- Issuer
- Desjardins
- Inception Date
- May 1, 2020
- Category
- Foreign Large Cap Equities, Sustainable
- 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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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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.88% | 5.19% | -7.46% | 4.11% | 4.24% | 3.28% | -0.82% | 12.40% | |||||
| 2025 | 7.28% | 2.32% | 0.54% | 0.00% | 4.16% | 1.48% | -0.68% | 3.04% | 2.85% | 2.55% | 1.85% | -0.52% | 27.57% |
| 2024 | 1.37% | 3.83% | 2.67% | -1.71% | 3.15% | -0.57% | 2.35% | 1.66% | 0.97% | -2.62% | 0.40% | -0.32% | 11.54% |
| 2023 | 3.81% | 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% |
| 2021 | 0.63% | -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
- R²
- 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.
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.TO | Benchmark | Difference | |
|---|---|---|---|
| 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | CA$0.00 | CA$0.00 | CA$3.10 | CA$0.47 | CA$0.56 | CA$0.52 | CA$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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | |||||
| 2025 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 |
| 2024 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.00 | CA$0.00 | CA$3.02 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$3.10 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.00 | CA$0.00 | CA$0.25 | CA$0.00 | CA$0.00 | CA$0.08 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.47 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.56 |
| 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 - 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 15d | 8mo 13d | 1y 8moSep 2021 - Jun 2023 | Bear market2022 |
-14.40%Apr 2025 | 19d | 1mo 8d | 1mo 27dMar 2025 - May 2025 | 2025 selloff2025 |
-11.65%Mar 2026 | 22d | 2mo 6d | 2mo 28dFeb 2026 - May 2026 | — |
-6.82%Oct 2023 | 3mo 19d | 1mo 28d | 5mo 17dJul 2023 - Dec 2023 | — |
-5.35%Aug 2024 | 19d | 13d | 1mo 2dJul 2024 - Aug 2024 | — |
Drawdown Indicators
| DRMD.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.32% | -0.82% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -9.63% | +5.61% |
Ulcer IndexDepth 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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Build a portfolio with DRMD.TO
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