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DXZ.TO vs. DXB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXZ.TO vs. DXB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dynamic Active U.S. Mid-Cap ETF (DXZ.TO) and Dynamic Active Tactical Bond ETF (DXB.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, DXZ.TO achieves a 9.64% return, which is significantly higher than DXB.TO's 1.82% return.


DXZ.TO

1D
-0.57%
1M
2.87%
6M
5.27%
YTD
9.64%
1Y
7.80%
3Y*
9.04%
5Y*
4.55%
10Y*

DXB.TO

1D
0.28%
1M
-0.54%
6M
1.59%
YTD
1.82%
1Y
5.50%
3Y*
4.09%
5Y*
0.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXZ.TO vs. DXB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXZ.TO
Dynamic Active U.S. Mid-Cap ETF
9.64%-6.29%19.70%7.48%-8.39%23.29%10.71%15.31%-3.63%11.31%
DXB.TO
Dynamic Active Tactical Bond ETF
1.82%4.44%0.76%7.43%-10.77%-2.77%8.57%5.19%1.46%1.39%

Correlation

The correlation between DXZ.TO and DXB.TO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.10

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

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2017

0.07

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Dynamic Active U.S. Mid-Cap ETF

Dynamic Active Tactical Bond ETF

Return for Risk

DXZ.TO vs. DXB.TO — Risk / Return Rank

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

DXZ.TO
DXZ.TO Risk / Return Rank: 2020
Overall Rank
DXZ.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DXZ.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
DXZ.TO Omega Ratio Rank: 1818
Omega Ratio Rank
DXZ.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
DXZ.TO Martin Ratio Rank: 2323
Martin Ratio Rank

DXB.TO
DXB.TO Risk / Return Rank: 5353
Overall Rank
DXB.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DXB.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
DXB.TO Omega Ratio Rank: 5050
Omega Ratio Rank
DXB.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
DXB.TO Martin Ratio Rank: 4848
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.

DXZ.TO vs. DXB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Active U.S. Mid-Cap ETF (DXZ.TO) and Dynamic Active Tactical Bond ETF (DXB.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.


DXZ.TODXB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.11

1.26

-0.16

Calmar ratioReturn relative to maximum drawdown

0.89

2.70

-1.81

Martin ratioReturn relative to average drawdown

2.35

6.69

-4.34

DXZ.TO vs. DXB.TO - Sharpe Ratio Comparison

The current DXZ.TO Sharpe Ratio is 0.54, which is lower than the DXB.TO Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DXZ.TO and DXB.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

DXZ.TO vs. DXB.TO - Drawdown Comparison

The maximum DXZ.TO drawdown since its inception was -27.44%, which is greater than DXB.TO's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for DXZ.TO and DXB.TO.


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Drawdown Indicators


DXZ.TODXB.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.44%

-17.90%

-9.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-2.05%

-6.75%

Max Drawdown (3Y)

Largest decline over 3 years

-17.53%

-5.11%

-12.42%

Max Drawdown (5Y)

Largest decline over 5 years

-23.95%

-15.58%

-8.37%

Current Drawdown

Current decline from peak

-3.46%

-0.87%

-2.59%

Average Drawdown

Average peak-to-trough decline

-6.71%

-5.10%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

0.82%

+2.51%

Volatility

DXZ.TO vs. DXB.TO - Volatility Comparison

Dynamic Active U.S. Mid-Cap ETF (DXZ.TO) has a higher volatility of 3.35% compared to Dynamic Active Tactical Bond ETF (DXB.TO) at 1.16%. This indicates that DXZ.TO's price experiences larger fluctuations and is considered to be riskier than DXB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXZ.TODXB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

1.16%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

3.14%

+7.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

4.00%

+10.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

6.51%

+9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.21%

6.79%

+15.42%

Dividends

DXZ.TO vs. DXB.TO - Dividend Comparison

DXZ.TO's dividend yield for the trailing twelve months is around 0.29%, less than DXB.TO's 4.31% yield.


PositionTTM202520242023202220212020201920182017
DXB.TO
Dynamic Active Tactical Bond ETF
4.31%4.30%4.30%3.81%2.84%2.44%2.32%2.46%2.53%0.74%
DXZ.TO
Dynamic Active U.S. Mid-Cap ETF
0.29%0.32%0.43%0.63%0.07%0.36%0.85%0.45%0.35%0.00%

Frequently Asked Questions


DXZ.TO and DXB.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXZ.TO is categorized as Mid Cap Blend Equities, while DXB.TO is Tactical Allocation.

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