PortfoliosLab logoPortfoliosLab logo
RIRA.TO vs. DXN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIRA.TO vs. DXN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Russell Investments Real Assets (RIRA.TO) and Dynamic Active Global Infrastructure ETF (DXN.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RIRA.TO achieves a 18.72% return, which is significantly higher than DXN.TO's 13.02% return.


RIRA.TO

1D
0.46%
1M
2.78%
6M
13.99%
YTD
18.72%
1Y
26.17%
3Y*
11.94%
5Y*
7.83%
10Y*
ALL TIME*
6.36%

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$30.02KCA$31.90KCA$47.40K

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


2026 (YTD)202520242023202220212020
RIRA.TO
Russell Investments Real Assets
18.72%10.46%8.03%4.50%-8.47%17.83%-8.82%
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 RIRA.TO and DXN.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.29

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

0.32

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

0.30

Compare stocks, funds, or ETFs

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


Return for Risk

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

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

RIRA.TO
RIRA.TO Risk / Return Rank: 9595
Overall Rank
RIRA.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RIRA.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
RIRA.TO Omega Ratio Rank: 9595
Omega Ratio Rank
RIRA.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
RIRA.TO Martin Ratio Rank: 9595
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.

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

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Real Assets (RIRA.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.


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

+1.22

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.53

1.30

+0.23

Calmar ratioReturn relative to maximum drawdown

5.98

2.82

+3.15

Martin ratioReturn relative to average drawdown

21.53

8.39

+13.15

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

The current RIRA.TO Sharpe Ratio is 2.88, which is higher than the DXN.TO Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of RIRA.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.


Loading charts...

Drawdowns

RIRA.TO vs. DXN.TO - Drawdown Comparison

The maximum RIRA.TO drawdown since its inception was -25.82%, smaller than the maximum DXN.TO drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for RIRA.TO and DXN.TO.


Loading charts...

Drawdown Indicators


RIRA.TODXN.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.82%

-34.85%

+9.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.40%

-6.50%

+2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-12.05%

-14.40%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-18.55%

+1.99%

Current Drawdown

Current decline from peak

0.00%

-1.87%

+1.87%

Average Drawdown

Average peak-to-trough decline

-6.12%

-5.72%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

2.18%

-0.96%

Volatility

RIRA.TO vs. DXN.TO - Volatility Comparison

The current volatility for Russell Investments Real Assets (RIRA.TO) is 2.03%, while Dynamic Active Global Infrastructure ETF (DXN.TO) has a volatility of 2.81%. This indicates that RIRA.TO experiences smaller price fluctuations and is considered to be less risky than DXN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RIRA.TODXN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

2.81%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

6.56%

8.73%

-2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

9.12%

11.02%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.70%

12.85%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.83%

16.63%

-2.80%

Dividends

RIRA.TO vs. DXN.TO - Dividend Comparison

RIRA.TO's dividend yield for the trailing twelve months is around 3.78%, 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%
RIRA.TO
Russell Investments Real Assets
3.78%4.27%4.31%6.16%6.34%3.95%4.58%

Frequently Asked Questions


RIRA.TO and DXN.TO have a correlation of 0.31, 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

Find the right allocation for RIRA.TO and DXN.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