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

Performance

HYLD.TO vs. DXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced U.S. Covered Call ETF (HYLD.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, HYLD.TO achieves a 12.83% return, which is significantly higher than DXQ.TO's 7.37% return.


HYLD.TO

1D
0.64%
1M
-1.26%
YTD
12.83%
6M
10.99%
1Y
32.62%
3Y*
23.05%
5Y*
10Y*

DXQ.TO

1D
-0.24%
1M
1.01%
YTD
7.37%
6M
7.50%
1Y
16.81%
3Y*
17.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HYLD.TO
Hamilton Enhanced U.S. Covered Call ETF
12.83%22.14%25.39%19.01%1.38%
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
7.37%12.99%21.07%20.08%3.57%

Correlation

The correlation between HYLD.TO and DXQ.TO is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.56

The correlation between HYLD.TO and DXQ.TO has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Return for Risk

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

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

HYLD.TO
HYLD.TO Risk / Return Rank: 7070
Overall Rank
HYLD.TO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HYLD.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
HYLD.TO Omega Ratio Rank: 7171
Omega Ratio Rank
HYLD.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
HYLD.TO Martin Ratio Rank: 7272
Martin Ratio Rank

DXQ.TO
DXQ.TO Risk / Return Rank: 6464
Overall Rank
DXQ.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DXQ.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
DXQ.TO Omega Ratio Rank: 6565
Omega Ratio Rank
DXQ.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
DXQ.TO Martin Ratio Rank: 5858
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.

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

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced U.S. Covered Call ETF (HYLD.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.

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.


HYLD.TODXQ.TODifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

2.73

3.30

-0.57

Martin ratioReturn relative to average drawdown

11.71

9.15

+2.56

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

The current HYLD.TO Sharpe Ratio is 2.00, which is comparable to the DXQ.TO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of HYLD.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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Drawdowns

HYLD.TO vs. DXQ.TO - Drawdown Comparison

The maximum HYLD.TO drawdown since its inception was -31.38%, 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 HYLD.TO and DXQ.TO.


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Drawdown Indicators


HYLD.TODXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.38%

-15.54%

-15.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-5.11%

-6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

-15.54%

-6.29%

Current Drawdown

Current decline from peak

-2.77%

-1.86%

-0.91%

Average Drawdown

Average peak-to-trough decline

-8.80%

-1.26%

-7.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

1.84%

+0.95%

Volatility

HYLD.TO vs. DXQ.TO - Volatility Comparison

Hamilton Enhanced U.S. Covered Call ETF (HYLD.TO) has a higher volatility of 6.87% compared to Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) at 3.11%. This indicates that HYLD.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


HYLD.TODXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

3.11%

+3.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

7.57%

+6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

9.31%

+7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

10.92%

+8.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

10.92%

+8.42%

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

HYLD.TO has a 2.37% expense ratio, which is higher than DXQ.TO's 0.72% expense ratio.


Dividends

HYLD.TO vs. DXQ.TO - Dividend Comparison

HYLD.TO's dividend yield for the trailing twelve months is around 11.52%, more than DXQ.TO's 7.89% yield.


PositionTTM2025202420232022
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
7.89%7.45%5.74%6.54%1.83%
HYLD.TO
Hamilton Enhanced U.S. Covered Call ETF
11.52%11.98%12.13%12.11%13.02%

Frequently Asked Questions


HYLD.TO and DXQ.TO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXQ.TO is cheaper at 0.72% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXQ.TO is cheaper with a 0.72% expense ratio, compared with 2.37% for HYLD.TO.

They also come from different issuers: Hamilton Capital and Dynamic. Their fees differ too: 2.37% for HYLD.TO and 0.72% for DXQ.TO.

Portfolio Optimizer

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