DCG.TO vs. XFR.TO
DCG.TO (Desjardins 1-5 Year Laddered Canadian Government Bond Index ETF) and XFR.TO (iShares Floating Rate Index ETF) are both Canadian Government Bonds funds. DCG.TO is actively managed, while XFR.TO is passively managed. Over the past 5 years, DCG.TO returned 1.70%/yr vs 3.28%/yr for XFR.TO. At a correlation of -0.01, they often move in opposite directions.
Performance
DCG.TO vs. XFR.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DCG.TO achieves a 1.27% return, which is significantly lower than XFR.TO's 1.36% return.
DCG.TO
- 1D
- 0.16%
- 1M
- -0.03%
- 6M
- 0.89%
- YTD
- 1.27%
- 1Y
- 3.26%
- 3Y*
- 4.52%
- 5Y*
- 1.70%
- 10Y*
- —
XFR.TO
- 1D
- 0.00%
- 1M
- 0.26%
- 6M
- 1.36%
- YTD
- 1.36%
- 1Y
- 2.82%
- 3Y*
- 3.91%
- 5Y*
- 3.28%
- 10Y*
- 2.27%
DCG.TO vs. XFR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCG.TO Desjardins 1-5 Year Laddered Canadian Government Bond Index ETF | 1.27% | 3.26% | 5.08% | 4.55% | -4.45% | -1.35% | 5.28% | 3.82% | 0.22% | -0.15% |
XFR.TO iShares Floating Rate Index ETF | 1.36% | 3.33% | 4.57% | 5.29% | 1.81% | 0.15% | 0.98% | 2.26% | 1.20% | 1.07% |
Correlation
The correlation between DCG.TO and XFR.TO is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017 | -0.01 |
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Return for Risk
DCG.TO vs. XFR.TO — Risk / Return Rank
DCG.TO
XFR.TO
DCG.TO vs. XFR.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 iShares Floating Rate Index ETF (XFR.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.TO | XFR.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -4.75 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.95 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 28.34 | -26.30 |
| Martin ratioReturn relative to average drawdown | 6.50 | 85.60 | -79.10 |
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Drawdowns
DCG.TO vs. XFR.TO - Drawdown Comparison
The maximum DCG.TO drawdown since its inception was -8.19%, which is greater than XFR.TO's maximum drawdown of -4.12%. Use the drawdown chart below to compare losses from any high point for DCG.TO and XFR.TO.
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Drawdown Indicators
| DCG.TO | XFR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.19% | -4.12% | -4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -1.61% | -0.10% | -1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -1.61% | -0.30% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -7.39% | -0.30% | -7.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -4.12% | — |
Current DrawdownCurrent decline from peak | -0.22% | 0.00% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -0.06% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 0.03% | +0.47% |
Volatility
DCG.TO vs. XFR.TO - Volatility Comparison
Desjardins 1-5 Year Laddered Canadian Government Bond Index ETF (DCG.TO) has a higher volatility of 0.58% compared to iShares Floating Rate Index ETF (XFR.TO) at 0.20%. This indicates that DCG.TO's price experiences larger fluctuations and is considered to be riskier than XFR.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.TO | XFR.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 0.20% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 1.73% | 0.44% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.43% | 0.71% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.17% | 0.84% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.86% | 1.86% | +1.00% |
Dividends
DCG.TO vs. XFR.TO - Dividend Comparison
DCG.TO's dividend yield for the trailing twelve months is around 2.18%, less than XFR.TO's 2.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
XFR.TO iShares Floating Rate Index ETF | 2.73% | 3.23% | 4.93% | 4.91% | 1.84% | 0.30% | 1.07% | 1.99% | 1.64% | 0.92% | 0.65% | 0.95% |
Frequently Asked Questions
DCG.TO and XFR.TO have a correlation of 0.02, 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: Desjardins and iShares.
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