- Issuer
- Desjardins
- Inception Date
- Sep 27, 2018
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
DRFD.TO Performance Chart
Desjardins RI Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway ETF (DRFD.TO) is up 12.6% since the beginning of the year. DRFD.TO is currently trading at CA$33 per share. Investors who bought CA$1,000 worth of DRFD.TO shares 5 years ago would now be looking at an investment worth CA$1,751.
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Returns By Period
Desjardins RI Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway ETF (DRFD.TO) has returned 12.55% so far this year and 26.87% over the past 12 months.
Desjardins RI Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway ETF
- 1D
- 1.07%
- 1M
- 2.79%
- 6M
- 9.84%
- YTD
- 12.55%
- 1Y
- 26.87%
- 3Y*
- 21.85%
- 5Y*
- 11.86%
- 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%
DRFD.TO Monthly Returns History
Based on dividend-adjusted daily data since Sep 24, 2018, DRFD.TO's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +7.1%, while the worst month was Mar 2026 at -9.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 7 months.
On a daily basis, DRFD.TO closed higher 19% of trading days. The best single day was Nov 13, 2020 with a return of +7.0%, while the worst single day was Mar 20, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.63% | 6.14% | -9.85% | 7.10% | 1.72% | 4.25% | 0.91% | 12.55% | |||||
| 2025 | 4.30% | 2.75% | 1.61% | 1.83% | 4.81% | 0.56% | 0.85% | 3.29% | 1.62% | 1.57% | 1.07% | 2.56% | 30.23% |
| 2024 | 1.10% | 1.51% | 6.65% | -2.10% | 3.85% | 0.67% | 1.87% | 0.17% | 2.05% | -1.76% | -0.04% | 1.71% | 16.52% |
| 2023 | 2.69% | 2.06% | 1.56% | 2.89% | -3.87% | 4.25% | -0.34% | -1.47% | 0.17% | -4.70% | 6.51% | 2.96% | 12.80% |
| 2022 | -5.35% | -1.11% | -2.60% | -1.52% | -1.79% | -6.68% | -0.96% | 1.25% | -1.96% | -1.10% | 4.96% | 6.12% | -10.88% |
| 2021 | 1.77% | -1.06% | 1.61% | 2.51% | -1.74% | 2.82% | 2.30% | 1.65% | -0.18% | -4.09% | 0.85% | 3.34% | 9.94% |
Benchmark Metrics
Desjardins RI Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway ETF has an annualized alpha of 8.29%, beta of 0.11, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since September 24, 2018.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.69%) than losses (46.01%) - typical of diversified or defensive assets.
- Beta of 0.11 may look defensive, but with R2 of 0.03 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 0.03 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
- 8.29%
- Beta
- 0.11
- R²
- 0.03
- Upside Capture
- 48.69%
- Downside Capture
- 46.01%
Return for Risk
Risk / Return Rank
DRFD.TO ranks 69 for risk / return — better than 69% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Desjardins RI Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway ETF (DRFD.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.
| DRFD.TO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.67 | -0.39 |
| Martin ratioReturn relative to average drawdown | 8.89 | 9.87 | -0.98 |
Dividends
Dividend History
Desjardins RI Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway ETF provided a 2.36% dividend yield over the last twelve months, with an annual payout of CA$0.78 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$0.78 | CA$0.80 | CA$0.60 | CA$0.45 | CA$0.52 | CA$0.52 | CA$0.52 | CA$0.48 | CA$0.13 |
Dividend yield | 2.36% | 2.68% | 2.55% | 2.17% | 2.74% | 2.38% | 2.55% | 2.34% | 0.72% |
Monthly Dividends
The table displays the monthly dividend distributions for Desjardins RI Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway 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$0.00 | CA$0.00 | CA$0.15 | CA$0.00 | CA$0.00 | CA$0.39 | CA$0.00 | CA$0.54 | |||||
| 2025 | CA$0.00 | CA$0.00 | CA$0.10 | CA$0.00 | CA$0.00 | CA$0.45 | CA$0.00 | CA$0.00 | CA$0.10 | CA$0.00 | CA$0.00 | CA$0.15 | CA$0.80 |
| 2024 | CA$0.00 | CA$0.00 | CA$0.04 | CA$0.00 | CA$0.00 | CA$0.42 | CA$0.00 | CA$0.00 | CA$0.07 | CA$0.00 | CA$0.00 | CA$0.08 | CA$0.60 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.00 | CA$0.00 | CA$0.29 | CA$0.00 | CA$0.00 | CA$0.07 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.45 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.52 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.52 |
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 Developed ex-USA ex-Canada Multifactor - 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 Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway ETF was 25.18%, occurring on Mar 20, 2020. Recovery took 195 trading sessions.
The current Desjardins RI Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway ETF drawdown is 1.66%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-25.18%Mar 2020 | 1mo 6d | 9mo 15d | 10mo 21dFeb 2020 - Dec 2020 | COVID crash2020 |
-22.31%Sep 2022 | 11mo 23d | 1y 5mo | 2y 5moSep 2021 - Feb 2024 | Bear market2022 |
-13.78%Apr 2025 | 21d | 29d | 1mo 20dMar 2025 - May 2025 | 2025 selloff2025 |
-11.85%Mar 2026 | 21d | 2mo 27d | 3mo 18dFeb 2026 - Jun 2026 | — |
-10.41%Jan 2019 | 3mo 7d | 3mo 23d | 7moSep 2018 - Apr 2019 | — |
Drawdown Indicators
| DRFD.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.18% | -48.87% | +23.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -9.17% | -2.68% |
Max Drawdown (3Y)Largest decline over 3 years | -13.78% | -19.59% | +5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -23.14% | +0.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.97% | — |
Current DrawdownCurrent decline from peak | -1.66% | -0.82% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -9.63% | +4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.47% | +0.56% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with DRFD.TO
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