DRMU.TO vs. XUSC.TO
DRMU.TO (Desjardins RI USA 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. DRMU.TO is actively managed, while XUSC.TO is passively managed. Over the past year, DRMU.TO returned 23.94% vs 24.54% for XUSC.TO. A 0.78 correlation means they provide meaningful diversification when combined.
Performance
DRMU.TO vs. XUSC.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DRMU.TO achieves a 12.75% return, which is significantly lower than XUSC.TO's 13.99% 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*
- —
XUSC.TO
- 1D
- -0.27%
- 1M
- 0.10%
- 6M
- 10.82%
- YTD
- 13.99%
- 1Y
- 24.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRMU.TO vs. XUSC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DRMU.TO Desjardins RI USA Net-Zero Emissions Pathway ETF | 12.75% | 11.60% | 11.84% |
XUSC.TO iShares S&P 500 3% Capped Index ETF (CAD Units) | 13.99% | 11.40% | 10.66% |
Correlation
The correlation between DRMU.TO and XUSC.TO is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2024 | 0.78 |
The correlation between DRMU.TO and XUSC.TO has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.
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Return for Risk
DRMU.TO vs. XUSC.TO — Risk / Return Rank
DRMU.TO
XUSC.TO
DRMU.TO vs. XUSC.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 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.
| DRMU.TO | XUSC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 3.24 | -0.62 |
| Martin ratioReturn relative to average drawdown | 9.31 | 11.73 | -2.42 |
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Drawdowns
DRMU.TO vs. XUSC.TO - Drawdown Comparison
The maximum DRMU.TO drawdown since its inception was -24.56%, 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 DRMU.TO and XUSC.TO.
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Drawdown Indicators
| DRMU.TO | XUSC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.56% | -18.31% | -6.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -7.60% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -19.69% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -1.59% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -2.59% | -2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.10% | +0.48% |
Volatility
DRMU.TO vs. XUSC.TO - Volatility Comparison
Desjardins RI USA Net-Zero Emissions Pathway ETF (DRMU.TO) has a higher volatility of 4.06% compared to iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.TO) at 3.44%. This indicates that DRMU.TO's price experiences larger fluctuations and is considered to be riskier 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
| DRMU.TO | XUSC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 3.44% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 9.40% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 12.09% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 15.65% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.56% | 15.65% | -0.09% |
Dividends
DRMU.TO vs. XUSC.TO - Dividend Comparison
DRMU.TO's dividend yield for the trailing twelve months is around 0.78%, less than XUSC.TO's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
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
DRMU.TO and XUSC.TO have a correlation of 0.80, 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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