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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

DRMU.TO Performance Chart

Desjardins RI USA Net-Zero Emissions Pathway ETF (DRMU.TO) is up 12.8% since the beginning of the year. DRMU.TO is currently trading at CA$56 per share. Investors who bought CA$1,000 worth of DRMU.TO shares 5 years ago would now be looking at an investment worth CA$1,942.


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S&P 500 Index

Returns By Period

Desjardins RI USA Net-Zero Emissions Pathway ETF (DRMU.TO) has returned 12.75% so far this year and 23.94% over the past 12 months.


Desjardins RI USA Net-Zero Emissions Pathway ETF

1D
0.02%
1M
0.63%
6M
10.65%
YTD
12.75%
1Y
23.94%
3Y*
21.52%
5Y*
14.19%
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)

DRMU.TO Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2018, DRMU.TO's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +10.4%, while the worst month was Feb 2020 at -8.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DRMU.TO closed higher 39% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Mar 12, 2020 at -8.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.02%-0.86%-3.09%8.05%6.19%2.27%0.04%12.75%
20254.03%-3.79%-4.83%-4.80%5.61%4.46%4.07%1.52%3.80%3.72%-0.00%-1.92%11.60%
20242.99%5.84%2.94%-2.51%3.04%4.81%1.61%-0.05%2.22%2.94%6.87%-0.11%34.78%
20235.23%1.22%2.34%1.85%1.46%4.01%1.79%1.02%-4.95%-0.64%7.13%2.52%24.94%
2022-6.63%-4.10%3.84%-6.89%-3.18%-5.87%8.37%-0.71%-0.78%1.70%0.57%-3.28%-16.67%
20210.79%0.34%0.11%4.81%-1.78%3.98%6.32%3.45%-4.01%2.12%4.61%3.29%26.25%

Benchmark Metrics

Desjardins RI USA Net-Zero Emissions Pathway ETF has an annualized alpha of 10.53%, beta of 0.37, and R2 of 0.24 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 (91.39%) than losses (79.39%) - typical of diversified or defensive assets.
  • Beta of 0.37 may look defensive, but with R2 of 0.24 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 0.24 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
10.53%
Beta
0.37
0.24
Upside Capture
91.39%
Downside Capture
79.39%

Return for Risk

Risk / Return Rank

DRMU.TO ranks 70 for risk / return — better than 70% 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.


DRMU.TO Risk / Return Rank: 7070
Overall Rank
DRMU.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DRMU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
DRMU.TO Omega Ratio Rank: 7676
Omega Ratio Rank
DRMU.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
DRMU.TO Martin Ratio Rank: 6565
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 Net-Zero Emissions Pathway ETF (DRMU.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.


DRMU.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.36

1.33

+0.02

Calmar ratioReturn relative to maximum drawdown

2.62

2.67

-0.04

Martin ratioReturn relative to average drawdown

9.31

9.87

-0.56

Dividends

Dividend History

Desjardins RI USA Net-Zero Emissions Pathway ETF provided a 0.78% dividend yield over the last twelve months, with an annual payout of CA$0.44 per share.


0.40%0.60%0.80%1.00%1.20%1.40%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.4020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
DividendCA$0.44CA$0.42CA$0.35CA$0.35CA$0.32CA$0.36CA$0.33CA$0.30CA$0.08

Dividend yield

0.78%0.85%0.77%1.04%1.17%1.08%1.25%1.34%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for Desjardins RI USA 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$0.12CA$0.00CA$0.00CA$0.07CA$0.00CA$0.19
2025CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.14CA$0.42
2024CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.07CA$0.35
2023CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.06CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.10CA$0.35
2022CA$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
2021CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.36

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 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 Net-Zero Emissions Pathway ETF was 24.56%, occurring on Jun 16, 2022. Recovery took 305 trading sessions.

The current Desjardins RI USA Net-Zero Emissions Pathway ETF drawdown is 1.96%.


Drawdown

Fall

Recovery

Underwater

Related event

-24.56%Jun 2022
5mo 18d1y 2mo
1y 8moDec 2021 - Sep 2023
Bear market2022
-23.22%Mar 2020
1mo 4d3mo 11d
4mo 15dFeb 2020 - Jul 2020
COVID crash2020
-19.69%Apr 2025
2mo 4d3mo 23d
5mo 27dFeb 2025 - Jul 2025
2025 selloff2025
-12.27%Jan 2019
3mo 7d2mo 28d
6mo 5dSep 2018 - Apr 2019
-9.17%Mar 2026
2mo 14d26d
3mo 10dJan 2026 - Apr 2026

Drawdown Indicators


DRMU.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-48.87%

+24.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-9.17%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-19.69%

-19.59%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

-23.14%

-1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-1.96%

-0.82%

-1.14%

Average Drawdown

Average peak-to-trough decline

-4.62%

-9.63%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.47%

+0.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DRMU.TO

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