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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

DRFU.TO Performance Chart

Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) is up 15.3% since the beginning of the year. DRFU.TO is currently trading at CA$48 per share. Investors who bought CA$1,000 worth of DRFU.TO shares 5 years ago would now be looking at an investment worth CA$1,997.


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S&P 500 Index

Returns By Period

Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) has returned 15.27% so far this year and 28.90% over the past 12 months.


Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF

1D
0.00%
1M
1.19%
6M
14.40%
YTD
15.27%
1Y
28.90%
3Y*
24.00%
5Y*
14.84%
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)

DRFU.TO Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2018, DRFU.TO's average daily return is +0.05%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Aug 2022 with a return of +10.6%, while the worst month was Mar 2020 at -19.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DRFU.TO closed higher 17% of trading days. The best single day was Aug 16, 2022 with a return of +10.6%, while the worst single day was Mar 11, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.26%1.19%-5.88%10.26%5.61%3.65%0.54%15.27%
20254.62%-3.00%-2.91%-8.09%5.48%3.54%3.23%1.40%3.60%1.26%-1.97%5.39%12.18%
20246.66%3.27%4.58%-2.35%1.38%4.26%4.00%-0.88%2.87%3.02%6.59%-0.81%37.32%
20230.04%0.00%-3.06%4.40%-3.06%0.05%4.08%0.00%-1.96%-2.39%7.80%0.00%5.44%
2022-10.75%-0.76%2.84%-5.44%0.59%-7.42%0.00%10.64%-8.59%5.25%3.91%2.35%-9.19%
20210.00%2.03%5.02%0.00%-1.34%4.19%5.18%3.94%-3.33%1.20%6.48%3.17%29.41%

Benchmark Metrics

Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF has an annualized alpha of 11.99%, beta of 0.17, and R2 of 0.05 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 (79.74%) than losses (72.87%) - typical of diversified or defensive assets.
  • Beta of 0.17 may look defensive, but with R2 of 0.05 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 0.05 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
11.99%
Beta
0.17
0.05
Upside Capture
79.74%
Downside Capture
72.87%

Return for Risk

Risk / Return Rank

DRFU.TO ranks 89 for risk / return — in the top 89% 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.


DRFU.TO Risk / Return Rank: 8989
Overall Rank
DRFU.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DRFU.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
DRFU.TO Omega Ratio Rank: 9595
Omega Ratio Rank
DRFU.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
DRFU.TO Martin Ratio Rank: 8989
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 USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.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.


DRFU.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.61

1.33

+0.28

Calmar ratioReturn relative to maximum drawdown

4.25

2.67

+1.58

Martin ratioReturn relative to average drawdown

15.34

9.87

+5.47

Dividends

Dividend History

Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF provided a 1.01% dividend yield over the last twelve months, with an annual payout of CA$0.49 per share. The fund has been increasing its distributions for 2 consecutive years.


0.40%0.60%0.80%1.00%1.20%1.40%CA$0.00CA$0.05CA$0.10CA$0.15CA$0.20CA$0.25CA$0.30CA$0.3520182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
DividendCA$0.49CA$0.32CA$0.23CA$0.22CA$0.28CA$0.32CA$0.32CA$0.30CA$0.08

Dividend yield

1.01%0.76%0.60%0.80%1.05%1.08%1.38%1.37%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for Desjardins RI USA 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$0.09CA$0.00CA$0.00CA$0.08CA$0.00CA$0.17
2025CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.32CA$0.32
2024CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.18CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.23
2023CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.04CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.00CA$0.22
2022CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.07CA$0.28
2021CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.08CA$0.32

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 USA 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 USA Multifactor - Net-Zero Emissions Pathway ETF was 19.89%, occurring on Apr 21, 2025. Recovery took 86 trading sessions.


Drawdown

Fall

Recovery

Underwater

Related event

-19.89%Apr 2025
2mo 16d4mo 3d
6mo 19dFeb 2025 - Aug 2025
2025 selloff2025
-19.82%Mar 2020
1mo 21d7mo 25d
9mo 16dJan 2020 - Nov 2020
COVID crash2020
-19.79%Jun 2022
5mo 20d1y 6mo
2y 14dJan 2022 - Jan 2024
Bear market2022
-14.15%Dec 2018
3mo2mo 7d
5mo 7dSep 2018 - Mar 2019
Rate-hike selloffLate 2018
-6.89%Mar 2026
2mo 16d8d
2mo 24dJan 2026 - Apr 2026

Drawdown Indicators


DRFU.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.89%

-48.87%

+28.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

-9.17%

+2.28%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-19.59%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-23.14%

+3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

0.00%

-0.82%

+0.82%

Average Drawdown

Average peak-to-trough decline

-4.92%

-9.63%

+4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.47%

-0.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DRFU.TO

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