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GOGY.TO vs. DXQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOGY.TO vs. DXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.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, GOGY.TO achieves a 14.33% return, which is significantly higher than DXQ.TO's 6.80% return.


GOGY.TO

1D
-0.88%
1M
-5.59%
YTD
14.33%
6M
10.62%
1Y
123.99%
3Y*
5Y*
10Y*

DXQ.TO

1D
-0.70%
1M
2.65%
YTD
6.80%
6M
5.77%
1Y
19.04%
3Y*
17.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOGY.TO vs. DXQ.TO - Yearly Performance Comparison


Correlation

The correlation between GOGY.TO and DXQ.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2025

0.37

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Return for Risk

GOGY.TO vs. DXQ.TO — Risk / Return Rank

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

GOGY.TO
GOGY.TO Risk / Return Rank: 9393
Overall Rank
GOGY.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOGY.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOGY.TO Omega Ratio Rank: 9292
Omega Ratio Rank
GOGY.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
GOGY.TO Martin Ratio Rank: 9292
Martin Ratio Rank

DXQ.TO
DXQ.TO Risk / Return Rank: 6565
Overall Rank
DXQ.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DXQ.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
DXQ.TO Omega Ratio Rank: 6666
Omega Ratio Rank
DXQ.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DXQ.TO Martin Ratio Rank: 6060
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.

GOGY.TO vs. DXQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.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.


GOGY.TODXQ.TODifference

Sharpe ratio

Return per unit of total volatility

4.08

2.08

+2.00

Sortino ratio

Return per unit of downside risk

5.07

2.95

+2.12

Omega ratio

Gain probability vs. loss probability

1.62

1.40

+0.22

Calmar ratio

Return relative to maximum drawdown

6.19

3.74

+2.45

Martin ratio

Return relative to average drawdown

22.77

10.46

+12.31

GOGY.TO vs. DXQ.TO - Sharpe Ratio Comparison

The current GOGY.TO Sharpe Ratio is 4.08, which is higher than the DXQ.TO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of GOGY.TO and DXQ.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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Sharpe Ratios by Period


GOGY.TODXQ.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.08

2.08

+2.00

Sharpe Ratio (All Time)

Calculated using the full available price history

2.31

1.61

+0.70

Drawdowns

GOGY.TO vs. DXQ.TO - Drawdown Comparison

The maximum GOGY.TO drawdown since its inception was -20.87%, which is greater than DXQ.TO's maximum drawdown of -15.54%. Use the drawdown chart below to compare losses from any high point for GOGY.TO and DXQ.TO.


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Drawdown Indicators


GOGY.TODXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.87%

-15.54%

-5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-20.14%

-5.11%

-15.03%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

Current Drawdown

Current decline from peak

-10.57%

-0.70%

-9.87%

Average Drawdown

Average peak-to-trough decline

-5.07%

-1.27%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

1.82%

+3.65%

Volatility

GOGY.TO vs. DXQ.TO - Volatility Comparison

Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) has a higher volatility of 9.16% compared to Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) at 2.38%. This indicates that GOGY.TO's price experiences larger fluctuations and is considered to be riskier than DXQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOGY.TODXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

2.38%

+6.78%

Volatility (6M)

Calculated over the trailing 6-month period

21.42%

7.14%

+14.28%

Volatility (1Y)

Calculated over the trailing 1-year period

30.67%

9.21%

+21.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.61%

10.92%

+23.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.61%

10.92%

+23.69%

GOGY.TO vs. DXQ.TO - Expense Ratio Comparison

GOGY.TO has a 0.40% expense ratio, which is lower than DXQ.TO's 0.72% expense ratio.


Dividends

GOGY.TO vs. DXQ.TO - Dividend Comparison

GOGY.TO's dividend yield for the trailing twelve months is around 12.78%, more than DXQ.TO's 7.77% yield.


PositionTTM2025202420232022
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
7.77%7.45%5.74%6.54%1.83%
GOGY.TO
Harvest Alphabet Enhanced High Income Shares ETF Class A Units
12.78%8.04%0.00%0.00%0.00%

Frequently Asked Questions


GOGY.TO and DXQ.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOGY.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOGY.TO is cheaper with a 0.40% expense ratio, compared with 0.72% for DXQ.TO.

They also come from different issuers: Harvest and Dynamic. Their fees differ too: 0.40% for GOGY.TO and 0.72% for DXQ.TO.

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