DRFU.TO vs. BRKY.NEO
DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) and BRKY.NEO (Berkshire Hathaway Yield Shares Purpose ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, DRFU.TO returned 24.00%/yr vs 13.42%/yr for BRKY.NEO. At a 0.07 correlation, their price movements are largely independent.
Performance
DRFU.TO vs. BRKY.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, DRFU.TO achieves a 15.27% return, which is significantly higher than BRKY.NEO's -3.22% return.
DRFU.TO
- 1D
- 0.00%
- 1M
- 1.44%
- 6M
- 14.13%
- YTD
- 15.27%
- 1Y
- 29.62%
- 3Y*
- 24.00%
- 5Y*
- 14.84%
- 10Y*
- —
BRKY.NEO
- 1D
- 0.79%
- 1M
- -0.42%
- 6M
- -0.92%
- YTD
- -3.22%
- 1Y
- 2.40%
- 3Y*
- 13.42%
- 5Y*
- —
- 10Y*
- —
DRFU.TO vs. BRKY.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 15.27% | 12.18% | 37.32% | 5.44% | 0.26% |
BRKY.NEO Berkshire Hathaway Yield Shares Purpose ETF | -3.22% | 9.36% | 34.10% | 15.48% | 2.16% |
Correlation
The correlation between DRFU.TO and BRKY.NEO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2022 | 0.07 |
The correlation between DRFU.TO and BRKY.NEO shifts across timeframes, from -0.03 (1 year) to 0.08 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
DRFU.TO vs. BRKY.NEO — Risk / Return Rank
DRFU.TO
BRKY.NEO
DRFU.TO vs. BRKY.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) and Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO). 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.
| DRFU.TO | BRKY.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +3.27 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.04 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 0.23 | +4.01 |
| Martin ratioReturn relative to average drawdown | 15.29 | 0.48 | +14.81 |
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Drawdowns
DRFU.TO vs. BRKY.NEO - Drawdown Comparison
The maximum DRFU.TO drawdown since its inception was -19.89%, which is greater than BRKY.NEO's maximum drawdown of -17.42%. Use the drawdown chart below to compare losses from any high point for DRFU.TO and BRKY.NEO.
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Drawdown Indicators
| DRFU.TO | BRKY.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.89% | -17.42% | -2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -10.55% | +3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -19.89% | -17.42% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.89% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -12.33% | +12.33% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -5.86% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 5.02% | -3.12% |
Volatility
DRFU.TO vs. BRKY.NEO - Volatility Comparison
The current volatility for Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) is 2.31%, while Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) has a volatility of 4.14%. This indicates that DRFU.TO experiences smaller price fluctuations and is considered to be less risky than BRKY.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRFU.TO | BRKY.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | 4.14% | -1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 11.53% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 15.08% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 18.01% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 18.01% | -1.52% |
Dividends
DRFU.TO vs. BRKY.NEO - Dividend Comparison
DRFU.TO's dividend yield for the trailing twelve months is around 1.01%, less than BRKY.NEO's 7.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKY.NEO Berkshire Hathaway Yield Shares Purpose ETF | 7.64% | 5.58% | 10.93% | 5.41% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% |
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 1.01% | 0.76% | 0.60% | 0.80% | 1.05% | 1.08% | 1.38% | 1.37% | 0.41% |
Frequently Asked Questions
DRFU.TO and BRKY.NEO have a correlation of -0.03, 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 Purpose Investments.
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