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DGR.TO vs. DGRC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGR.TO vs. DGRC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI U.S. Quality Dividend Growth Index ETF (DGR.TO) and CI Canada Quality Dividend Growth Index ETF (DGRC.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, DGR.TO achieves a 6.15% return, which is significantly lower than DGRC.TO's 19.68% return.


DGR.TO

1D
0.39%
1M
0.41%
6M
4.67%
YTD
6.15%
1Y
13.25%
3Y*
11.98%
5Y*
9.79%
10Y*
11.97%
ALL TIME*
11.86%

DGRC.TO

1D
-0.09%
1M
3.43%
6M
19.75%
YTD
19.68%
1Y
36.25%
3Y*
20.11%
5Y*
13.81%
10Y*
ALL TIME*
12.13%
*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$32.50KCA$91.64KCA$88.11K
CA$279.39KCA$354.27KCA$484.71K

DGR.TO vs. DGRC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGR.TO
CI U.S. Quality Dividend Growth Index ETF
6.15%10.57%16.04%17.92%-8.16%24.28%10.08%28.48%-7.88%10.22%
DGRC.TO
CI Canada Quality Dividend Growth Index ETF
19.68%27.20%12.36%7.79%-1.70%20.84%7.22%18.60%-4.73%3.78%

Correlation

The correlation between DGR.TO and DGRC.TO is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.44

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2017

0.52

The correlation between DGR.TO and DGRC.TO shifts across timeframes, from 0.34 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

DGR.TO vs. DGRC.TO - Sectors Allocation Comparison


Sectors
DGR.TO
DGRC.TO

Technology

33.8%
1.5%

Healthcare

12.8%

-

Industrials

11.8%
16.3%

Communication Services

11.1%
1.9%

Financial Services

8.4%
26.3%

Consumer Cyclical

8.0%
12.8%

Consumer Defensive

6.7%
12.1%

Energy

4.5%
18.9%

Basic Materials

2.8%
10.3%

Utilities

0.2%

-

Real Estate

-

0.1%

Technology

DGR.TO
33.8%
DGRC.TO
1.5%

Healthcare

DGR.TO
12.8%
DGRC.TO

-

Industrials

DGR.TO
11.8%
DGRC.TO
16.3%

Communication Services

DGR.TO
11.1%
DGRC.TO
1.9%

Financial Services

DGR.TO
8.4%
DGRC.TO
26.3%

Consumer Cyclical

DGR.TO
8.0%
DGRC.TO
12.8%

Consumer Defensive

DGR.TO
6.7%
DGRC.TO
12.1%

Energy

DGR.TO
4.5%
DGRC.TO
18.9%

Basic Materials

DGR.TO
2.8%
DGRC.TO
10.3%

Utilities

DGR.TO
0.2%
DGRC.TO

-

Real Estate

DGR.TO

-

DGRC.TO
0.1%

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Return for Risk

DGR.TO vs. DGRC.TO — Risk / Return Rank

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

DGR.TO
DGR.TO Risk / Return Rank: 4343
Overall Rank
DGR.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DGR.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
DGR.TO Omega Ratio Rank: 4343
Omega Ratio Rank
DGR.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
DGR.TO Martin Ratio Rank: 4646
Martin Ratio Rank

DGRC.TO
DGRC.TO Risk / Return Rank: 9595
Overall Rank
DGRC.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DGRC.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
DGRC.TO Omega Ratio Rank: 9595
Omega Ratio Rank
DGRC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
DGRC.TO Martin Ratio Rank: 9696
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.

DGR.TO vs. DGRC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI U.S. Quality Dividend Growth Index ETF (DGR.TO) and CI Canada Quality Dividend Growth Index ETF (DGRC.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.


DGR.TODGRC.TODifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

1.20

1.54

-0.34

Calmar ratioReturn relative to maximum drawdown

1.36

5.92

-4.57

Martin ratioReturn relative to average drawdown

5.26

22.78

-17.52

DGR.TO vs. DGRC.TO - Sharpe Ratio Comparison

The current DGR.TO Sharpe Ratio is 1.10, which is lower than the DGRC.TO Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of DGR.TO and DGRC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DGR.TO vs. DGRC.TO - Drawdown Comparison

The maximum DGR.TO drawdown since its inception was -30.73%, smaller than the maximum DGRC.TO drawdown of -36.59%. Use the drawdown chart below to compare losses from any high point for DGR.TO and DGRC.TO.


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Drawdown Indicators


DGR.TODGRC.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.73%

-36.59%

+5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-5.99%

-2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-12.90%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-17.92%

-15.39%

-2.53%

Max Drawdown (10Y)

Largest decline over 10 years

-30.73%

Current Drawdown

Current decline from peak

-1.83%

-0.42%

-1.41%

Average Drawdown

Average peak-to-trough decline

-3.51%

-3.18%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.56%

+0.65%

Volatility

DGR.TO vs. DGRC.TO - Volatility Comparison

CI U.S. Quality Dividend Growth Index ETF (DGR.TO) has a higher volatility of 2.72% compared to CI Canada Quality Dividend Growth Index ETF (DGRC.TO) at 2.50%. This indicates that DGR.TO's price experiences larger fluctuations and is considered to be riskier than DGRC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGR.TODGRC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

2.50%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.27%

8.49%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

10.55%

11.76%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

12.51%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

14.63%

+0.58%

DGR.TO vs. DGRC.TO - Expense Ratio Comparison

DGR.TO has a 0.38% expense ratio, which is higher than DGRC.TO's 0.27% expense ratio.


Dividends

DGR.TO vs. DGRC.TO - Dividend Comparison

DGR.TO's dividend yield for the trailing twelve months is around 1.14%, less than DGRC.TO's 2.26% yield.


PositionTTM2025202420232022202120202019201820172016
DGR.TO
CI U.S. Quality Dividend Growth Index ETF
1.14%1.24%0.94%1.53%1.70%1.26%1.29%1.67%1.94%1.29%0.62%
DGRC.TO
CI Canada Quality Dividend Growth Index ETF
2.26%2.58%2.46%2.56%2.48%1.87%3.06%2.20%1.79%0.23%0.00%

Frequently Asked Questions


DGR.TO and DGRC.TO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRC.TO is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRC.TO is cheaper with a 0.27% expense ratio, compared with 0.38% for DGR.TO.

DGR.TO tracks WisdomTree U.S. Quality Dividend Growth Index CAD, while DGRC.TO tracks WisdomTree Canada Quality Dividend Growth Index. Their fees differ too: 0.38% for DGR.TO and 0.27% for DGRC.TO.

Portfolio Optimizer

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