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

Performance

MUMC.TO vs. DXZ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Manulife Multifactor U.S. Mid Cap Index ETF Hedged (MUMC.TO) and Dynamic Active U.S. Mid-Cap ETF (DXZ.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, MUMC.TO achieves a 10.94% return, which is significantly higher than DXZ.TO's 9.64% return.


MUMC.TO

1D
-0.79%
1M
-0.28%
6M
7.47%
YTD
10.94%
1Y
14.50%
3Y*
11.18%
5Y*
6.15%
10Y*

DXZ.TO

1D
-0.57%
1M
2.87%
6M
5.27%
YTD
9.64%
1Y
7.80%
3Y*
9.04%
5Y*
4.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
MUMC.TO
Manulife Multifactor U.S. Mid Cap Index ETF Hedged
10.94%4.82%13.82%13.06%-17.20%24.09%12.29%29.38%-12.33%8.40%
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%

Correlation

The correlation between MUMC.TO and DXZ.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.40

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

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2017

0.35

The correlation between MUMC.TO and DXZ.TO shifts across timeframes, from 0.30 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

MUMC.TO
MUMC.TO Risk / Return Rank: 2929
Overall Rank
MUMC.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MUMC.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
MUMC.TO Omega Ratio Rank: 3030
Omega Ratio Rank
MUMC.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
MUMC.TO Martin Ratio Rank: 3333
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Manulife Multifactor U.S. Mid Cap Index ETF Hedged (MUMC.TO) and Dynamic Active U.S. Mid-Cap ETF (DXZ.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.


MUMC.TODXZ.TODifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.17

1.11

+0.07

Calmar ratioReturn relative to maximum drawdown

1.40

0.89

+0.51

Martin ratioReturn relative to average drawdown

4.17

2.35

+1.82

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

The current MUMC.TO Sharpe Ratio is 0.81, which is higher than the DXZ.TO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MUMC.TO and DXZ.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

MUMC.TO vs. DXZ.TO - Drawdown Comparison

The maximum MUMC.TO drawdown since its inception was -38.47%, which is greater than DXZ.TO's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for MUMC.TO and DXZ.TO.


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Drawdown Indicators


MUMC.TODXZ.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.47%

-27.44%

-11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-8.80%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-21.77%

-17.53%

-4.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-23.95%

-0.67%

Current Drawdown

Current decline from peak

-1.78%

-3.46%

+1.68%

Average Drawdown

Average peak-to-trough decline

-6.49%

-6.71%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.33%

+0.16%

Volatility

MUMC.TO vs. DXZ.TO - Volatility Comparison

The current volatility for Manulife Multifactor U.S. Mid Cap Index ETF Hedged (MUMC.TO) is 3.17%, while Dynamic Active U.S. Mid-Cap ETF (DXZ.TO) has a volatility of 3.35%. This indicates that MUMC.TO experiences smaller price fluctuations and is considered to be less risky than DXZ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUMC.TODXZ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

3.35%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

10.50%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

14.55%

+3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

15.56%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.45%

22.21%

-2.76%

Dividends

MUMC.TO vs. DXZ.TO - Dividend Comparison

MUMC.TO's dividend yield for the trailing twelve months is around 0.81%, more than DXZ.TO's 0.29% yield.


PositionTTM202520242023202220212020201920182017
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%
MUMC.TO
Manulife Multifactor U.S. Mid Cap Index ETF Hedged
0.81%1.00%0.70%1.05%0.86%0.63%0.90%0.90%1.19%0.73%

Frequently Asked Questions


MUMC.TO and DXZ.TO have a correlation of 0.30, 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: Manulife and Dynamic.

Portfolio Optimizer

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