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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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S&P 500 Index

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.63%6.14%-9.85%7.10%1.72%4.25%0.91%12.55%
20254.30%2.75%1.61%1.83%4.81%0.56%0.85%3.29%1.62%1.57%1.07%2.56%30.23%
20241.10%1.51%6.65%-2.10%3.85%0.67%1.87%0.17%2.05%-1.76%-0.04%1.71%16.52%
20232.69%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%
20211.77%-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
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.


DRFD.TO Risk / Return Rank: 6969
Overall Rank
DRFD.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DRFD.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
DRFD.TO Omega Ratio Rank: 7979
Omega Ratio Rank
DRFD.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
DRFD.TO Martin Ratio Rank: 6262
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 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.TOBenchmarkDifference
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.


1.00%1.50%2.00%2.50%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.8020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
DividendCA$0.78CA$0.80CA$0.60CA$0.45CA$0.52CA$0.52CA$0.52CA$0.48CA$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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.39CA$0.00CA$0.54
2025CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.45CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.15CA$0.80
2024CA$0.00CA$0.00CA$0.04CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.08CA$0.60
2023CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.29CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.00CA$0.45
2022CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.52
2021CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$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 6d9mo 15d
10mo 21dFeb 2020 - Dec 2020
COVID crash2020
-22.31%Sep 2022
11mo 23d1y 5mo
2y 5moSep 2021 - Feb 2024
Bear market2022
-13.78%Apr 2025
21d29d
1mo 20dMar 2025 - May 2025
2025 selloff2025
-11.85%Mar 2026
21d2mo 27d
3mo 18dFeb 2026 - Jun 2026
-10.41%Jan 2019
3mo 7d3mo 23d
7moSep 2018 - Apr 2019

Drawdown Indicators


DRFD.TOBenchmarkDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.66%

-0.82%

-0.84%

Average Drawdown

Average peak-to-trough decline

-5.26%

-9.63%

+4.37%

Ulcer Index

Depth 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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Portfolio Analyzer

Build a portfolio with DRFD.TO

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