DRMC.TO vs. CLSA.TO
DRMC.TO (Desjardins RI Canada - Net-Zero Emissions Pathway ETF) and CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) are both Canada Equities funds. Both are actively managed. Over the past year, DRMC.TO returned 31.76% vs 92.59% for CLSA.TO. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
DRMC.TO vs. CLSA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DRMC.TO achieves a 11.28% return, which is significantly lower than CLSA.TO's 42.34% return.
DRMC.TO
- 1D
- 0.26%
- 1M
- 0.43%
- 6M
- 7.31%
- YTD
- 11.28%
- 1Y
- 31.76%
- 3Y*
- 23.99%
- 5Y*
- 14.33%
- 10Y*
- —
CLSA.TO
- 1D
- 1.56%
- 1M
- 12.81%
- 6M
- 42.95%
- YTD
- 42.34%
- 1Y
- 92.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRMC.TO vs. CLSA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DRMC.TO Desjardins RI Canada - Net-Zero Emissions Pathway ETF | 11.28% | 29.49% |
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 42.34% | 57.14% |
Correlation
The correlation between DRMC.TO and CLSA.TO is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025 | 0.57 |
The correlation between DRMC.TO and CLSA.TO has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.
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Return for Risk
DRMC.TO vs. CLSA.TO — Risk / Return Rank
DRMC.TO
CLSA.TO
DRMC.TO vs. CLSA.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Desjardins RI Canada - Net-Zero Emissions Pathway ETF (DRMC.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.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.
| DRMC.TO | CLSA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.15 | ||
| Sortino ratioReturn per unit of downside risk | -4.16 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 2.25 | -0.83 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 8.64 | -5.24 |
| Martin ratioReturn relative to average drawdown | 13.21 | 37.70 | -24.49 |
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Drawdowns
DRMC.TO vs. CLSA.TO - Drawdown Comparison
The maximum DRMC.TO drawdown since its inception was -34.55%, which is greater than CLSA.TO's maximum drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for DRMC.TO and CLSA.TO.
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Drawdown Indicators
| DRMC.TO | CLSA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.55% | -11.73% | -22.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -10.78% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -12.30% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.43% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | 0.00% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -1.26% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.46% | -0.05% |
Volatility
DRMC.TO vs. CLSA.TO - Volatility Comparison
The current volatility for Desjardins RI Canada - Net-Zero Emissions Pathway ETF (DRMC.TO) is 2.60%, while Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has a volatility of 3.94%. This indicates that DRMC.TO experiences smaller price fluctuations and is considered to be less risky than CLSA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRMC.TO | CLSA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 3.94% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 12.91% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 14.43% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 16.28% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 16.28% | +1.09% |
Dividends
DRMC.TO vs. CLSA.TO - Dividend Comparison
DRMC.TO's dividend yield for the trailing twelve months is around 1.59%, less than CLSA.TO's 9.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 9.64% | 7.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DRMC.TO Desjardins RI Canada - Net-Zero Emissions Pathway ETF | 1.59% | 1.72% | 2.16% | 2.66% | 2.53% | 2.18% | 2.75% | 2.52% | 0.72% |
Frequently Asked Questions
DRMC.TO and CLSA.TO have a correlation of 0.59, 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 Brompton Funds.
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