BGU.TO vs. DRFU.TO
BGU.TO (Bristol Gate Concentrated US Equity ETF) and DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 5 years, BGU.TO returned 9.27%/yr vs 14.84%/yr for DRFU.TO. At a 0.13 correlation, their price movements are largely independent.
Performance
BGU.TO vs. DRFU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BGU.TO achieves a 7.16% return, which is significantly lower than DRFU.TO's 15.27% return.
BGU.TO
- 1D
- -0.54%
- 1M
- 0.99%
- 6M
- 3.59%
- YTD
- 7.16%
- 1Y
- 12.19%
- 3Y*
- 13.49%
- 5Y*
- 9.27%
- 10Y*
- —
DRFU.TO
- 1D
- 0.00%
- 1M
- 1.19%
- 6M
- 14.40%
- YTD
- 15.27%
- 1Y
- 28.90%
- 3Y*
- 24.00%
- 5Y*
- 14.84%
- 10Y*
- —
BGU.TO vs. DRFU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BGU.TO Bristol Gate Concentrated US Equity ETF | 7.16% | 4.62% | 18.85% | 20.28% | -13.23% | 30.22% | 8.27% | 30.25% | -6.39% |
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 15.27% | 12.18% | 37.32% | 5.44% | -9.19% | 29.41% | 7.31% | 21.84% | -8.47% |
Correlation
The correlation between BGU.TO and DRFU.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2018 | 0.13 |
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Return for Risk
BGU.TO vs. DRFU.TO — Risk / Return Rank
BGU.TO
DRFU.TO
BGU.TO vs. DRFU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bristol Gate Concentrated US Equity ETF (BGU.TO) and Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.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.
| BGU.TO | DRFU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.61 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.25 | -3.15 |
| Martin ratioReturn relative to average drawdown | 3.07 | 15.34 | -12.27 |
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Drawdowns
BGU.TO vs. DRFU.TO - Drawdown Comparison
The maximum BGU.TO drawdown since its inception was -31.66%, which is greater than DRFU.TO's maximum drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for BGU.TO and DRFU.TO.
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Drawdown Indicators
| BGU.TO | DRFU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.66% | -19.89% | -11.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -6.89% | -4.23% |
Max Drawdown (3Y)Largest decline over 3 years | -17.03% | -19.89% | +2.86% |
Max Drawdown (5Y)Largest decline over 5 years | -25.46% | -19.89% | -5.57% |
Current DrawdownCurrent decline from peak | -2.10% | 0.00% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -4.92% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 1.90% | +2.08% |
Volatility
BGU.TO vs. DRFU.TO - Volatility Comparison
Bristol Gate Concentrated US Equity ETF (BGU.TO) has a higher volatility of 3.40% compared to Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) at 2.67%. This indicates that BGU.TO's price experiences larger fluctuations and is considered to be riskier than DRFU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGU.TO | DRFU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 2.67% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 11.39% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 13.99% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 16.37% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 16.49% | +1.86% |
Dividends
BGU.TO vs. DRFU.TO - Dividend Comparison
BGU.TO has not paid dividends to shareholders, while DRFU.TO's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BGU.TO Bristol Gate Concentrated US Equity ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 1.01% | 0.76% | 0.60% | 0.80% | 1.05% | 1.08% | 1.38% | 1.37% | 0.41% |
Frequently Asked Questions
BGU.TO and DRFU.TO have a correlation of 0.16, 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: Bristol Gate and Desjardins.
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