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CI Canada Quality Dividend Growth Index ETF (DGRC....
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Category
Dividend
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in CI Canada Quality Dividend Growth 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

DGRC.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

CI Canada Quality Dividend Growth Index ETF (DGRC.TO) has returned 9.45% so far this year and 31.50% over the past 12 months.


CI Canada Quality Dividend Growth Index ETF

1D
1.32%
1M
-1.84%
YTD
9.45%
6M
15.27%
1Y
31.50%
3Y*
17.89%
5Y*
12.98%
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 Feb 2, 2018, DGRC.TO's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, your investment would double in approximately 5.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +13.4%, while the worst month was Mar 2020 at -18.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DGRC.TO closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 12, 2020 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.06%11.57%-1.84%9.45%
20252.15%1.17%2.45%-3.76%5.95%2.48%1.68%3.38%3.86%-0.61%6.35%-0.36%27.20%
20240.31%3.82%4.10%-0.55%1.35%-1.56%4.93%0.66%-0.93%1.66%2.54%-4.23%12.36%
20234.82%-1.50%-0.33%2.38%-6.19%5.88%1.84%-0.79%-1.70%-1.66%3.30%2.10%7.79%
2022-1.20%-0.49%4.68%-3.04%-1.78%-7.53%5.58%-0.90%-4.25%7.57%4.81%-4.00%-1.70%
2021-1.79%4.65%4.39%2.59%3.48%-0.43%1.14%1.51%-2.44%3.80%-1.54%4.08%20.84%

Benchmark Metrics

CI Canada Quality Dividend Growth Index ETF has an annualized alpha of 5.43%, beta of 0.54, and R² of 0.39 versus S&P 500 Index. Calculated based on daily prices since February 05, 2018.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.51%) than losses (58.07%) — typical of diversified or defensive assets.
  • Beta of 0.54 may look defensive, but with R² of 0.39 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 0.39 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
5.43%
Beta
0.54
0.39
Upside Capture
69.51%
Downside Capture
58.07%

Expense Ratio

DGRC.TO has an expense ratio of 0.23%, which is considered low.


Return for Risk

Risk / Return Rank

DGRC.TO ranks 91 for risk / return — in the top 91% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


DGRC.TO Risk / Return Rank: 9191
Overall Rank
DGRC.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DGRC.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
DGRC.TO Omega Ratio Rank: 9393
Omega Ratio Rank
DGRC.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
DGRC.TO Martin Ratio Rank: 9191
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 CI Canada Quality Dividend Growth Index ETF (DGRC.TO) and compare them to a chosen benchmark (S&P 500 Index).


DGRC.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.22

0.69

+1.53

Sortino ratio

Return per unit of downside risk

2.77

1.06

+1.71

Omega ratio

Gain probability vs. loss probability

1.43

1.17

+0.27

Calmar ratio

Return relative to maximum drawdown

2.58

1.14

+1.44

Martin ratio

Return relative to average drawdown

12.81

4.22

+8.59

Explore DGRC.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

CI Canada Quality Dividend Growth Index ETF provided a 2.53% dividend yield over the last twelve months, with an annual payout of CA$1.32 per share. The fund has been increasing its distributions for 4 consecutive years.


2.00%2.50%3.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.2020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
DividendCA$1.32CA$1.23CA$0.95CA$0.90CA$0.83CA$0.66CA$0.91CA$0.63CA$0.40

Dividend yield

2.53%2.58%2.46%2.56%2.48%1.87%3.06%2.20%1.63%

Monthly Dividends

The table displays the monthly dividend distributions for CI Canada Quality Dividend Growth Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.28CA$0.28
2025CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.33CA$0.00CA$0.00CA$0.30CA$0.00CA$0.00CA$0.40CA$1.23
2024CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.33CA$0.95
2023CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.28CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.24CA$0.90
2022CA$0.00CA$0.00CA$0.16CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.31CA$0.00CA$0.00CA$0.27CA$0.83
2021CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.23CA$0.66

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 CI Canada Quality Dividend Growth 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 CI Canada Quality Dividend Growth Index ETF was 36.59%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current CI Canada Quality Dividend Growth Index ETF drawdown is 2.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.59%Feb 13, 202027Mar 23, 2020161Nov 11, 2020188
-15.39%Apr 21, 202259Jul 14, 2022285Sep 1, 2023344
-13.17%Jul 20, 2018109Dec 24, 201864Mar 28, 2019173
-12.9%Apr 3, 20254Apr 8, 202527May 16, 202531
-6.02%Nov 25, 202419Dec 19, 202463Mar 24, 202582

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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