DRFU.TO vs. XUSC.TO
DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) and XUSC.TO (iShares S&P 500 3% Capped Index ETF (CAD Units)) are both Large Cap Blend Equities funds. DRFU.TO is actively managed, while XUSC.TO is passively managed. Over the past year, DRFU.TO returned 28.90% vs 24.54% for XUSC.TO. At a 0.39 correlation, their price movements are largely independent.
Performance
DRFU.TO vs. XUSC.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 XUSC.TO's 13.99% 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*
- —
XUSC.TO
- 1D
- -0.27%
- 1M
- 0.10%
- 6M
- 10.82%
- YTD
- 13.99%
- 1Y
- 24.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRFU.TO vs. XUSC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 15.27% | 12.18% | 10.83% |
XUSC.TO iShares S&P 500 3% Capped Index ETF (CAD Units) | 13.99% | 11.40% | 10.66% |
Correlation
The correlation between DRFU.TO and XUSC.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 Jul 18, 2024 | 0.39 |
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Return for Risk
DRFU.TO vs. XUSC.TO — Risk / Return Rank
DRFU.TO
XUSC.TO
DRFU.TO vs. XUSC.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 S&P 500 3% Capped Index ETF (CAD Units) (XUSC.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 | XUSC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.37 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.25 | 3.24 | +1.01 |
| Martin ratioReturn relative to average drawdown | 15.34 | 11.73 | +3.61 |
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Drawdowns
DRFU.TO vs. XUSC.TO - Drawdown Comparison
The maximum DRFU.TO drawdown since its inception was -19.89%, which is greater than XUSC.TO's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for DRFU.TO and XUSC.TO.
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Drawdown Indicators
| DRFU.TO | XUSC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.89% | -18.31% | -1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -7.60% | +0.71% |
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% | -1.59% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -2.59% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.10% | -0.20% |
Volatility
DRFU.TO vs. XUSC.TO - Volatility Comparison
The current volatility for Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) is 2.67%, while iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.TO) has a volatility of 3.44%. This indicates that DRFU.TO experiences smaller price fluctuations and is considered to be less risky than XUSC.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 | XUSC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 3.44% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.39% | 9.40% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 12.09% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 15.65% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 15.65% | +0.84% |
Dividends
DRFU.TO vs. XUSC.TO - Dividend Comparison
DRFU.TO's dividend yield for the trailing twelve months is around 1.01%, more than XUSC.TO's 0.94% 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% |
XUSC.TO iShares S&P 500 3% Capped Index ETF (CAD Units) | 0.94% | 0.94% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRFU.TO and XUSC.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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