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Inception Date
Apr 3, 2017
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

DCC.TO Performance Chart

Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) is up 1.4% since the beginning of the year. DCC.TO is currently trading at CA$19 per share. Investors who bought CA$1,000 worth of DCC.TO shares 5 years ago would now be looking at an investment worth CA$1,142.


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S&P 500 Index

Returns By Period

Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) has returned 1.35% so far this year and 3.63% over the past 12 months.


Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF

1D
0.10%
1M
-0.15%
6M
0.77%
YTD
1.35%
1Y
3.63%
3Y*
5.94%
5Y*
2.70%
10Y*

Benchmark (S&P 500 Index)

1D
-0.31%
1M
0.87%
6M
10.62%
YTD
13.50%
1Y
24.35%
3Y*
21.67%
5Y*
14.33%
10Y*
14.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCC.TO Monthly Returns History

Based on dividend-adjusted daily data since Apr 7, 2017, DCC.TO's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, an investment would double in approximately 26.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +5.5%, while the worst month was Mar 2020 at -5.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DCC.TO closed higher 33% of trading days. The best single day was Apr 21, 2020 with a return of +2.6%, while the worst single day was Mar 25, 2020 at -3.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.67%0.66%-1.26%0.56%0.84%0.27%-0.37%1.35%
20250.94%0.43%0.33%0.06%0.50%0.43%0.10%0.70%1.06%0.21%0.26%-0.46%4.65%
2024-0.19%0.25%0.64%-0.43%0.73%0.86%1.79%0.48%1.96%-0.42%0.47%0.64%6.97%
20231.61%-0.84%1.28%0.47%-0.80%0.06%-0.14%0.35%-0.67%0.81%2.39%1.95%6.59%
2022-1.25%-0.48%-1.93%-1.09%0.11%-1.27%1.70%-1.50%-0.40%0.06%1.26%0.11%-4.65%
20210.10%-1.55%0.46%-0.05%0.46%-0.15%0.31%0.10%-0.20%-1.13%-0.10%0.31%-1.47%

Benchmark Metrics

Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF has an annualized alpha of 2.68%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 07, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (12.77%) than losses (11.24%) - typical of diversified or defensive assets.
  • Beta of 0.00 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
2.68%
Beta
0.00
0.00
Upside Capture
12.77%
Downside Capture
11.24%

Return for Risk

Risk / Return Rank

DCC.TO ranks 47 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DCC.TO Risk / Return Rank: 4747
Overall Rank
DCC.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DCC.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
DCC.TO Omega Ratio Rank: 4646
Omega Ratio Rank
DCC.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
DCC.TO Martin Ratio Rank: 5050
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 1-5 Year Laddered Canadian Corporate Bond Index ETF (DCC.TO) and compare them to S&P 500 Index.

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.


DCC.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratioReturn relative to maximum drawdown

2.11

2.67

-0.56

Martin ratioReturn relative to average drawdown

6.97

9.87

-2.90

Dividends

Dividend History

Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF provided a 3.32% dividend yield over the last twelve months, with an annual payout of CA$0.63 per share. The fund has been increasing its distributions for 2 consecutive years.


2.40%2.60%2.80%3.00%3.20%3.40%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.50CA$0.60201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
DividendCA$0.63CA$0.63CA$0.62CA$0.55CA$0.60CA$0.60CA$0.60CA$0.60CA$0.60CA$0.47

Dividend yield

3.32%3.28%3.28%3.02%3.40%3.13%3.00%3.09%3.15%2.41%

Monthly Dividends

The table displays the monthly dividend distributions for Desjardins 1-5 Year Laddered 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$0.04CA$0.06CA$0.06CA$0.05CA$0.03CA$0.00CA$0.29
2025CA$0.06CA$0.04CA$0.02CA$0.05CA$0.06CA$0.05CA$0.06CA$0.04CA$0.05CA$0.06CA$0.05CA$0.08CA$0.63
2024CA$0.06CA$0.04CA$0.06CA$0.01CA$0.05CA$0.05CA$0.06CA$0.05CA$0.05CA$0.06CA$0.05CA$0.09CA$0.62
2023CA$0.04CA$0.04CA$0.03CA$0.04CA$0.05CA$0.05CA$0.04CA$0.05CA$0.04CA$0.05CA$0.05CA$0.06CA$0.55
2022CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.60
2021CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.60

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 1-5 Year Laddered 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 1-5 Year Laddered Canadian Corporate Bond Index ETF was 8.95%, occurring on Jun 14, 2022. Recovery took 386 trading sessions.

The current Desjardins 1-5 Year Laddered Canadian Corporate Bond Index ETF drawdown is 0.52%.


Drawdown

Fall

Recovery

Underwater

Related event

-8.95%Jun 2022
1y 4mo1y 6mo
2y 10moFeb 2021 - Dec 2023
Bear market2022
-5.84%Mar 2020
13d2mo 4d
2mo 17dMar 2020 - May 2020
COVID crash2020
-2.11%May 2018
10mo 28d8mo 5d
1y 6moJun 2017 - Jan 2019
-1.73%Mar 2026
1mo2mo 5d
3mo 5dFeb 2026 - May 2026
-1.51%Apr 2025
7d1mo 2d
1mo 9dApr 2025 - May 2025
2025 selloff2025

Drawdown Indicators


DCC.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-8.95%

-48.87%

+39.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

-9.17%

+7.44%

Max Drawdown (3Y)

Largest decline over 3 years

-1.73%

-19.59%

+17.86%

Max Drawdown (5Y)

Largest decline over 5 years

-8.45%

-23.14%

+14.69%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-0.52%

-0.82%

+0.30%

Average Drawdown

Average peak-to-trough decline

-1.62%

-9.63%

+8.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

2.47%

-1.95%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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