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

DGR.TO vs. XDUH.TO

Last updated Jul 1, 2026
See Documentation

DGR.TO (CI U.S. Quality Dividend Growth Index ETF) and XDUH.TO (iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)) are both exchange-traded funds - DGR.TO is a Dividend fund managed by CI, while XDUH.TO is a Large Cap Value Equities fund tracking the Morningstar US Market TR CAD. Over the past 5 years, DGR.TO returned 10.28%/yr vs 6.96%/yr for XDUH.TO. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

DGR.TO vs. XDUH.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 iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.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 5.64% return, which is significantly lower than XDUH.TO's 9.55% return.

DGR.TO

1D
0.37%
1M
-1.64%
YTD
5.64%
6M
5.56%
1Y
13.36%
3Y*
12.68%
5Y*
10.28%
10Y*
—

XDUH.TO

1D
-0.38%
1M
0.60%
YTD
9.55%
6M
9.55%
1Y
13.84%
3Y*
10.80%
5Y*
6.96%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
DGR.TO
CI U.S. Quality Dividend Growth Index ETF		5.64%10.57%16.04%17.92%-8.16%24.28%10.08%28.48%-7.88%13.85%
XDUH.TO
iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)		9.55%8.08%9.51%5.63%-6.27%22.61%-2.02%21.45%-5.70%8.34%

Correlation

The correlation between DGR.TO and XDUH.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

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2017

0.54

The correlation between DGR.TO and XDUH.TO shifts across timeframes, from 0.41 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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CI U.S. Quality Dividend Growth Index ETF

iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)

Often compared with XDUH.TO:
XDUH.TO vs. SCHDXDUH.TO vs. XDGH.TOXDUH.TO vs. XDU.TOXDUH.TO vs. XDIV.TOXDUH.TO vs. ZDY.TOXDUH.TO vs. XHD.TOXDUH.TO vs. XDV.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGR.TO
DGR.TO Risk / Return Rank: 4141
Overall Rank
DGR.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DGR.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
DGR.TO Omega Ratio Rank: 4141
Omega Ratio Rank
DGR.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
DGR.TO Martin Ratio Rank: 4444
Martin Ratio Rank
XDUH.TO
XDUH.TO Risk / Return Rank: 4242
Overall Rank
XDUH.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XDUH.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
XDUH.TO Omega Ratio Rank: 3838
Omega Ratio Rank
XDUH.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
XDUH.TO Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGR.TO vs. XDUH.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 iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.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.TOXDUH.TODifference
Sharpe ratioReturn per unit of total volatility
1.28
1.20

+0.08

Sortino ratioReturn per unit of downside risk
1.95
1.78

+0.18

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

1.57

2.29

-0.72

Martin ratioReturn relative to average drawdown

6.30

6.06

+0.23

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

The current DGR.TO Sharpe Ratio is 1.28, which is comparable to the XDUH.TO Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DGR.TO and XDUH.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. XDUH.TO - Drawdown Comparison

The maximum DGR.TO drawdown since its inception was -30.73%, smaller than the maximum XDUH.TO drawdown of -34.91%. Use the drawdown chart below to compare losses from any high point for DGR.TO and XDUH.TO.

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Drawdown Indicators

DGR.TOXDUH.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.73%

-34.91%

+4.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-6.08%

-2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-14.35%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.92%

-17.33%

-0.59%

Current Drawdown

Current decline from peak

-2.31%

-1.14%

-1.17%

Average Drawdown

Average peak-to-trough decline

-3.52%

-4.42%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.29%

-0.16%

Volatility

DGR.TO vs. XDUH.TO - Volatility Comparison

CI U.S. Quality Dividend Growth Index ETF (DGR.TO) has a higher volatility of 3.43% compared to iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.TO) at 2.73%. This indicates that DGR.TO's price experiences larger fluctuations and is considered to be riskier than XDUH.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.TOXDUH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

2.73%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

6.97%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

11.63%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

13.56%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.23%

16.44%

-1.21%

Dividends

DGR.TO vs. XDUH.TO - Dividend Comparison

DGR.TO's dividend yield for the trailing twelve months is around 1.15%, less than XDUH.TO's 2.28% yield.

PositionTTM2025202420232022202120202019201820172016
DGR.TO
CI U.S. Quality Dividend Growth Index ETF		1.15%1.24%0.94%1.53%1.70%1.26%1.29%1.67%1.94%1.29%0.62%
XDUH.TO
iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)		2.28%2.46%2.67%2.55%2.40%2.62%2.67%2.36%2.75%0.76%0.00%

Frequently Asked Questions

DGR.TO and XDUH.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.

DGR.TO is categorized as Dividend, while XDUH.TO is Large Cap Value Equities. They also come from different issuers: CI and iShares.

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