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DGLM.TO vs. DCS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGLM.TO vs. DCS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Desjardins Global Macro ETF (DGLM.TO) and Desjardins Canadian Short Term Bond Index ETF (DCS.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, DGLM.TO achieves a 7.84% return, which is significantly higher than DCS.TO's 1.26% return.


DGLM.TO

1D
0.00%
1M
1.14%
6M
6.78%
YTD
7.84%
1Y
3Y*
5Y*
10Y*
ALL TIME*

DCS.TO

1D
0.00%
1M
-0.11%
6M
0.86%
YTD
1.26%
1Y
2.89%
3Y*
4.81%
5Y*
2.07%
10Y*
ALL TIME*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$22.76KCA$20.08KCA$21.75K
CA$213.70CA$1.12KCA$422.16

DGLM.TO vs. DCS.TO - Yearly Performance Comparison


2026 (YTD)2025
DGLM.TO
Desjardins Global Macro ETF
7.84%-0.25%
DCS.TO
Desjardins Canadian Short Term Bond Index ETF
1.26%0.40%

Correlation

The correlation between DGLM.TO and DCS.TO is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 22, 2025

0.02

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Return for Risk

DGLM.TO vs. DCS.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGLM.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DCS.TO
DCS.TO Risk / Return Rank: 7070
Overall Rank
DCS.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DCS.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
DCS.TO Omega Ratio Rank: 7979
Omega Ratio Rank
DCS.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
DCS.TO Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DGLM.TO vs. DCS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Desjardins Global Macro ETF (DGLM.TO) and Desjardins Canadian Short Term Bond Index ETF (DCS.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.


DGLM.TODCS.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.31

Martin ratioReturn relative to average drawdown

7.48

DGLM.TO vs. DCS.TO - Sharpe Ratio Comparison


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Drawdowns

DGLM.TO vs. DCS.TO - Drawdown Comparison

The maximum DGLM.TO drawdown since its inception was -2.58%, smaller than the maximum DCS.TO drawdown of -7.05%. Use the drawdown chart below to compare losses from any high point for DGLM.TO and DCS.TO.


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Drawdown Indicators


DGLM.TODCS.TODifference

Max Drawdown

Largest peak-to-trough decline

-2.58%

-7.05%

+4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-6.26%

Current Drawdown

Current decline from peak

0.00%

-0.11%

+0.11%

Average Drawdown

Average peak-to-trough decline

-0.47%

-1.43%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

Volatility

DGLM.TO vs. DCS.TO - Volatility Comparison


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Volatility by Period


DGLM.TODCS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

Volatility (6M)

Calculated over the trailing 6-month period

1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

5.11%

1.84%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.11%

2.50%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.11%

2.63%

+2.48%

DGLM.TO vs. DCS.TO - Expense Ratio Comparison

DGLM.TO has a 0.90% expense ratio, which is higher than DCS.TO's 0.08% expense ratio.


Dividends

DGLM.TO vs. DCS.TO - Dividend Comparison

DGLM.TO's dividend yield for the trailing twelve months is around 1.57%, less than DCS.TO's 2.86% yield.


PositionTTM202520242023202220212020201920182017
DCS.TO
Desjardins Canadian Short Term Bond Index ETF
2.86%2.77%2.59%2.49%2.66%2.49%2.41%2.47%2.55%1.69%
DGLM.TO
Desjardins Global Macro ETF
1.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DGLM.TO and DCS.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.

On fees, DCS.TO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DCS.TO is cheaper with a 0.08% expense ratio, compared with 0.90% for DGLM.TO.

DGLM.TO is categorized as Multistrategy, while DCS.TO is Short-Term Bond. Their fees differ too: 0.90% for DGLM.TO and 0.08% for DCS.TO.

Portfolio Optimizer

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