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Inception Date
Sep 27, 2018
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

DRCU.TO Performance Chart

Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.TO) is up 0.4% since the beginning of the year. DRCU.TO is currently trading at CA$19 per share. Investors who bought CA$1,000 worth of DRCU.TO shares 5 years ago would now be looking at an investment worth CA$1,029.


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S&P 500 Index

Returns By Period

Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.TO) has returned 0.39% so far this year and 4.30% over the past 12 months.


Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF

1D
-0.32%
1M
-0.75%
6M
0.76%
YTD
0.39%
1Y
4.30%
3Y*
4.55%
5Y*
0.58%
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)

DRCU.TO Monthly Returns History

Based on dividend-adjusted daily data since Sep 27, 2018, DRCU.TO's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Feb 2021 at -3.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DRCU.TO closed higher 32% of trading days. The best single day was Oct 24, 2018 with a return of +6.0%, while the worst single day was Apr 11, 2023 at -5.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.13%1.28%-1.77%-0.18%1.51%0.47%-1.01%0.39%
20250.75%0.74%0.00%-0.98%0.42%0.08%-0.74%0.49%1.86%0.83%0.31%-0.67%3.11%
2024-1.09%-0.36%0.49%-1.74%1.52%1.25%1.84%0.97%1.53%-0.56%1.24%0.14%5.29%
20233.34%-2.84%2.40%0.02%-1.27%0.24%-1.11%-0.19%-2.82%0.88%4.43%3.36%6.29%
2022-2.92%-1.58%-2.21%-3.25%-0.11%-2.57%3.71%-2.62%-0.66%-0.88%2.47%-0.99%-11.24%
2021-0.72%-3.83%-0.66%0.19%0.63%1.19%0.95%-0.24%-1.28%-0.67%0.49%1.01%-3.01%

Benchmark Metrics

Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF has an annualized alpha of 2.72%, beta of -0.04, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since September 27, 2018.

  • This ETF participated in 26.47% of S&P 500 Index downside but only 16.16% of its upside - more exposed to losses than it benefited from rallies.
  • 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
2.72%
Beta
-0.04
0.01
Upside Capture
16.16%
Downside Capture
26.47%

Return for Risk

Risk / Return Rank

DRCU.TO ranks 28 for risk / return — below 28% 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.


DRCU.TO Risk / Return Rank: 2828
Overall Rank
DRCU.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DRCU.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
DRCU.TO Omega Ratio Rank: 2626
Omega Ratio Rank
DRCU.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
DRCU.TO Martin Ratio Rank: 3030
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 RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.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.


DRCU.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.16

1.33

-0.18

Calmar ratioReturn relative to maximum drawdown

1.38

2.67

-1.29

Martin ratioReturn relative to average drawdown

3.52

9.87

-6.35

Dividends

Dividend History

Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF provided a 3.43% dividend yield over the last twelve months, with an annual payout of CA$0.64 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.50CA$0.6020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
DividendCA$0.64CA$0.65CA$0.62CA$0.49CA$0.60CA$0.60CA$0.60CA$0.56CA$0.14

Dividend yield

3.43%3.43%3.27%2.62%3.34%2.87%2.69%2.67%0.71%

Monthly Dividends

The table displays the monthly dividend distributions for Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.04CA$0.06CA$0.05CA$0.06CA$0.05CA$0.03CA$0.00CA$0.29
2025CA$0.05CA$0.05CA$0.03CA$0.05CA$0.06CA$0.06CA$0.06CA$0.05CA$0.05CA$0.06CA$0.05CA$0.08CA$0.65
2024CA$0.04CA$0.04CA$0.05CA$0.03CA$0.05CA$0.05CA$0.06CA$0.05CA$0.05CA$0.06CA$0.05CA$0.09CA$0.62
2023CA$0.03CA$0.03CA$0.03CA$0.03CA$0.04CA$0.04CA$0.04CA$0.05CA$0.04CA$0.04CA$0.05CA$0.07CA$0.49
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 RI Active Canadian Bond - Net-Zero Emissions Pathway 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 RI Active Canadian Bond - Net-Zero Emissions Pathway ETF was 18.29%, occurring on Oct 24, 2022. Recovery took 835 trading sessions.

The current Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF drawdown is 1.22%.


Drawdown

Fall

Recovery

Underwater

Related event

-18.29%Oct 2022
2y 15d3y 4mo
5y 4moOct 2020 - Feb 2026
Bear market2022
-7.49%Mar 2020
9d5mo 2d
5mo 11dMar 2020 - Aug 2020
COVID crash2020
-5.41%Oct 2018
0s1d
1dOct 2018 - Oct 2018
Rate-hike selloffLate 2018
-2.70%Oct 2019
1mo 3d3mo 9d
4mo 12dSep 2019 - Jan 2020
-2.61%Mar 2026
29d3mo 3d
4mo 2dFeb 2026 - Jun 2026

Drawdown Indicators


DRCU.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.29%

-48.87%

+30.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-9.17%

+6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-4.71%

-19.59%

+14.88%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

-23.14%

+7.00%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-1.22%

-0.82%

-0.40%

Average Drawdown

Average peak-to-trough decline

-5.78%

-9.63%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.47%

-1.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DRCU.TO

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