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DCG.TO vs. DRCU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DCG.TO vs. DRCU.TO

Last updated Jul 18, 2026
Documentation

DCG.TO (Desjardins 1-5 Year Laddered Canadian Government Bond Index ETF) and DRCU.TO (Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF) are both exchange-traded funds - DCG.TO is a Canadian Government Bonds fund actively managed by Desjardins, while DRCU.TO is a Sustainable fund actively managed by Desjardins. Both are actively managed. Over the past 5 years, DCG.TO returned 1.67%/yr vs 0.49%/yr for DRCU.TO. At a 0.37 correlation, their price movements are largely independent.

Performance

DCG.TO vs. DRCU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Desjardins 1-5 Year Laddered Canadian Government Bond Index ETF (DCG.TO) and Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.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, DCG.TO achieves a 1.11% return, which is significantly higher than DRCU.TO's 0.50% return.

DCG.TO

1D
-0.11%
1M
-0.14%
6M
0.62%
YTD
1.11%
1Y
2.98%
3Y*
4.41%
5Y*
1.67%
10Y*
—

DRCU.TO

1D
-0.21%
1M
-0.80%
6M
0.44%
YTD
0.50%
1Y
4.19%
3Y*
4.62%
5Y*
0.49%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCG.TO vs. DRCU.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DCG.TO
Desjardins 1-5 Year Laddered Canadian Government Bond Index ETF		1.11%3.26%5.08%4.55%-4.45%-1.35%5.28%3.82%0.69%
DRCU.TO
Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF		0.50%3.11%5.29%6.29%-11.24%-3.01%7.92%8.54%0.21%

Correlation

The correlation between DCG.TO and DRCU.TO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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

0.46

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

0.45

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2018

0.37

Compare stocks, funds, or ETFs

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Desjardins 1-5 Year Laddered Canadian Government Bond Index ETF

Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF

Often compared with DCG.TO:
DCG.TO vs. DRMD.TODCG.TO vs. DANC.TODCG.TO vs. DCS.TODCG.TO vs. DRFD.TODCG.TO vs. DRFE.TODCG.TO vs. DRFG.TODCG.TO vs. DRFU.TO
Often compared with DRCU.TO:
DRCU.TO vs. DCU.TODRCU.TO vs. WSRI.TODRCU.TO vs. NSCE.TODRCU.TO vs. RLB.TODRCU.TO vs. DANC.TODRCU.TO vs. DCBC.TODRCU.TO vs. DCC.TO

Return for Risk

DCG.TO vs. DRCU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DCG.TO
DCG.TO Risk / Return Rank: 4949
Overall Rank
DCG.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
DCG.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
DCG.TO Omega Ratio Rank: 5959
Omega Ratio Rank
DCG.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
DCG.TO Martin Ratio Rank: 4848
Martin Ratio Rank
DRCU.TO
DRCU.TO Risk / Return Rank: 3636
Overall Rank
DRCU.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DRCU.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
DRCU.TO Omega Ratio Rank: 3535
Omega Ratio Rank
DRCU.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
DRCU.TO Martin Ratio Rank: 3535
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.

DCG.TO vs. DRCU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Desjardins 1-5 Year Laddered Canadian Government Bond Index ETF (DCG.TO) and Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.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.

DCG.TODRCU.TODifference
Sharpe ratioReturn per unit of total volatility
1.24
0.99

+0.25

Sortino ratioReturn per unit of downside risk
1.74
1.42

+0.32

Omega ratioGain probability vs. loss probability

1.27

1.19

+0.09

Calmar ratioReturn relative to maximum drawdown

1.87

1.61

+0.25

Martin ratioReturn relative to average drawdown

5.93

4.10

+1.84

DCG.TO vs. DRCU.TO - Sharpe Ratio Comparison

The current DCG.TO Sharpe Ratio is 1.24, which is comparable to the DRCU.TO Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DCG.TO and DRCU.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

DCG.TO vs. DRCU.TO - Drawdown Comparison

The maximum DCG.TO drawdown since its inception was -8.19%, smaller than the maximum DRCU.TO drawdown of -18.29%. Use the drawdown chart below to compare losses from any high point for DCG.TO and DRCU.TO.

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Drawdown Indicators

DCG.TODRCU.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.19%

-18.29%

+10.10%

Max Drawdown (1Y)

Largest decline over 1 year

-1.61%

-2.61%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-1.61%

-4.71%

+3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-7.39%

-16.14%

+8.75%

Current Drawdown

Current decline from peak

-0.38%

-1.11%

+0.73%

Average Drawdown

Average peak-to-trough decline

-1.82%

-5.77%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

1.03%

-0.53%

Volatility

DCG.TO vs. DRCU.TO - Volatility Comparison

The current volatility for Desjardins 1-5 Year Laddered Canadian Government Bond Index ETF (DCG.TO) is 0.58%, while Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.TO) has a volatility of 1.07%. This indicates that DCG.TO experiences smaller price fluctuations and is considered to be less risky than DRCU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DCG.TODRCU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

1.07%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.74%

3.19%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

2.42%

4.24%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.17%

7.50%

-4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.86%

7.72%

-4.86%

Dividends

DCG.TO vs. DRCU.TO - Dividend Comparison

DCG.TO's dividend yield for the trailing twelve months is around 2.18%, less than DRCU.TO's 3.43% yield.

PositionTTM202520242023202220212020201920182017
DCG.TO
Desjardins 1-5 Year Laddered Canadian Government Bond Index ETF		2.18%2.23%2.26%2.20%2.79%2.56%3.08%3.14%3.16%2.30%
DRCU.TO
Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF		3.43%3.43%3.27%2.62%3.34%2.87%2.69%2.67%0.71%0.00%

Frequently Asked Questions

DCG.TO and DRCU.TO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DCG.TO is categorized as Canadian Government Bonds, while DRCU.TO is Sustainable.

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