DRFU.TO vs. SMVP.TO
DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) and SMVP.TO (HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged)) are both Large Cap Blend Equities funds. DRFU.TO is actively managed, while SMVP.TO is passively managed. Over the past year, DRFU.TO returned 28.90% vs 14.26% for SMVP.TO. At a 0.13 correlation, their price movements are largely independent.
Performance
DRFU.TO vs. SMVP.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DRFU.TO achieves a 15.27% return, which is significantly higher than SMVP.TO's 11.21% return.
DRFU.TO
- 1D
- 0.00%
- 1M
- 1.19%
- 6M
- 14.40%
- YTD
- 15.27%
- 1Y
- 28.90%
- 3Y*
- 24.00%
- 5Y*
- 14.84%
- 10Y*
- —
SMVP.TO
- 1D
- 0.06%
- 1M
- 2.79%
- 6M
- 6.42%
- YTD
- 11.21%
- 1Y
- 14.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRFU.TO vs. SMVP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 15.27% | 7.75% |
SMVP.TO HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) | 11.21% | 3.24% |
Correlation
The correlation between DRFU.TO and SMVP.TO is 0.05, 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 | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2025 | 0.13 |
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
DRFU.TO vs. SMVP.TO — Risk / Return Rank
DRFU.TO
SMVP.TO
DRFU.TO vs. SMVP.TO - 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 HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.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.
| DRFU.TO | SMVP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.23 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 4.25 | 2.02 | +2.23 |
| Martin ratioReturn relative to average drawdown | 15.34 | 4.63 | +10.70 |
Loading charts...
Drawdowns
DRFU.TO vs. SMVP.TO - Drawdown Comparison
The maximum DRFU.TO drawdown since its inception was -19.89%, which is greater than SMVP.TO's maximum drawdown of -12.11%. Use the drawdown chart below to compare losses from any high point for DRFU.TO and SMVP.TO.
Loading charts...
Drawdown Indicators
| DRFU.TO | SMVP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.89% | -12.11% | -7.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -6.44% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.89% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.89% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.22% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -2.58% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.81% | -0.91% |
Volatility
DRFU.TO vs. SMVP.TO - Volatility Comparison
The current volatility for Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) is 2.67%, while HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.TO) has a volatility of 4.22%. This indicates that DRFU.TO experiences smaller price fluctuations and is considered to be less risky than SMVP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DRFU.TO | SMVP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 4.22% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.39% | 8.01% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 10.26% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 13.21% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 13.21% | +3.28% |
Dividends
DRFU.TO vs. SMVP.TO - Dividend Comparison
DRFU.TO's dividend yield for the trailing twelve months is around 1.01%, less than SMVP.TO's 2.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
SMVP.TO HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) | 2.16% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRFU.TO and SMVP.TO have a correlation of 0.05, 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 Hamilton Capital.
Find the right allocation for DRFU.TO and SMVP.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