DRMC.TO vs. DRCU.TO
DRMC.TO (Desjardins RI Canada - Net-Zero Emissions Pathway ETF) and DRCU.TO (Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF) are both exchange-traded funds - DRMC.TO is a Canada Equities fund actively managed by Desjardins, while DRCU.TO is a Sustainable fund actively managed by Desjardins. Both are actively managed. Over the past 5 years, DRMC.TO returned 14.30%/yr vs 0.58%/yr for DRCU.TO. At a 0.02 correlation, their price movements are largely independent.
Performance
DRMC.TO vs. DRCU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DRMC.TO achieves a 11.14% return, which is significantly higher than DRCU.TO's 0.39% return.
DRMC.TO
- 1D
- -0.13%
- 1M
- -0.27%
- 6M
- 6.79%
- YTD
- 11.14%
- 1Y
- 31.51%
- 3Y*
- 24.05%
- 5Y*
- 14.30%
- 10Y*
- —
DRCU.TO
- 1D
- -0.32%
- 1M
- -0.81%
- 6M
- 0.39%
- YTD
- 0.39%
- 1Y
- 4.25%
- 3Y*
- 4.55%
- 5Y*
- 0.58%
- 10Y*
- —
DRMC.TO vs. DRCU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DRMC.TO Desjardins RI Canada - Net-Zero Emissions Pathway ETF | 11.14% | 32.01% | 24.10% | 13.91% | -11.52% | 29.22% | 8.91% | 17.21% | -9.58% |
DRCU.TO Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF | 0.39% | 3.11% | 5.29% | 6.29% | -11.24% | -3.01% | 7.92% | 8.54% | 0.21% |
Correlation
The correlation between DRMC.TO and DRCU.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2018 | 0.02 |
The correlation between DRMC.TO and DRCU.TO shifts across timeframes, from 0.02 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DRMC.TO vs. DRCU.TO — Risk / Return Rank
DRMC.TO
DRCU.TO
DRMC.TO vs. DRCU.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 Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.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 | DRCU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.16 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 1.38 | +1.99 |
| Martin ratioReturn relative to average drawdown | 13.10 | 3.52 | +9.58 |
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Drawdowns
DRMC.TO vs. DRCU.TO - Drawdown Comparison
The maximum DRMC.TO drawdown since its inception was -34.55%, which is greater than DRCU.TO's maximum drawdown of -18.29%. Use the drawdown chart below to compare losses from any high point for DRMC.TO and DRCU.TO.
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Drawdown Indicators
| DRMC.TO | DRCU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.55% | -18.29% | -16.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -2.61% | -6.79% |
Max Drawdown (3Y)Largest decline over 3 years | -12.30% | -4.71% | -7.59% |
Max Drawdown (5Y)Largest decline over 5 years | -20.43% | -16.14% | -4.29% |
Current DrawdownCurrent decline from peak | -0.27% | -1.22% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -5.78% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 1.02% | +1.39% |
Volatility
DRMC.TO vs. DRCU.TO - Volatility Comparison
Desjardins RI Canada - Net-Zero Emissions Pathway ETF (DRMC.TO) has a higher volatility of 2.53% compared to Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.TO) at 1.03%. This indicates that DRMC.TO's price experiences larger fluctuations and is considered to be riskier than DRCU.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 | DRCU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 1.03% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 3.19% | +7.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 4.33% | +9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.95% | 7.51% | +6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 7.72% | +9.65% |
Dividends
DRMC.TO vs. DRCU.TO - Dividend Comparison
DRMC.TO's dividend yield for the trailing twelve months is around 1.59%, less than DRCU.TO's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRCU.TO Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF | 3.43% | 3.43% | 3.27% | 2.62% | 3.34% | 2.87% | 2.69% | 2.67% | 0.71% |
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 DRCU.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRMC.TO is categorized as Canada Equities, while DRCU.TO is Sustainable.
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