PortfoliosLab logoPortfoliosLab logo
HAB.TO vs. DXO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAB.TO vs. DXO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Active Corporate Bond ETF (HAB.TO) and Dynamic Active Crossover Bond ETF (DXO.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HAB.TO achieves a 0.81% return, which is significantly lower than DXO.TO's 1.86% return.


HAB.TO

1D
0.20%
1M
-0.94%
6M
0.32%
YTD
0.81%
1Y
4.46%
3Y*
6.05%
5Y*
1.98%
10Y*
2.89%

DXO.TO

1D
0.21%
1M
0.21%
6M
1.45%
YTD
1.86%
1Y
5.69%
3Y*
7.29%
5Y*
2.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAB.TO vs. DXO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAB.TO
Global X Active Corporate Bond ETF
0.81%4.13%7.98%7.30%-9.51%-1.26%8.46%7.77%0.46%3.53%
DXO.TO
Dynamic Active Crossover Bond ETF
1.86%6.82%6.51%11.28%-12.16%5.03%10.15%12.26%-1.94%4.52%

Correlation

The correlation between HAB.TO and DXO.TO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.36

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2017

0.21

Over the past year, HAB.TO and DXO.TO have become more correlated (0.44) than their long-term average of 0.21, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Dynamic Active Crossover Bond ETF

Return for Risk

HAB.TO vs. DXO.TO — Risk / Return Rank

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

HAB.TO
HAB.TO Risk / Return Rank: 3434
Overall Rank
HAB.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
HAB.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
HAB.TO Omega Ratio Rank: 2828
Omega Ratio Rank
HAB.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
HAB.TO Martin Ratio Rank: 3737
Martin Ratio Rank

DXO.TO
DXO.TO Risk / Return Rank: 6868
Overall Rank
DXO.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DXO.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
DXO.TO Omega Ratio Rank: 7979
Omega Ratio Rank
DXO.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
DXO.TO Martin Ratio Rank: 7070
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.

HAB.TO vs. DXO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Active Corporate Bond ETF (HAB.TO) and Dynamic Active Crossover Bond ETF (DXO.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.


HAB.TODXO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

1.82

2.37

-0.55

Martin ratioReturn relative to average drawdown

4.78

10.24

-5.47

HAB.TO vs. DXO.TO - Sharpe Ratio Comparison

The current HAB.TO Sharpe Ratio is 0.99, which is lower than the DXO.TO Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of HAB.TO and DXO.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.


Loading charts...

Drawdowns

HAB.TO vs. DXO.TO - Drawdown Comparison

The maximum HAB.TO drawdown since its inception was -23.78%, which is greater than DXO.TO's maximum drawdown of -17.61%. Use the drawdown chart below to compare losses from any high point for HAB.TO and DXO.TO.


Loading charts...

Drawdown Indicators


HAB.TODXO.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.78%

-17.61%

-6.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-2.41%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-3.28%

-3.78%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-14.20%

-15.91%

+1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-23.78%

Current Drawdown

Current decline from peak

-1.32%

-0.51%

-0.81%

Average Drawdown

Average peak-to-trough decline

-2.58%

-2.94%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.56%

+0.38%

Volatility

HAB.TO vs. DXO.TO - Volatility Comparison

Global X Active Corporate Bond ETF (HAB.TO) has a higher volatility of 1.34% compared to Dynamic Active Crossover Bond ETF (DXO.TO) at 0.97%. This indicates that HAB.TO's price experiences larger fluctuations and is considered to be riskier than DXO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HAB.TODXO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

0.97%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

2.65%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

3.34%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

5.63%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.84%

7.74%

+0.10%

Dividends

HAB.TO vs. DXO.TO - Dividend Comparison

HAB.TO's dividend yield for the trailing twelve months is around 4.12%, less than DXO.TO's 5.31% yield.


PositionTTM20252024202320222021202020192018201720162015
DXO.TO
Dynamic Active Crossover Bond ETF
5.31%5.55%5.61%5.65%5.29%4.15%4.20%3.96%4.31%2.15%0.00%0.00%
HAB.TO
Global X Active Corporate Bond ETF
4.12%4.05%3.70%3.95%3.96%2.92%2.95%2.99%3.23%3.21%3.39%3.35%

Frequently Asked Questions


HAB.TO and DXO.TO have a correlation of 0.44, 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: Global X and Dynamic.

Portfolio Optimizer

Find the right allocation for HAB.TO and DXO.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer