- Issuer
- Desjardins
- Inception Date
- Aug 28, 2025
- Region
- Global (Broad)
- Category
- Multistrategy
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- Canada
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
Highlights
- Avg. Volume (1M)
- 52
- Avg. Volume Value (1M)
- CA$1.12K
Share Price Chart
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Performance
DGLM.TO Performance Chart
Desjardins Global Macro ETF (DGLM.TO) is up 7.8% since the beginning of the year. DGLM.TO is currently trading at CA$21 per share.
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Returns By Period
Desjardins Global Macro ETF
- 1D
- 0.00%
- 1M
- 1.14%
- 6M
- 6.78%
- YTD
- 7.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Benchmark (S&P 500 Index)
- 1D
- 1.15%
- 1M
- -2.03%
- 6M
- 10.65%
- YTD
- 11.36%
- 1Y
- 19.11%
- 3Y*
- 19.74%
- 5Y*
- 13.79%
- 10Y*
- 13.92%
- ALL TIME*
- 9.16%
DGLM.TO Monthly Returns History
Based on dividend-adjusted daily data since Sep 22, 2025, DGLM.TO's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 55% of months were positive and 45% were negative. The best month was Apr 2026 with a return of +2.0%, while the worst month was Sep 2025 at -0.3%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.
On a daily basis, DGLM.TO closed higher 5% of trading days. The best single day was Apr 17, 2026 with a return of +2.0%, while the worst single day was Mar 31, 2026 at -2.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.99% | 1.97% | -0.18% | 2.01% | 1.68% | 0.00% | 1.14% | 7.84% | |||||
| 2025 | -0.25% | 0.15% | -0.15% | 0.00% | -0.25% |
Benchmark Metrics
Desjardins Global Macro ETF has an annualized alpha of 9.95%, beta of -0.04, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since September 22, 2025.
- This ETF captured 25.99% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -29.20%) - a profile typical of hedging or uncorrelated assets.
- Beta of -0.04 may look defensive, but with R2 of 0.01 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 0.01 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
- 9.95%
- Beta
- -0.04
- R²
- 0.01
- Upside Capture
- 25.99%
- Downside Capture
- -29.20%
Expense Ratio
DGLM.TO has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Desjardins Global Macro ETF (DGLM.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.
| DGLM.TO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.09 | — |
| Martin ratioReturn relative to average drawdown | — | 7.58 | — |
Dividends
Dividend History
Desjardins Global Macro ETF provided a 1.57% dividend yield over the last twelve months, with an annual payout of CA$0.34 per share.
| Period | TTM |
|---|---|
| Dividend | CA$0.34 |
Dividend yield | 1.57% |
Monthly Dividends
The table displays the monthly dividend distributions for Desjardins Global Macro ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.34 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.34 |
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 Global Macro 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 Global Macro ETF was 2.58%, occurring on Mar 31, 2026. Recovery took 23 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-2.58%Mar 2026 | 0s | 1mo 4d | 1mo 4dMar 2026 - May 2026 | — |
-0.98%Nov 2025 | 5d | 2mo 25d | 3moOct 2025 - Jan 2026 | — |
-0.45%Oct 2025 | 8d | 26d | 1mo 4dSep 2025 - Oct 2025 | — |
-0.10%Feb 2026 | 0s | 2d | 2dFeb 2026 - Feb 2026 | — |
Drawdown Indicators
| DGLM.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.58% | -48.87% | +46.29% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.17% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.97% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.70% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -0.47% | -9.61% | +9.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.53% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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