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

Performance

DGLM.TO vs. DRFE.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 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, DGLM.TO achieves a 7.84% return, which is significantly lower than DRFE.TO's 18.33% return.


DGLM.TO

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

DRFE.TO

1D
2.75%
1M
-6.66%
6M
9.37%
YTD
18.33%
1Y
24.46%
3Y*
19.09%
5Y*
11.71%
10Y*
ALL TIME*
9.51%
*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$213.70CA$1.12KCA$422.16
CA$117.98KCA$134.67KCA$141.39K

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


Correlation

The correlation between DGLM.TO and DRFE.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. DRFE.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.


DRFE.TO
DRFE.TO Risk / Return Rank: 4949
Overall Rank
DRFE.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
DRFE.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
DRFE.TO Omega Ratio Rank: 5151
Omega Ratio Rank
DRFE.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
DRFE.TO Martin Ratio Rank: 4949
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. DRFE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Desjardins Global Macro ETF (DGLM.TO) 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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.89

Martin ratioReturn relative to average drawdown

5.61

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


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Drawdowns

DGLM.TO vs. DRFE.TO - Drawdown Comparison

The maximum DGLM.TO drawdown since its inception was -2.58%, smaller than the maximum DRFE.TO drawdown of -25.26%. Use the drawdown chart below to compare losses from any high point for DGLM.TO and DRFE.TO.


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Drawdown Indicators


DGLM.TODRFE.TODifference

Max Drawdown

Largest peak-to-trough decline

-2.58%

-25.26%

+22.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

Current Drawdown

Current decline from peak

0.00%

-10.64%

+10.64%

Average Drawdown

Average peak-to-trough decline

-0.47%

-6.89%

+6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

Volatility

DGLM.TO vs. DRFE.TO - Volatility Comparison


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Volatility by Period


DGLM.TODRFE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

Volatility (6M)

Calculated over the trailing 6-month period

19.99%

Volatility (1Y)

Calculated over the trailing 1-year period

5.11%

21.66%

-16.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.11%

16.67%

-11.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.11%

17.29%

-12.18%

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

DGLM.TO has a 0.90% expense ratio, which is higher than DRFE.TO's 0.75% expense ratio.


Dividends

DGLM.TO vs. DRFE.TO - Dividend Comparison

DGLM.TO's dividend yield for the trailing twelve months is around 1.57%, less than DRFE.TO's 1.65% yield.


PositionTTM2025202420232022202120202019
DGLM.TO
Desjardins Global Macro ETF
1.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


DGLM.TO and DRFE.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, DRFE.TO is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DRFE.TO is cheaper with a 0.75% expense ratio, compared with 0.90% for DGLM.TO.

DGLM.TO is categorized as Multistrategy, while DRFE.TO is Emerging Markets Equities. Their fees differ too: 0.90% for DGLM.TO and 0.75% for DRFE.TO.

Portfolio Optimizer

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