DRMD.TO vs. DCU.TO
DRMD.TO (Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF) and DCU.TO (Desjardins Canadian Universe Bond Index ETF) are both exchange-traded funds - DRMD.TO is a Foreign Large Cap Equities fund actively managed by Desjardins, while DCU.TO is a Total Bond Market fund actively managed by Desjardins. Both are actively managed. Over the past 5 years, DRMD.TO returned 11.25%/yr vs 0.36%/yr for DCU.TO. At a 0.13 correlation, their price movements are largely independent.
Performance
DRMD.TO vs. DCU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DRMD.TO achieves a 11.91% return, which is significantly higher than DCU.TO's 1.10% return.
DRMD.TO
- 1D
- -0.44%
- 1M
- -0.08%
- 6M
- 7.19%
- YTD
- 11.91%
- 1Y
- 23.64%
- 3Y*
- 19.56%
- 5Y*
- 11.25%
- 10Y*
- —
DCU.TO
- 1D
- -0.17%
- 1M
- -0.83%
- 6M
- 0.42%
- YTD
- 1.10%
- 1Y
- 4.02%
- 3Y*
- 4.00%
- 5Y*
- 0.36%
- 10Y*
- —
DRMD.TO vs. DCU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DRMD.TO Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF | 11.91% | 27.57% | 11.54% | 13.94% | -8.20% | 9.85% | 20.29% |
DCU.TO Desjardins Canadian Universe Bond Index ETF | 1.10% | 2.19% | 3.83% | 6.53% | -11.04% | -2.76% | 3.72% |
Correlation
The correlation between DRMD.TO and DCU.TO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2020 | 0.13 |
Over the past year, DRMD.TO and DCU.TO have become more correlated (0.39) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
DRMD.TO vs. DCU.TO — Risk / Return Rank
DRMD.TO
DCU.TO
DRMD.TO vs. DCU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF (DRMD.TO) and Desjardins Canadian Universe Bond Index ETF (DCU.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.
| DRMD.TO | DCU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.47 | +0.57 |
| Martin ratioReturn relative to average drawdown | 8.15 | 3.61 | +4.53 |
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Drawdowns
DRMD.TO vs. DCU.TO - Drawdown Comparison
The maximum DRMD.TO drawdown since its inception was -23.39%, which is greater than DCU.TO's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for DRMD.TO and DCU.TO.
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Drawdown Indicators
| DRMD.TO | DCU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.39% | -17.81% | -5.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -2.76% | -8.89% |
Max Drawdown (3Y)Largest decline over 3 years | -14.40% | -4.43% | -9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -15.40% | -7.99% |
Current DrawdownCurrent decline from peak | -2.75% | -2.07% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -5.21% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.12% | +1.79% |
Volatility
DRMD.TO vs. DCU.TO - Volatility Comparison
Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF (DRMD.TO) has a higher volatility of 3.23% compared to Desjardins Canadian Universe Bond Index ETF (DCU.TO) at 1.03%. This indicates that DRMD.TO's price experiences larger fluctuations and is considered to be riskier than DCU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRMD.TO | DCU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 1.03% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 3.30% | +7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.63% | 4.10% | +9.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 6.25% | +7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.87% | 6.29% | +7.58% |
Dividends
DRMD.TO vs. DCU.TO - Dividend Comparison
DRMD.TO has not paid dividends to shareholders, while DCU.TO's dividend yield for the trailing twelve months is around 3.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DCU.TO Desjardins Canadian Universe Bond Index ETF | 3.17% | 3.07% | 2.92% | 2.58% | 3.49% | 3.00% | 2.82% | 2.79% | 2.90% | 2.12% |
DRMD.TO Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF | 0.00% | 0.00% | 12.27% | 1.86% | 2.45% | 2.04% | 1.64% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRMD.TO and DCU.TO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRMD.TO is categorized as Foreign Large Cap Equities, while DCU.TO is Total Bond Market.
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