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PDC.TO vs. DWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDC.TO vs. DWX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco Canadian Dividend Index ETF (PDC.TO) and SPDR S&P International Dividend ETF (DWX). The values are adjusted to include any dividend payments, if applicable.

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PDC.TO vs. DWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDC.TO
Invesco Canadian Dividend Index ETF
9.18%21.62%16.14%6.74%-4.34%29.91%-5.70%24.75%-12.03%10.06%
DWX
SPDR S&P International Dividend ETF
5.71%25.58%11.37%12.21%-6.79%9.56%-6.71%14.35%-3.57%11.34%
Different Trading Currencies

PDC.TO is traded in CAD, while DWX is traded in USD. To make them comparable, the DWX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PDC.TO achieves a 9.18% return, which is significantly higher than DWX's 5.71% return. Over the past 10 years, PDC.TO has outperformed DWX with an annualized return of 10.43%, while DWX has yielded a comparatively lower 8.19% annualized return.


PDC.TO

1D
1.12%
1M
-1.10%
YTD
9.18%
6M
10.22%
1Y
30.92%
3Y*
17.13%
5Y*
12.79%
10Y*
10.43%

DWX

1D
1.82%
1M
-4.01%
YTD
5.71%
6M
8.86%
1Y
20.26%
3Y*
15.97%
5Y*
10.32%
10Y*
8.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDC.TO vs. DWX - Expense Ratio Comparison

PDC.TO has a 0.58% expense ratio, which is higher than DWX's 0.45% expense ratio.


Return for Risk

PDC.TO vs. DWX — Risk / Return Rank

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

PDC.TO
PDC.TO Risk / Return Rank: 9797
Overall Rank
PDC.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PDC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
PDC.TO Omega Ratio Rank: 9898
Omega Ratio Rank
PDC.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
PDC.TO Martin Ratio Rank: 9797
Martin Ratio Rank

DWX
DWX Risk / Return Rank: 9090
Overall Rank
DWX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DWX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DWX Omega Ratio Rank: 9090
Omega Ratio Rank
DWX Calmar Ratio Rank: 8989
Calmar Ratio Rank
DWX Martin Ratio Rank: 8989
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.

PDC.TO vs. DWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Canadian Dividend Index ETF (PDC.TO) and SPDR S&P International Dividend ETF (DWX). 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.


PDC.TODWXDifference

Sharpe ratio

Return per unit of total volatility

3.10

1.91

+1.19

Sortino ratio

Return per unit of downside risk

3.72

2.48

+1.24

Omega ratio

Gain probability vs. loss probability

1.68

1.37

+0.31

Calmar ratio

Return relative to maximum drawdown

3.76

2.48

+1.27

Martin ratio

Return relative to average drawdown

19.20

9.95

+9.24

PDC.TO vs. DWX - Sharpe Ratio Comparison

The current PDC.TO Sharpe Ratio is 3.10, which is higher than the DWX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of PDC.TO and DWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PDC.TODWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

1.91

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

1.11

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.66

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.51

+0.21

Correlation

The correlation between PDC.TO and DWX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PDC.TO vs. DWX - Dividend Comparison

PDC.TO's dividend yield for the trailing twelve months is around 3.57%, less than DWX's 4.28% yield.


TTM20252024202320222021202020192018201720162015
PDC.TO
Invesco Canadian Dividend Index ETF
3.57%3.84%4.29%4.56%4.05%3.49%4.85%4.14%4.90%4.05%3.61%4.20%
DWX
SPDR S&P International Dividend ETF
4.28%4.44%4.31%4.12%4.68%3.89%3.84%4.40%5.06%3.85%5.25%5.81%

Drawdowns

PDC.TO vs. DWX - Drawdown Comparison

The maximum PDC.TO drawdown since its inception was -41.94%, which is greater than DWX's maximum drawdown of -30.07%. Use the drawdown chart below to compare losses from any high point for PDC.TO and DWX.


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Drawdown Indicators


PDC.TODWXDifference

Max Drawdown

Largest peak-to-trough decline

-41.94%

-66.86%

+24.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.43%

-8.59%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-18.24%

-26.96%

+8.72%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

-36.05%

-5.89%

Current Drawdown

Current decline from peak

-1.72%

-5.87%

+4.15%

Average Drawdown

Average peak-to-trough decline

-4.61%

-14.23%

+9.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.24%

-0.59%

Volatility

PDC.TO vs. DWX - Volatility Comparison

The current volatility for Invesco Canadian Dividend Index ETF (PDC.TO) is 3.33%, while SPDR S&P International Dividend ETF (DWX) has a volatility of 5.52%. This indicates that PDC.TO experiences smaller price fluctuations and is considered to be less risky than DWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDC.TODWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

5.52%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

6.85%

7.64%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

10.67%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

9.31%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

12.46%

+2.82%