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CWO.NEO vs. DRFE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWO.NEO vs. DRFE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Emerging Markets Fundamental Index ETF (CWO.NEO) and Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF (DRFE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWO.NEO achieves a 10.87% return, which is significantly lower than DRFE.TO's 17.85% return.


CWO.NEO

1D
-0.58%
1M
-2.49%
6M
5.11%
YTD
10.87%
1Y
23.91%
3Y*
21.22%
5Y*
11.10%
10Y*
9.77%

DRFE.TO

1D
-1.72%
1M
-8.01%
6M
10.15%
YTD
17.85%
1Y
22.92%
3Y*
20.19%
5Y*
11.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWO.NEO vs. DRFE.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CWO.NEO
iShares Emerging Markets Fundamental Index ETF
10.87%26.34%22.33%9.56%-9.03%7.13%-3.12%4.17%
DRFE.TO
Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF
17.85%21.25%18.51%10.59%-8.03%4.88%7.49%0.47%

Correlation

The correlation between CWO.NEO and DRFE.TO is 0.77, 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

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2019

0.33

Over the past year, CWO.NEO and DRFE.TO have become more correlated (0.77) than their long-term average of 0.33, meaning their price movements have been converging.

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Return for Risk

CWO.NEO vs. DRFE.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CWO.NEO
CWO.NEO Risk / Return Rank: 5757
Overall Rank
CWO.NEO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CWO.NEO Sortino Ratio Rank: 5454
Sortino Ratio Rank
CWO.NEO Omega Ratio Rank: 5959
Omega Ratio Rank
CWO.NEO Calmar Ratio Rank: 5757
Calmar Ratio Rank
CWO.NEO Martin Ratio Rank: 5858
Martin Ratio Rank

DRFE.TO
DRFE.TO Risk / Return Rank: 4343
Overall Rank
DRFE.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DRFE.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
DRFE.TO Omega Ratio Rank: 4444
Omega Ratio Rank
DRFE.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
DRFE.TO Martin Ratio Rank: 4747
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.

CWO.NEO vs. DRFE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Fundamental Index ETF (CWO.NEO) and Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF (DRFE.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.


CWO.NEODRFE.TODifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.28

1.22

+0.06

Calmar ratioReturn relative to maximum drawdown

2.21

1.87

+0.34

Martin ratioReturn relative to average drawdown

7.78

5.81

+1.97

CWO.NEO vs. DRFE.TO - Sharpe Ratio Comparison

The current CWO.NEO Sharpe Ratio is 1.45, which is higher than the DRFE.TO Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of CWO.NEO and DRFE.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CWO.NEO vs. DRFE.TO - Drawdown Comparison

The maximum CWO.NEO drawdown since its inception was -31.99%, which is greater than DRFE.TO's maximum drawdown of -25.26%. Use the drawdown chart below to compare losses from any high point for CWO.NEO and DRFE.TO.


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Drawdown Indicators


CWO.NEODRFE.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.99%

-25.26%

-6.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-12.31%

+1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-17.12%

-14.27%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-21.05%

-3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

Current Drawdown

Current decline from peak

-3.96%

-11.00%

+7.04%

Average Drawdown

Average peak-to-trough decline

-10.24%

-6.88%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.96%

-0.87%

Volatility

CWO.NEO vs. DRFE.TO - Volatility Comparison

The current volatility for iShares Emerging Markets Fundamental Index ETF (CWO.NEO) is 4.85%, while Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF (DRFE.TO) has a volatility of 9.91%. This indicates that CWO.NEO experiences smaller price fluctuations and is considered to be less risky than DRFE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWO.NEODRFE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

9.91%

-5.06%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

19.43%

-5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.61%

21.09%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

16.61%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

17.23%

+0.23%

Dividends

CWO.NEO vs. DRFE.TO - Dividend Comparison

CWO.NEO's dividend yield for the trailing twelve months is around 2.68%, more than DRFE.TO's 1.65% yield.


PositionTTM20252024202320222021202020192018201720162015
CWO.NEO
iShares Emerging Markets Fundamental Index ETF
2.68%2.79%3.50%4.14%5.03%4.61%2.64%3.01%3.22%2.60%2.57%3.23%
DRFE.TO
Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF
1.65%2.10%2.60%3.04%3.00%2.49%2.45%2.05%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CWO.NEO and DRFE.TO have a correlation of 0.77, 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: iShares and Desjardins.

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