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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

DCS.TO Performance Chart

Desjardins Canadian Short Term Bond Index ETF (DCS.TO) is up 1.2% since the beginning of the year. DCS.TO is currently trading at CA$19 per share. Investors who bought CA$1,000 worth of DCS.TO shares 5 years ago would now be looking at an investment worth CA$1,111.


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S&P 500 Index

Returns By Period

Desjardins Canadian Short Term Bond Index ETF (DCS.TO) has returned 1.16% so far this year and 3.08% over the past 12 months.


Desjardins Canadian Short Term Bond Index ETF

1D
0.10%
1M
-0.06%
6M
0.84%
YTD
1.16%
1Y
3.08%
3Y*
4.74%
5Y*
2.13%
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)

DCS.TO Monthly Returns History

Based on dividend-adjusted daily data since Apr 13, 2017, DCS.TO's average daily return is +0.01%, while the average monthly return is +0.17%. At this rate, an investment would double in approximately 34.0 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +1.6%, while the worst month was Mar 2022 at -1.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DCS.TO closed higher 28% of trading days. The best single day was Jan 29, 2019 with a return of +2.0%, while the worst single day was Jan 25, 2019 at -2.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.40%0.63%-0.79%0.03%0.70%0.41%-0.21%1.16%
20250.55%0.43%0.35%0.23%0.09%0.25%-0.04%0.36%0.97%0.42%0.17%-0.32%3.51%
2024-0.05%-0.06%0.60%-0.44%0.57%0.93%1.29%0.71%1.11%-0.20%0.23%0.92%5.74%
20231.33%-0.94%1.29%0.16%-0.63%-0.50%-0.03%0.62%-0.36%0.78%1.61%1.34%4.72%
2022-1.14%-0.37%-1.59%-0.81%0.38%-1.08%1.21%-1.31%0.33%-0.27%0.50%0.11%-4.00%
2021-0.15%0.91%-1.15%-0.10%0.00%-0.15%0.41%-0.15%0.31%-1.48%0.21%0.57%-0.81%

Benchmark Metrics

Desjardins Canadian Short Term Bond Index ETF has an annualized alpha of 2.22%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 13, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (7.68%) than losses (2.62%) - 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
2.22%
Beta
-0.00
0.00
Upside Capture
7.68%
Downside Capture
2.62%

Return for Risk

Risk / Return Rank

DCS.TO ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DCS.TO Risk / Return Rank: 6363
Overall Rank
DCS.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DCS.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
DCS.TO Omega Ratio Rank: 7474
Omega Ratio Rank
DCS.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
DCS.TO Martin Ratio Rank: 5656
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 Short Term Bond Index ETF (DCS.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.


DCS.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.35

1.33

+0.01

Calmar ratioReturn relative to maximum drawdown

2.46

2.67

-0.21

Martin ratioReturn relative to average drawdown

7.99

9.87

-1.88

Dividends

Dividend History

Desjardins Canadian Short Term Bond Index ETF provided a 2.77% dividend yield over the last twelve months, with an annual payout of CA$0.53 per share. The fund has been increasing its distributions for 2 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%2.80%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
DividendCA$0.53CA$0.53CA$0.49CA$0.46CA$0.48CA$0.48CA$0.48CA$0.48CA$0.49CA$0.33

Dividend yield

2.77%2.77%2.59%2.49%2.66%2.49%2.41%2.47%2.55%1.69%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.05CA$0.04CA$0.05CA$0.05CA$0.04CA$0.03CA$0.00CA$0.25
2025CA$0.04CA$0.04CA$0.03CA$0.04CA$0.05CA$0.05CA$0.05CA$0.03CA$0.04CA$0.05CA$0.04CA$0.06CA$0.53
2024CA$0.03CA$0.04CA$0.04CA$0.02CA$0.04CA$0.04CA$0.05CA$0.04CA$0.04CA$0.05CA$0.04CA$0.05CA$0.49
2023CA$0.03CA$0.03CA$0.02CA$0.03CA$0.04CA$0.06CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.06CA$0.46
2022CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.48
2021CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.48

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 Short Term 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 Short Term Bond Index ETF was 7.05%, occurring on Oct 21, 2022. Recovery took 406 trading sessions.

The current Desjardins Canadian Short Term Bond Index ETF drawdown is 0.21%.


Drawdown

Fall

Recovery

Underwater

Related event

-7.05%Oct 2022
1y 7mo1y 7mo
3y 3moMar 2021 - Jun 2024
Bear market2022
-2.16%Mar 2020
1d1mo
1mo 1dMar 2020 - Apr 2020
COVID crash2020
-1.96%Jan 2019
0s4d
4dJan 2019 - Jan 2019
-1.51%Sep 2017
4mo 19d1y 3mo
1y 8moApr 2017 - Dec 2018
-1.26%Mar 2026
22d2mo 20d
3mo 12dMar 2026 - Jun 2026

Drawdown Indicators


DCS.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-7.05%

-48.87%

+41.82%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-9.17%

+7.91%

Max Drawdown (3Y)

Largest decline over 3 years

-1.26%

-19.59%

+18.33%

Max Drawdown (5Y)

Largest decline over 5 years

-6.26%

-23.14%

+16.88%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-0.21%

-0.82%

+0.61%

Average Drawdown

Average peak-to-trough decline

-1.44%

-9.63%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

2.47%

-2.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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