PortfoliosLab logoPortfoliosLab logo
DGLM.TO vs. DRFU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGLM.TO vs. DRFU.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 USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DGLM.TO achieves a 7.84% return, which is significantly lower than DRFU.TO's 12.93% return.


DGLM.TO

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

DRFU.TO

1D
0.00%
1M
-1.50%
6M
13.72%
YTD
12.93%
1Y
24.11%
3Y*
21.53%
5Y*
13.22%
10Y*
ALL TIME*
12.84%
*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$15.34KCA$21.97KCA$22.85K

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


Correlation

The correlation between DGLM.TO and DRFU.TO is 0.11, which is low. Their historical price movements had little consistent relationship.


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

0.11

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DGLM.TO vs. DRFU.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.


DRFU.TO
DRFU.TO Risk / Return Rank: 8686
Overall Rank
DRFU.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DRFU.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
DRFU.TO Omega Ratio Rank: 9393
Omega Ratio Rank
DRFU.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
DRFU.TO Martin Ratio Rank: 8787
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. DRFU.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 USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.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.TODRFU.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

3.53

Martin ratioReturn relative to average drawdown

12.47

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


Loading charts...

Drawdowns

DGLM.TO vs. DRFU.TO - Drawdown Comparison

The maximum DGLM.TO drawdown since its inception was -2.58%, smaller than the maximum DRFU.TO drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for DGLM.TO and DRFU.TO.


Loading charts...

Drawdown Indicators


DGLM.TODRFU.TODifference

Max Drawdown

Largest peak-to-trough decline

-2.58%

-19.89%

+17.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

Current Drawdown

Current decline from peak

0.00%

-2.02%

+2.02%

Average Drawdown

Average peak-to-trough decline

-0.47%

-4.90%

+4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

Volatility

DGLM.TO vs. DRFU.TO - Volatility Comparison


Loading charts...

Volatility by Period


DGLM.TODRFU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

Volatility (1Y)

Calculated over the trailing 1-year period

5.11%

14.29%

-9.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.11%

16.28%

-11.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.11%

16.49%

-11.38%

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

DGLM.TO has a 0.90% expense ratio, which is higher than DRFU.TO's 0.46% expense ratio.


Dividends

DGLM.TO vs. DRFU.TO - Dividend Comparison

DGLM.TO's dividend yield for the trailing twelve months is around 1.57%, more than DRFU.TO's 1.04% yield.


PositionTTM20252024202320222021202020192018
DGLM.TO
Desjardins Global Macro ETF
1.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DRFU.TO
Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF
1.04%0.76%0.60%0.80%1.05%1.08%1.38%1.37%0.41%

Frequently Asked Questions


DGLM.TO and DRFU.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DRFU.TO is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DRFU.TO is cheaper with a 0.46% expense ratio, compared with 0.90% for DGLM.TO.

DGLM.TO is categorized as Multistrategy, while DRFU.TO is Large Cap Blend Equities. Their fees differ too: 0.90% for DGLM.TO and 0.46% for DRFU.TO.

Portfolio Optimizer

Find the right allocation for DGLM.TO and DRFU.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer