PortfoliosLab logoPortfoliosLab logo
DRFE.TO vs. XEC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRFE.TO vs. XEC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF (DRFE.TO) and iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with DRFE.TO having a 21.13% return and XEC.TO slightly higher at 21.69%.


DRFE.TO

1D
-0.72%
1M
-5.64%
6M
13.96%
YTD
21.13%
1Y
26.63%
3Y*
21.37%
5Y*
11.65%
10Y*

XEC.TO

1D
-0.50%
1M
-5.91%
6M
14.19%
YTD
21.69%
1Y
37.17%
3Y*
21.36%
5Y*
8.91%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
DRFE.TO
Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF
21.13%21.25%18.51%10.59%-8.03%4.88%7.49%0.47%
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF
21.69%25.78%16.14%7.92%-14.76%-1.75%15.08%3.68%

Correlation

The correlation between DRFE.TO and XEC.TO is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2019

0.38

Over the past year, DRFE.TO and XEC.TO have become more correlated (0.90) than their long-term average of 0.38, meaning their price movements have been converging.

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

DRFE.TO vs. XEC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRFE.TO
DRFE.TO Risk / Return Rank: 4646
Overall Rank
DRFE.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DRFE.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
DRFE.TO Omega Ratio Rank: 4848
Omega Ratio Rank
DRFE.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
DRFE.TO Martin Ratio Rank: 5050
Martin Ratio Rank

XEC.TO
XEC.TO Risk / Return Rank: 6868
Overall Rank
XEC.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XEC.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XEC.TO Omega Ratio Rank: 6969
Omega Ratio Rank
XEC.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
XEC.TO Martin Ratio Rank: 7070
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.

DRFE.TO vs. XEC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF (DRFE.TO) and iShares Core MSCI Emerging Markets IMI Index ETF (XEC.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.


DRFE.TOXEC.TODifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratioReturn relative to maximum drawdown

2.17

3.32

-1.15

Martin ratioReturn relative to average drawdown

6.93

10.10

-3.17

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

The current DRFE.TO Sharpe Ratio is 1.27, which is comparable to the XEC.TO Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of DRFE.TO and XEC.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.


Loading charts...

Drawdowns

DRFE.TO vs. XEC.TO - Drawdown Comparison

The maximum DRFE.TO drawdown since its inception was -25.26%, smaller than the maximum XEC.TO drawdown of -32.54%. Use the drawdown chart below to compare losses from any high point for DRFE.TO and XEC.TO.


Loading charts...

Drawdown Indicators


DRFE.TOXEC.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.26%

-32.54%

+7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-11.25%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

-15.07%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

-28.30%

+7.25%

Max Drawdown (10Y)

Largest decline over 10 years

-32.54%

Current Drawdown

Current decline from peak

-8.52%

-8.63%

+0.11%

Average Drawdown

Average peak-to-trough decline

-6.88%

-9.53%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

3.69%

+0.16%

Volatility

DRFE.TO vs. XEC.TO - Volatility Comparison

Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF (DRFE.TO) and iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO) have volatilities of 9.86% and 9.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DRFE.TOXEC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

9.69%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

19.33%

20.14%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

21.00%

21.99%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

16.85%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

17.92%

-0.70%

Dividends

DRFE.TO vs. XEC.TO - Dividend Comparison

DRFE.TO's dividend yield for the trailing twelve months is around 1.61%, which matches XEC.TO's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
DRFE.TO
Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF
1.61%2.10%2.60%3.04%3.00%2.49%2.45%2.05%0.00%0.00%0.00%0.00%
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF
1.61%1.92%2.03%2.15%2.19%2.78%1.64%2.87%2.66%2.13%1.80%2.19%

Frequently Asked Questions


DRFE.TO and XEC.TO have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Desjardins and iShares.

Portfolio Optimizer

Find the right allocation for DRFE.TO and XEC.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