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RIIN.TO vs. DXN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIIN.TO vs. DXN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Russell Investments Global Infrastructure Pool (RIIN.TO) and Dynamic Active Global Infrastructure ETF (DXN.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, RIIN.TO achieves a 14.75% return, which is significantly higher than DXN.TO's 13.02% return.


RIIN.TO

1D
0.70%
1M
0.75%
6M
12.04%
YTD
14.75%
1Y
19.41%
3Y*
16.20%
5Y*
12.56%
10Y*
ALL TIME*
8.74%

DXN.TO

1D
0.45%
1M
-0.09%
6M
11.21%
YTD
13.02%
1Y
18.26%
3Y*
13.26%
5Y*
9.47%
10Y*
ALL TIME*
6.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$4.12KCA$8.05KCA$14.08K
CA$83.70KCA$81.11KCA$107.94K

RIIN.TO vs. DXN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RIIN.TO
Russell Investments Global Infrastructure Pool
14.75%11.43%21.76%3.17%4.20%14.23%-13.09%
DXN.TO
Dynamic Active Global Infrastructure ETF
13.02%15.33%15.13%-0.89%-1.00%10.60%-7.54%

Correlation

The correlation between RIIN.TO and DXN.TO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.43

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

0.38

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2020

0.35

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Return for Risk

RIIN.TO vs. DXN.TO — Risk / Return Rank

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

RIIN.TO
RIIN.TO Risk / Return Rank: 7979
Overall Rank
RIIN.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RIIN.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
RIIN.TO Omega Ratio Rank: 7878
Omega Ratio Rank
RIIN.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
RIIN.TO Martin Ratio Rank: 6868
Martin Ratio Rank

DXN.TO
DXN.TO Risk / Return Rank: 7373
Overall Rank
DXN.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DXN.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
DXN.TO Omega Ratio Rank: 7171
Omega Ratio Rank
DXN.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
DXN.TO Martin Ratio Rank: 6868
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.

RIIN.TO vs. DXN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Infrastructure Pool (RIIN.TO) and Dynamic Active Global Infrastructure ETF (DXN.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.


RIIN.TODXN.TODifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratioReturn relative to maximum drawdown

3.70

2.82

+0.87

Martin ratioReturn relative to average drawdown

8.38

8.39

-0.01

RIIN.TO vs. DXN.TO - Sharpe Ratio Comparison

The current RIIN.TO Sharpe Ratio is 1.89, which is comparable to the DXN.TO Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of RIIN.TO and DXN.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

RIIN.TO vs. DXN.TO - Drawdown Comparison

The maximum RIIN.TO drawdown since its inception was -34.62%, roughly equal to the maximum DXN.TO drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for RIIN.TO and DXN.TO.


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Drawdown Indicators


RIIN.TODXN.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.62%

-34.85%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-6.50%

+1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-10.21%

-14.40%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-13.40%

-18.55%

+5.15%

Current Drawdown

Current decline from peak

-0.75%

-1.87%

+1.12%

Average Drawdown

Average peak-to-trough decline

-5.60%

-5.72%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.18%

+0.14%

Volatility

RIIN.TO vs. DXN.TO - Volatility Comparison

Russell Investments Global Infrastructure Pool (RIIN.TO) and Dynamic Active Global Infrastructure ETF (DXN.TO) have volatilities of 2.81% and 2.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIIN.TODXN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

2.81%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

8.73%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.33%

11.02%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.76%

12.85%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

16.63%

-0.96%

Dividends

RIIN.TO vs. DXN.TO - Dividend Comparison

RIIN.TO's dividend yield for the trailing twelve months is around 6.39%, more than DXN.TO's 2.00% yield.


PositionTTM202520242023202220212020
DXN.TO
Dynamic Active Global Infrastructure ETF
2.00%2.10%3.26%2.30%1.21%0.91%0.35%
RIIN.TO
Russell Investments Global Infrastructure Pool
6.39%7.00%6.34%4.52%4.46%4.12%4.77%

Frequently Asked Questions


RIIN.TO and DXN.TO have a correlation of 0.45, 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: Russell Investments Canada Limited and Dynamic.

Portfolio Optimizer

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