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SPLT.TO vs. DXP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPLT.TO vs. DXP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Split Corp. Preferred Share ETF (SPLT.TO) and Dynamic Active Preferred Shares ETF (DXP.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, SPLT.TO achieves a 3.86% return, which is significantly lower than DXP.TO's 4.44% return.


SPLT.TO

1D
0.18%
1M
1.50%
YTD
3.86%
6M
4.20%
1Y
6.77%
3Y*
10.02%
5Y*
10Y*

DXP.TO

1D
-0.04%
1M
0.25%
YTD
4.44%
6M
5.17%
1Y
14.53%
3Y*
17.89%
5Y*
8.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPLT.TO vs. DXP.TO - Yearly Performance Comparison


2026 (YTD)202520242023
SPLT.TO
Brompton Split Corp. Preferred Share ETF
3.86%5.75%14.10%5.83%
DXP.TO
Dynamic Active Preferred Shares ETF
4.44%17.64%25.73%6.24%

Correlation

The correlation between SPLT.TO and DXP.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2023

0.13

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Return for Risk

SPLT.TO vs. DXP.TO — Risk / Return Rank

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

SPLT.TO
SPLT.TO Risk / Return Rank: 7070
Overall Rank
SPLT.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPLT.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPLT.TO Omega Ratio Rank: 7474
Omega Ratio Rank
SPLT.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
SPLT.TO Martin Ratio Rank: 6060
Martin Ratio Rank

DXP.TO
DXP.TO Risk / Return Rank: 9595
Overall Rank
DXP.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DXP.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
DXP.TO Omega Ratio Rank: 9696
Omega Ratio Rank
DXP.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
DXP.TO Martin Ratio Rank: 9696
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.

SPLT.TO vs. DXP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Split Corp. Preferred Share ETF (SPLT.TO) and Dynamic Active Preferred Shares ETF (DXP.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.


SPLT.TODXP.TODifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.65

Omega ratioGain probability vs. loss probability

1.41

1.74

-0.33

Calmar ratioReturn relative to maximum drawdown

3.74

6.07

-2.34

Martin ratioReturn relative to average drawdown

10.07

30.11

-20.05

SPLT.TO vs. DXP.TO - Sharpe Ratio Comparison

The current SPLT.TO Sharpe Ratio is 2.03, which is lower than the DXP.TO Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of SPLT.TO and DXP.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

SPLT.TO vs. DXP.TO - Drawdown Comparison

The maximum SPLT.TO drawdown since its inception was -5.36%, smaller than the maximum DXP.TO drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for SPLT.TO and DXP.TO.


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Drawdown Indicators


SPLT.TODXP.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.36%

-40.72%

+35.36%

Max Drawdown (1Y)

Largest decline over 1 year

-1.82%

-2.40%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

-8.30%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

Current Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

-0.49%

-6.61%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.48%

+0.19%

Volatility

SPLT.TO vs. DXP.TO - Volatility Comparison

The current volatility for Brompton Split Corp. Preferred Share ETF (SPLT.TO) is 0.61%, while Dynamic Active Preferred Shares ETF (DXP.TO) has a volatility of 0.94%. This indicates that SPLT.TO experiences smaller price fluctuations and is considered to be less risky than DXP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLT.TODXP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.94%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

2.55%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

4.02%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.65%

9.28%

-4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

12.22%

-7.57%

SPLT.TO vs. DXP.TO - Expense Ratio Comparison

SPLT.TO has a 0.50% expense ratio, which is lower than DXP.TO's 0.64% expense ratio.


Dividends

SPLT.TO vs. DXP.TO - Dividend Comparison

SPLT.TO's dividend yield for the trailing twelve months is around 5.94%, more than DXP.TO's 4.40% yield.


PositionTTM202520242023202220212020201920182017
DXP.TO
Dynamic Active Preferred Shares ETF
4.40%4.52%5.05%5.31%4.58%3.67%4.51%4.53%4.50%3.36%
SPLT.TO
Brompton Split Corp. Preferred Share ETF
5.94%6.01%5.99%3.55%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPLT.TO and DXP.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPLT.TO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPLT.TO is cheaper with a 0.50% expense ratio, compared with 0.64% for DXP.TO.

They also come from different issuers: Brompton Funds and Dynamic. Their fees differ too: 0.50% for SPLT.TO and 0.64% for DXP.TO.

Portfolio Optimizer

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