DRFG.TO vs. ONEQ.TO
DRFG.TO (Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF) and ONEQ.TO (CI Global Core Plus Equity ETF) are both Global Equities funds. Both are actively managed. Over the past 5 years, DRFG.TO returned 13.64%/yr vs 13.22%/yr for ONEQ.TO. At a 0.28 correlation, their price movements are largely independent.
Performance
DRFG.TO vs. ONEQ.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DRFG.TO having a 14.93% return and ONEQ.TO slightly lower at 14.56%.
DRFG.TO
- 1D
- -0.34%
- 1M
- -0.56%
- 6M
- 12.15%
- YTD
- 14.93%
- 1Y
- 30.39%
- 3Y*
- 23.96%
- 5Y*
- 13.64%
- 10Y*
- —
ONEQ.TO
- 1D
- -0.68%
- 1M
- 0.39%
- 6M
- 11.89%
- YTD
- 14.56%
- 1Y
- 26.90%
- 3Y*
- 20.72%
- 5Y*
- 13.22%
- 10Y*
- 11.95%
DRFG.TO vs. ONEQ.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 14.93% | 24.31% | 26.78% | 12.68% | -12.16% | 17.99% | 7.88% | 8.78% |
ONEQ.TO CI Global Core Plus Equity ETF | 14.56% | 17.62% | 22.45% | 19.07% | -10.74% | 21.65% | 8.21% | 10.01% |
Correlation
The correlation between DRFG.TO and ONEQ.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2019 | 0.28 |
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Return for Risk
DRFG.TO vs. ONEQ.TO — Risk / Return Rank
DRFG.TO
ONEQ.TO
DRFG.TO vs. ONEQ.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.TO) and CI Global Core Plus Equity ETF (ONEQ.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.
| DRFG.TO | ONEQ.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.46 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 4.07 | -0.44 |
| Martin ratioReturn relative to average drawdown | 14.41 | 17.98 | -3.57 |
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Drawdowns
DRFG.TO vs. ONEQ.TO - Drawdown Comparison
The maximum DRFG.TO drawdown since its inception was -27.73%, smaller than the maximum ONEQ.TO drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for DRFG.TO and ONEQ.TO.
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Drawdown Indicators
| DRFG.TO | ONEQ.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -34.40% | +6.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -6.66% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -16.44% | -16.08% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -21.09% | -17.61% | -3.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.40% | — |
Current DrawdownCurrent decline from peak | -2.04% | -0.68% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -3.70% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.51% | +0.60% |
Volatility
DRFG.TO vs. ONEQ.TO - Volatility Comparison
Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.TO) has a higher volatility of 3.20% compared to CI Global Core Plus Equity ETF (ONEQ.TO) at 2.84%. This indicates that DRFG.TO's price experiences larger fluctuations and is considered to be riskier than ONEQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRFG.TO | ONEQ.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 2.84% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 9.88% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 11.96% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.73% | 13.28% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.25% | 13.91% | +0.34% |
Dividends
DRFG.TO vs. ONEQ.TO - Dividend Comparison
DRFG.TO's dividend yield for the trailing twelve months is around 1.56%, less than ONEQ.TO's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 1.56% | 2.14% | 1.40% | 1.49% | 1.58% | 1.37% | 1.59% | 1.68% | 0.00% | 0.00% | 0.00% |
ONEQ.TO CI Global Core Plus Equity ETF | 1.59% | 1.60% | 1.05% | 1.53% | 1.38% | 0.89% | 1.22% | 1.39% | 0.94% | 1.03% | 1.22% |
Frequently Asked Questions
DRFG.TO and ONEQ.TO have a correlation of 0.32, 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 CI.
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