DCS.TO vs. DRCU.TO
DCS.TO (Desjardins Canadian Short Term Bond Index ETF) and DRCU.TO (Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF) are both exchange-traded funds - DCS.TO is a Short-Term Bond 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, DCS.TO returned 2.13%/yr vs 0.58%/yr for DRCU.TO. At a 0.40 correlation, their price movements are largely independent.
Performance
DCS.TO vs. DRCU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DCS.TO achieves a 1.16% return, which is significantly higher than DRCU.TO's 0.39% return.
DCS.TO
- 1D
- 0.10%
- 1M
- -0.06%
- 6M
- 0.84%
- YTD
- 1.16%
- 1Y
- 3.08%
- 3Y*
- 4.74%
- 5Y*
- 2.13%
- 10Y*
- —
DRCU.TO
- 1D
- -0.32%
- 1M
- -0.81%
- 6M
- 0.39%
- YTD
- 0.39%
- 1Y
- 4.25%
- 3Y*
- 4.55%
- 5Y*
- 0.58%
- 10Y*
- —
DCS.TO vs. DRCU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DCS.TO Desjardins Canadian Short Term Bond Index ETF | 1.16% | 3.51% | 5.74% | 4.72% | -4.00% | -0.81% | 4.93% | 3.23% | 0.78% |
DRCU.TO Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF | 0.39% | 3.11% | 5.29% | 6.29% | -11.24% | -3.01% | 7.92% | 8.54% | 0.21% |
Correlation
The correlation between DCS.TO and DRCU.TO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2018 | 0.40 |
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Return for Risk
DCS.TO vs. DRCU.TO — Risk / Return Rank
DCS.TO
DRCU.TO
DCS.TO vs. DRCU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Desjardins Canadian Short Term Bond Index ETF (DCS.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.
| DCS.TO | DRCU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.16 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 1.38 | +1.08 |
| Martin ratioReturn relative to average drawdown | 7.99 | 3.52 | +4.47 |
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Drawdowns
DCS.TO vs. DRCU.TO - Drawdown Comparison
The maximum DCS.TO drawdown since its inception was -7.05%, smaller than the maximum DRCU.TO drawdown of -18.29%. Use the drawdown chart below to compare losses from any high point for DCS.TO and DRCU.TO.
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Drawdown Indicators
| DCS.TO | DRCU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.05% | -18.29% | +11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -1.26% | -2.61% | +1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -1.26% | -4.71% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -6.26% | -16.14% | +9.88% |
Current DrawdownCurrent decline from peak | -0.21% | -1.22% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -5.78% | +4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 1.02% | -0.63% |
Volatility
DCS.TO vs. DRCU.TO - Volatility Comparison
The current volatility for Desjardins Canadian Short Term Bond Index ETF (DCS.TO) is 0.48%, while Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.TO) has a volatility of 1.03%. This indicates that DCS.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
| DCS.TO | DRCU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 1.03% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 1.42% | 3.19% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.90% | 4.33% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.50% | 7.51% | -5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.64% | 7.72% | -5.08% |
Dividends
DCS.TO vs. DRCU.TO - Dividend Comparison
DCS.TO's dividend yield for the trailing twelve months is around 2.77%, less than DRCU.TO's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DCS.TO Desjardins Canadian Short Term Bond Index ETF | 2.77% | 2.77% | 2.59% | 2.49% | 2.66% | 2.49% | 2.41% | 2.47% | 2.55% | 1.69% |
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
DCS.TO and DRCU.TO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCS.TO is categorized as Short-Term Bond, while DRCU.TO is Sustainable.
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