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DRMU.TO vs. VGG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DRMU.TO vs. VGG.TO

Last updated Jul 16, 2026
Documentation

DRMU.TO (Desjardins RI USA Net-Zero Emissions Pathway ETF) and VGG.TO (Vanguard U.S. Dividend Appreciation Index ETF) are both exchange-traded funds - DRMU.TO is a Large Cap Blend Equities fund actively managed by Desjardins, while VGG.TO is a Dividend fund tracking the S&P U.S. Dividend Growers Index. DRMU.TO is actively managed, while VGG.TO is passively managed. Over the past 5 years, DRMU.TO returned 14.19%/yr vs 12.41%/yr for VGG.TO. At a 0.50 correlation, their price movements are largely independent.

Performance

DRMU.TO vs. VGG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Desjardins RI USA Net-Zero Emissions Pathway ETF (DRMU.TO) and Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRMU.TO achieves a 12.75% return, which is significantly higher than VGG.TO's 10.91% return.

DRMU.TO

1D
0.02%
1M
0.63%
6M
10.65%
YTD
12.75%
1Y
23.94%
3Y*
21.52%
5Y*
14.19%
10Y*
—

VGG.TO

1D
-0.19%
1M
0.86%
6M
7.50%
YTD
10.91%
1Y
20.09%
3Y*
17.17%
5Y*
12.41%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRMU.TO vs. VGG.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DRMU.TO
Desjardins RI USA Net-Zero Emissions Pathway ETF		12.75%11.60%34.78%24.94%-16.67%26.25%20.57%24.54%-8.47%
VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF		10.91%8.61%26.49%11.58%-4.21%22.23%12.67%23.32%-7.71%

Correlation

The correlation between DRMU.TO and VGG.TO is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2018

0.50

The correlation between DRMU.TO and VGG.TO shifts across timeframes, from 0.50 (all time) to 0.66 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Desjardins RI USA Net-Zero Emissions Pathway ETF

Vanguard U.S. Dividend Appreciation Index ETF

Often compared with VGG.TO:
VGG.TO vs. VFV.TOVGG.TO vs. VIGVGG.TO vs. SCHDVGG.TO vs. VUN.TOVGG.TO vs. ZUQ.TOVGG.TO vs. DGROVGG.TO vs. ZNQ.TO

Return for Risk

DRMU.TO vs. VGG.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DRMU.TO
DRMU.TO Risk / Return Rank: 7070
Overall Rank
DRMU.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DRMU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
DRMU.TO Omega Ratio Rank: 7676
Omega Ratio Rank
DRMU.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
DRMU.TO Martin Ratio Rank: 6565
Martin Ratio Rank
VGG.TO
VGG.TO Risk / Return Rank: 7575
Overall Rank
VGG.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VGG.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
VGG.TO Omega Ratio Rank: 7474
Omega Ratio Rank
VGG.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGG.TO Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRMU.TO vs. VGG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Desjardins RI USA Net-Zero Emissions Pathway ETF (DRMU.TO) and Vanguard U.S. Dividend Appreciation Index ETF (VGG.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.

DRMU.TOVGG.TODifference
Sharpe ratioReturn per unit of total volatility
1.87
1.96

-0.08

Sortino ratioReturn per unit of downside risk
2.67
2.82

-0.15

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.62

2.85

-0.23

Martin ratioReturn relative to average drawdown

9.31

10.59

-1.28

DRMU.TO vs. VGG.TO - Sharpe Ratio Comparison

The current DRMU.TO Sharpe Ratio is 1.87, which is comparable to the VGG.TO Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of DRMU.TO and VGG.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DRMU.TO vs. VGG.TO - Drawdown Comparison

The maximum DRMU.TO drawdown since its inception was -24.56%, roughly equal to the maximum VGG.TO drawdown of -24.58%. Use the drawdown chart below to compare losses from any high point for DRMU.TO and VGG.TO.

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Drawdown Indicators

DRMU.TOVGG.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-24.58%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-7.07%

-2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-19.69%

-15.56%

-4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

-18.52%

-6.04%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.58%

—

Current Drawdown

Current decline from peak

-1.96%

-2.11%

+0.15%

Average Drawdown

Average peak-to-trough decline

-4.62%

-2.91%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

1.90%

+0.68%

Volatility

DRMU.TO vs. VGG.TO - Volatility Comparison

Desjardins RI USA Net-Zero Emissions Pathway ETF (DRMU.TO) has a higher volatility of 4.06% compared to Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) at 2.35%. This indicates that DRMU.TO's price experiences larger fluctuations and is considered to be riskier than VGG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DRMU.TOVGG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

2.35%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

7.93%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

10.34%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

12.68%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

14.97%

+0.59%

Dividends

DRMU.TO vs. VGG.TO - Dividend Comparison

DRMU.TO's dividend yield for the trailing twelve months is around 0.78%, less than VGG.TO's 1.04% yield.

PositionTTM20252024202320222021202020192018201720162015
DRMU.TO
Desjardins RI USA Net-Zero Emissions Pathway ETF		0.78%0.85%0.77%1.04%1.17%1.08%1.25%1.34%0.41%0.00%0.00%0.00%
VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF		1.04%1.16%1.23%1.37%1.35%1.21%1.25%1.24%1.50%1.45%1.63%1.70%

Frequently Asked Questions

DRMU.TO and VGG.TO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRMU.TO is categorized as Large Cap Blend Equities, while VGG.TO is Dividend. They also come from different issuers: Desjardins and Vanguard.

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