DRFU.TO vs. XTOT.TO
DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) and XTOT.TO (iShares Core S&P Total U.S. Stock Market Index ETF) are both Large Cap Blend Equities funds. DRFU.TO is actively managed, while XTOT.TO is passively managed. Over the past year, DRFU.TO returned 28.90% vs 24.82% for XTOT.TO. At a 0.33 correlation, their price movements are largely independent.
Performance
DRFU.TO vs. XTOT.TO - 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 XTOT.TO's 14.09% 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*
- —
XTOT.TO
- 1D
- 0.08%
- 1M
- 0.40%
- 6M
- 11.08%
- YTD
- 14.09%
- 1Y
- 24.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRFU.TO vs. XTOT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 15.27% | 17.46% |
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF | 14.09% | 16.84% |
Correlation
The correlation between DRFU.TO and XTOT.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | 0.33 |
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Return for Risk
DRFU.TO vs. XTOT.TO — Risk / Return Rank
DRFU.TO
XTOT.TO
DRFU.TO vs. XTOT.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 iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.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 | XTOT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.33 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.25 | 2.59 | +1.66 |
| Martin ratioReturn relative to average drawdown | 15.34 | 8.72 | +6.62 |
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Drawdowns
DRFU.TO vs. XTOT.TO - Drawdown Comparison
The maximum DRFU.TO drawdown since its inception was -19.89%, which is greater than XTOT.TO's maximum drawdown of -9.64%. Use the drawdown chart below to compare losses from any high point for DRFU.TO and XTOT.TO.
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Drawdown Indicators
| DRFU.TO | XTOT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.89% | -9.64% | -10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -9.64% | +2.75% |
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% | -1.72% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -1.77% | -3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.85% | -0.95% |
Volatility
DRFU.TO vs. XTOT.TO - Volatility Comparison
The current volatility for Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) is 2.67%, while iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) has a volatility of 3.25%. This indicates that DRFU.TO experiences smaller price fluctuations and is considered to be less risky than XTOT.TO 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 | XTOT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 3.25% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.39% | 10.62% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 13.75% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 13.39% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 13.39% | +3.10% |
Dividends
DRFU.TO vs. XTOT.TO - Dividend Comparison
DRFU.TO's dividend yield for the trailing twelve months is around 1.01%, more than XTOT.TO's 0.81% 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% |
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF | 0.81% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRFU.TO and XTOT.TO have a correlation of 0.34, 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.
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