BGIE.TO vs. DRFG.TO
BGIE.TO (Brompton Global Infrastructure ETF) and DRFG.TO (Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF) are both Global Equities funds. Both are actively managed. Over the past 5 years, BGIE.TO returned 13.18%/yr vs 13.44%/yr for DRFG.TO. At a 0.26 correlation, their price movements are largely independent.
Performance
BGIE.TO vs. DRFG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BGIE.TO achieves a 12.16% return, which is significantly lower than DRFG.TO's 13.90% return.
BGIE.TO
- 1D
- -0.06%
- 1M
- -0.94%
- 6M
- 6.18%
- YTD
- 12.16%
- 1Y
- 18.72%
- 3Y*
- 21.18%
- 5Y*
- 13.18%
- 10Y*
- —
DRFG.TO
- 1D
- -0.94%
- 1M
- -1.27%
- 6M
- 10.30%
- YTD
- 13.90%
- 1Y
- 29.11%
- 3Y*
- 23.18%
- 5Y*
- 13.44%
- 10Y*
- —
BGIE.TO vs. DRFG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BGIE.TO Brompton Global Infrastructure ETF | 12.16% | 21.56% | 24.37% | 5.45% | -2.37% | 18.61% | 10.30% |
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 13.90% | 24.31% | 26.78% | 12.68% | -12.16% | 17.99% | 17.52% |
Correlation
The correlation between BGIE.TO and DRFG.TO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.26 |
Over the past year, BGIE.TO and DRFG.TO have become more correlated (0.51) than their long-term average of 0.26, meaning their price movements have been converging.
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Return for Risk
BGIE.TO vs. DRFG.TO — Risk / Return Rank
BGIE.TO
DRFG.TO
BGIE.TO vs. DRFG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Global Infrastructure ETF (BGIE.TO) and Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| BGIE.TO | DRFG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.48 | -1.23 |
| Martin ratioReturn relative to average drawdown | 6.90 | 13.73 | -6.82 |
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Drawdowns
BGIE.TO vs. DRFG.TO - Drawdown Comparison
The maximum BGIE.TO drawdown since its inception was -18.24%, smaller than the maximum DRFG.TO drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for BGIE.TO and DRFG.TO.
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Drawdown Indicators
| BGIE.TO | DRFG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.24% | -27.73% | +9.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -8.40% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -17.02% | -16.44% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.24% | -21.09% | +2.85% |
Current DrawdownCurrent decline from peak | -4.42% | -2.91% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -4.62% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.13% | +0.59% |
Volatility
BGIE.TO vs. DRFG.TO - Volatility Comparison
Brompton Global Infrastructure ETF (BGIE.TO) has a higher volatility of 3.55% compared to Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.TO) at 3.31%. This indicates that BGIE.TO's price experiences larger fluctuations and is considered to be riskier than DRFG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGIE.TO | DRFG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 3.31% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 10.85% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 12.99% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 12.73% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 14.24% | +1.01% |
Dividends
BGIE.TO vs. DRFG.TO - Dividend Comparison
BGIE.TO's dividend yield for the trailing twelve months is around 5.07%, more than DRFG.TO's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BGIE.TO Brompton Global Infrastructure ETF | 5.07% | 4.95% | 4.89% | 5.19% | 4.79% | 4.10% | 3.07% | 0.00% |
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 1.57% | 2.14% | 1.40% | 1.49% | 1.58% | 1.37% | 1.59% | 1.68% |
Frequently Asked Questions
BGIE.TO and DRFG.TO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Brompton and Desjardins.
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