BRKY.NEO vs. DRFU.TO
BRKY.NEO (Berkshire Hathaway Yield Shares Purpose 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 3 years, BRKY.NEO returned 13.62%/yr vs 24.00%/yr for DRFU.TO. At a 0.07 correlation, their price movements are largely independent.
Performance
BRKY.NEO vs. DRFU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BRKY.NEO achieves a -3.97% return, which is significantly lower than DRFU.TO's 15.27% return.
BRKY.NEO
- 1D
- -0.90%
- 1M
- -1.04%
- 6M
- -2.05%
- YTD
- -3.97%
- 1Y
- 1.75%
- 3Y*
- 13.62%
- 5Y*
- —
- 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*
- —
BRKY.NEO vs. DRFU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BRKY.NEO Berkshire Hathaway Yield Shares Purpose ETF | -3.97% | 9.36% | 34.10% | 15.48% | 2.16% |
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 15.27% | 12.18% | 37.32% | 5.44% | 0.26% |
Correlation
The correlation between BRKY.NEO and DRFU.TO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2022 | 0.07 |
The correlation between BRKY.NEO and DRFU.TO shifts across timeframes, from -0.03 (1 year) to 0.08 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BRKY.NEO vs. DRFU.TO — Risk / Return Rank
BRKY.NEO
DRFU.TO
BRKY.NEO vs. DRFU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) 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.
| BRKY.NEO | DRFU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -3.34 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.61 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 4.25 | -4.08 |
| Martin ratioReturn relative to average drawdown | 0.35 | 15.34 | -14.99 |
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Drawdowns
BRKY.NEO vs. DRFU.TO - Drawdown Comparison
The maximum BRKY.NEO drawdown since its inception was -17.42%, smaller than the maximum DRFU.TO drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for BRKY.NEO and DRFU.TO.
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Drawdown Indicators
| BRKY.NEO | DRFU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.42% | -19.89% | +2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -6.89% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -17.42% | -19.89% | +2.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.89% | — |
Current DrawdownCurrent decline from peak | -13.01% | 0.00% | -13.01% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -4.92% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 1.90% | +3.11% |
Volatility
BRKY.NEO vs. DRFU.TO - Volatility Comparison
Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) has a higher volatility of 4.06% compared to Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) at 2.67%. This indicates that BRKY.NEO'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
| BRKY.NEO | DRFU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 2.67% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.51% | 11.39% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 13.99% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.02% | 16.37% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 16.49% | +1.53% |
Dividends
BRKY.NEO vs. DRFU.TO - Dividend Comparison
BRKY.NEO's dividend yield for the trailing twelve months is around 7.70%, more than DRFU.TO's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKY.NEO Berkshire Hathaway Yield Shares Purpose ETF | 7.70% | 5.58% | 10.93% | 5.41% | 0.49% | 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
BRKY.NEO and DRFU.TO have a correlation of -0.03, 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: Purpose Investments and Desjardins.
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