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Inception Date
May 1, 2020
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

DRMD.TO Performance Chart

Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF (DRMD.TO) is up 12.4% since the beginning of the year. DRMD.TO is currently trading at CA$36 per share. Investors who bought CA$1,000 worth of DRMD.TO shares 5 years ago would now be looking at an investment worth CA$1,712.


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S&P 500 Index

Returns By Period

Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF (DRMD.TO) has returned 12.40% so far this year and 24.44% over the past 12 months.


Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF

1D
0.11%
1M
0.89%
6M
7.82%
YTD
12.40%
1Y
24.44%
3Y*
19.73%
5Y*
11.35%
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)

DRMD.TO Monthly Returns History

Based on dividend-adjusted daily data since Apr 30, 2020, DRMD.TO's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +12.1%, while the worst month was Jun 2022 at -8.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DRMD.TO closed higher 29% of trading days. The best single day was Nov 27, 2020 with a return of +10.1%, while the worst single day was Apr 4, 2025 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.88%5.19%-7.46%4.11%4.24%3.28%-0.82%12.40%
20257.28%2.32%0.54%0.00%4.16%1.48%-0.68%3.04%2.85%2.55%1.85%-0.52%27.57%
20241.37%3.83%2.67%-1.71%3.15%-0.57%2.35%1.66%0.97%-2.62%0.40%-0.32%11.54%
20233.81%0.51%-0.74%6.34%-3.04%4.01%-1.12%-0.08%-2.88%-2.89%5.96%3.91%13.94%
2022-4.74%-4.65%0.47%-2.98%0.00%-8.33%4.30%-2.48%-1.77%-1.82%4.57%10.28%-8.20%
20210.63%-0.84%1.10%2.10%-1.15%3.49%0.89%2.44%-1.70%-2.76%2.39%3.05%9.85%

Benchmark Metrics

Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF has an annualized alpha of 11.19%, beta of 0.19, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since April 30, 2020.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (59.18%) than losses (42.12%) - typical of diversified or defensive assets.
  • Beta of 0.19 may look defensive, but with R2 of 0.06 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 0.06 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
11.19%
Beta
0.19
0.06
Upside Capture
59.18%
Downside Capture
42.12%

Return for Risk

Risk / Return Rank

DRMD.TO ranks 63 for risk / return — better than 63% 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.


DRMD.TO Risk / Return Rank: 6363
Overall Rank
DRMD.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DRMD.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
DRMD.TO Omega Ratio Rank: 6767
Omega Ratio Rank
DRMD.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
DRMD.TO Martin Ratio Rank: 5959
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 - Net-Zero Emissions Pathway ETF (DRMD.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.


DRMD.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.32

1.33

-0.01

Calmar ratioReturn relative to maximum drawdown

2.11

2.67

-0.56

Martin ratioReturn relative to average drawdown

8.44

9.87

-1.44

Dividends

Dividend History

Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of CA$0.00 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%CA$0.00CA$0.50CA$1.00CA$1.50CA$2.00CA$2.50CA$3.00CA$3.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
DividendCA$0.00CA$0.00CA$3.10CA$0.47CA$0.56CA$0.52CA$0.39

Dividend yield

0.00%0.00%12.27%1.86%2.45%2.04%1.64%

Monthly Dividends

The table displays the monthly dividend distributions for Desjardins RI Developed ex-USA ex-Canada - 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$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2025CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2024CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$3.02CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$3.10
2023CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.00CA$0.47
2022CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.56
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 - 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 - Net-Zero Emissions Pathway ETF was 23.39%, occurring on Oct 12, 2022. Recovery took 175 trading sessions.

The current Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF drawdown is 2.32%.


Drawdown

Fall

Recovery

Underwater

Related event

-23.39%Oct 2022
1y 15d8mo 13d
1y 8moSep 2021 - Jun 2023
Bear market2022
-14.40%Apr 2025
19d1mo 8d
1mo 27dMar 2025 - May 2025
2025 selloff2025
-11.65%Mar 2026
22d2mo 6d
2mo 28dFeb 2026 - May 2026
-6.82%Oct 2023
3mo 19d1mo 28d
5mo 17dJul 2023 - Dec 2023
-5.35%Aug 2024
19d13d
1mo 2dJul 2024 - Aug 2024

Drawdown Indicators


DRMD.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.39%

-48.87%

+25.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-9.17%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-14.40%

-19.59%

+5.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.39%

-23.14%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-2.32%

-0.82%

-1.50%

Average Drawdown

Average peak-to-trough decline

-4.02%

-9.63%

+5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.47%

+0.43%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DRMD.TO

Add Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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