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UTES.TO vs. DXQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTES.TO vs. DXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.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, UTES.TO achieves a 14.78% return, which is significantly higher than DXQ.TO's 7.89% return.


UTES.TO

1D
1.58%
1M
0.00%
YTD
14.78%
6M
16.79%
1Y
27.78%
3Y*
5Y*
10Y*

DXQ.TO

1D
0.11%
1M
2.12%
YTD
7.89%
6M
8.04%
1Y
18.60%
3Y*
17.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTES.TO vs. DXQ.TO - Yearly Performance Comparison


Correlation

The correlation between UTES.TO and DXQ.TO is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2024

-0.09

The correlation between UTES.TO and DXQ.TO shifts across timeframes, from -0.19 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UTES.TO vs. DXQ.TO — Risk / Return Rank

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

UTES.TO
UTES.TO Risk / Return Rank: 8686
Overall Rank
UTES.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
UTES.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
UTES.TO Omega Ratio Rank: 8888
Omega Ratio Rank
UTES.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
UTES.TO Martin Ratio Rank: 7777
Martin Ratio Rank

DXQ.TO
DXQ.TO Risk / Return Rank: 6868
Overall Rank
DXQ.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DXQ.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
DXQ.TO Omega Ratio Rank: 7171
Omega Ratio Rank
DXQ.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
DXQ.TO Martin Ratio Rank: 6161
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.

UTES.TO vs. DXQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.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.


UTES.TODXQ.TODifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.52

1.38

+0.14

Calmar ratioReturn relative to maximum drawdown

4.37

3.65

+0.71

Martin ratioReturn relative to average drawdown

13.81

10.16

+3.65

UTES.TO vs. DXQ.TO - Sharpe Ratio Comparison

The current UTES.TO Sharpe Ratio is 2.91, which is higher than the DXQ.TO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of UTES.TO and DXQ.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

UTES.TO vs. DXQ.TO - Drawdown Comparison

The maximum UTES.TO drawdown since its inception was -10.19%, smaller than the maximum DXQ.TO drawdown of -15.54%. Use the drawdown chart below to compare losses from any high point for UTES.TO and DXQ.TO.


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Drawdown Indicators


UTES.TODXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.19%

-15.54%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-5.11%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

Current Drawdown

Current decline from peak

-0.72%

-1.38%

+0.66%

Average Drawdown

Average peak-to-trough decline

-2.56%

-1.26%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.84%

+0.18%

Volatility

UTES.TO vs. DXQ.TO - Volatility Comparison

Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) has a higher volatility of 3.58% compared to Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) at 3.17%. This indicates that UTES.TO's price experiences larger fluctuations and is considered to be riskier than DXQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTES.TODXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

3.17%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

7.56%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

9.60%

9.36%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.08%

10.93%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

10.93%

+0.15%

UTES.TO vs. DXQ.TO - Expense Ratio Comparison

UTES.TO has a 0.60% expense ratio, which is lower than DXQ.TO's 0.72% expense ratio.


Dividends

UTES.TO vs. DXQ.TO - Dividend Comparison

UTES.TO's dividend yield for the trailing twelve months is around 17.14%, more than DXQ.TO's 7.69% yield.


PositionTTM2025202420232022
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
7.69%7.45%5.74%6.54%1.83%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
17.14%18.30%6.05%0.00%0.00%

Frequently Asked Questions


UTES.TO and DXQ.TO have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UTES.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UTES.TO is cheaper with a 0.60% expense ratio, compared with 0.72% for DXQ.TO.

They also come from different issuers: Evolve and Dynamic. Their fees differ too: 0.60% for UTES.TO and 0.72% for DXQ.TO.

Portfolio Optimizer

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