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Desjardins Canadian Corporate Bond Index ETF (DCBC...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
15059A104
Inception Date
Apr 15, 2024
Leveraged
1x (No leverage)
Index Tracked
Solactive Canadian Bond Universe Corporate TR Index
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Desjardins Canadian Corporate Bond Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

DCBC.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Desjardins Canadian Corporate Bond Index ETF (DCBC.TO) has returned 0.18% so far this year and 2.41% over the past 12 months.


Desjardins Canadian Corporate Bond Index ETF

1D
0.00%
1M
-1.81%
YTD
0.18%
6M
0.39%
1Y
2.41%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 18, 2024, DCBC.TO's average daily return is +1.40%, while the average monthly return is +28.52%. At this rate, your investment would double in approximately 0.2 years.

Historically, 75% of months were positive and 25% were negative. The best month was Apr 2024 with a return of +673.2%, while the worst month was Mar 2026 at -1.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 1 months.

On a daily basis, DCBC.TO closed higher 46% of trading days. The best single day was Apr 22, 2024 with a return of +675.1%, while the worst single day was Oct 4, 2024 at -1.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.01%1.00%-1.81%0.18%
20250.91%0.59%0.17%-0.40%0.30%0.83%-0.33%0.25%1.35%0.81%0.30%-0.89%3.94%
2024673.16%1.61%0.75%1.78%0.81%1.98%-0.46%1.11%-0.26%731.37%

Benchmark Metrics

Desjardins Canadian Corporate Bond Index ETF has an annualized alpha of 3164.53%, beta of 0.69, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 19, 2024.

  • This ETF captured 1069.06% of S&P 500 Index gains but only 7.22% of its losses — a favorable profile for investors.
  • Beta of 0.69 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3,164.53%
Beta
0.69
0.00
Upside Capture
1,069.06%
Downside Capture
7.22%

Expense Ratio

DCBC.TO has an expense ratio of 0.17%, which is considered low.


Return for Risk

Risk / Return Rank

DCBC.TO ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DCBC.TO Risk / Return Rank: 3333
Overall Rank
DCBC.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DCBC.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
DCBC.TO Omega Ratio Rank: 2727
Omega Ratio Rank
DCBC.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
DCBC.TO Martin Ratio Rank: 3838
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Desjardins Canadian Corporate Bond Index ETF (DCBC.TO) and compare them to a chosen benchmark (S&P 500 Index).


DCBC.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.69

-0.08

Sortino ratio

Return per unit of downside risk

0.86

1.06

-0.20

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.05

Calmar ratio

Return relative to maximum drawdown

1.07

1.14

-0.07

Martin ratio

Return relative to average drawdown

3.59

4.22

-0.62

Explore DCBC.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Desjardins Canadian Corporate Bond Index ETF provided a 3.88% dividend yield over the last twelve months, with an annual payout of CA$0.81 per share.


2.60%2.80%3.00%3.20%3.40%3.60%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.8020242025
Dividends
Dividend Yield
PeriodTTM20252024
DividendCA$0.81CA$0.75CA$0.57

Dividend yield

3.88%3.55%2.69%

Monthly Dividends

The table displays the monthly dividend distributions for Desjardins Canadian Corporate Bond Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.06CA$0.06CA$0.07CA$0.20
2025CA$0.07CA$0.06CA$0.02CA$0.07CA$0.07CA$0.06CA$0.07CA$0.06CA$0.06CA$0.07CA$0.06CA$0.08CA$0.75
2024CA$0.04CA$0.06CA$0.07CA$0.06CA$0.11CA$0.09CA$0.06CA$0.07CA$0.57

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Desjardins Canadian Corporate Bond Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Desjardins Canadian Corporate Bond Index ETF was 2.57%, occurring on Mar 20, 2026. The portfolio has not yet recovered.

The current Desjardins Canadian Corporate Bond Index ETF drawdown is 1.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.57%Mar 2, 202615Mar 20, 2026
-2.53%Dec 10, 202423Jan 14, 202515Feb 4, 202538
-2.18%Mar 5, 202529Apr 14, 202548Jun 23, 202577
-1.83%Jun 20, 20248Jul 2, 202411Jul 17, 202419
-1.43%Nov 12, 20248Nov 21, 20246Nov 29, 202414

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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