TO and ZDM.TO.


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Drawdown Indicators


DXW.TOZDM.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.99%

-33.45%

+2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-9.82%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.39%

-14.07%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.99%

-15.63%

-15.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.45%

Current Drawdown

Current decline from peak

-1.36%

-1.13%

-0.23%

Average Drawdown

Average peak-to-trough decline

-7.52%

-5.14%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.38%

+0.64%

Volatility

DXW.TO vs. ZDM.TO - Volatility Comparison

Dynamic Active International Dividend ETF (DXW.TO) has a higher volatility of 3.79% compared to BMO MSCI EAFE Hedged to CAD Index ETF (ZDM.TO) at 3.18%. This indicates that DXW.TO's price experiences larger fluctuations and is considered to be riskier than ZDM.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.TOZDM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.18%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

11.46%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

13.61%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

13.88%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

15.63%

+1.19%

Dividends

DXW.TO vs. ZDM.TO - Dividend Comparison

DXW.TO's dividend yield for the trailing twelve months is around 1.58%, less than ZDM.TO's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
ZDM.TO
BMO MSCI EAFE Hedged to CAD Index ETF
1.90%2.13%2.71%2.97%3.20%2.38%2.80%2.97%3.29%2.47%3.30%2.53%

Frequently Asked Questions


DXW.TO and ZDM.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.

They also come from different issuers: Dynamic and BMO.

Portfolio Optimizer

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