XGI.TO vs. DXN.TO
XGI.TO (iShares S&P Global Industrials Index ETF (CAD-Hedged)) and DXN.TO (Dynamic Active Global Infrastructure ETF) are both Industrials Equities funds. XGI.TO is passively managed, while DXN.TO is actively managed. Over the past 5 years, XGI.TO returned 12.46%/yr vs 9.42%/yr for DXN.TO. At a 0.27 correlation, their price movements are largely independent.
Performance
XGI.TO vs. DXN.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XGI.TO achieves a 12.09% return, which is significantly lower than DXN.TO's 13.74% return.
XGI.TO
- 1D
- 0.04%
- 1M
- 0.73%
- 6M
- 6.74%
- YTD
- 12.09%
- 1Y
- 20.43%
- 3Y*
- 18.69%
- 5Y*
- 12.46%
- 10Y*
- 11.88%
DXN.TO
- 1D
- 0.41%
- 1M
- 1.83%
- 6M
- 12.29%
- YTD
- 13.74%
- 1Y
- 19.11%
- 3Y*
- 13.79%
- 5Y*
- 9.42%
- 10Y*
- —
XGI.TO vs. DXN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XGI.TO iShares S&P Global Industrials Index ETF (CAD-Hedged) | 12.09% | 20.93% | 16.18% | 21.83% | -8.79% | 14.92% | 4.76% |
DXN.TO Dynamic Active Global Infrastructure ETF | 13.74% | 15.33% | 15.13% | -0.89% | -1.00% | 10.60% | -7.54% |
Correlation
The correlation between XGI.TO and DXN.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2020 | 0.27 |
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Return for Risk
XGI.TO vs. DXN.TO — Risk / Return Rank
XGI.TO
DXN.TO
XGI.TO vs. DXN.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.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.
| XGI.TO | DXN.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.08 | -1.34 |
| Martin ratioReturn relative to average drawdown | 6.87 | 9.32 | -2.45 |
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Drawdowns
XGI.TO vs. DXN.TO - Drawdown Comparison
The maximum XGI.TO drawdown since its inception was -42.61%, which is greater than DXN.TO's maximum drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for XGI.TO and DXN.TO.
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Drawdown Indicators
| XGI.TO | DXN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.61% | -34.85% | -7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -6.50% | -5.24% |
Max Drawdown (3Y)Largest decline over 3 years | -16.14% | -14.79% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -18.55% | -6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -42.61% | — | — |
Current DrawdownCurrent decline from peak | -4.05% | -1.25% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -5.74% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.14% | +0.84% |
Volatility
XGI.TO vs. DXN.TO - Volatility Comparison
iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.TO) has a higher volatility of 5.21% compared to Dynamic Active Global Infrastructure ETF (DXN.TO) at 2.92%. This indicates that XGI.TO's price experiences larger fluctuations and is considered to be riskier than DXN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGI.TO | DXN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 2.92% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.62% | 8.88% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 11.16% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 12.85% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.99% | 16.67% | +7.32% |
Dividends
XGI.TO vs. DXN.TO - Dividend Comparison
XGI.TO's dividend yield for the trailing twelve months is around 1.24%, less than DXN.TO's 1.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXN.TO Dynamic Active Global Infrastructure ETF | 1.98% | 2.10% | 3.26% | 2.30% | 1.21% | 0.91% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XGI.TO iShares S&P Global Industrials Index ETF (CAD-Hedged) | 1.24% | 1.54% | 2.69% | 1.24% | 1.34% | 0.91% | 0.96% | 1.30% | 1.88% | 1.15% | 1.39% | 1.46% |
Frequently Asked Questions
XGI.TO and DXN.TO have a correlation of 0.24, 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: iShares and Dynamic.
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