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

FLUS.TO vs. DRMU.TO

Last updated Jul 18, 2026
Documentation

FLUS.TO (Franklin U.S. Large Cap Multifactor Index ETF) and DRMU.TO (Desjardins RI USA Net-Zero Emissions Pathway ETF) are both Large Cap Blend Equities funds. FLUS.TO is passively managed, while DRMU.TO is actively managed. Over the past 5 years, FLUS.TO returned 15.18%/yr vs 13.92%/yr for DRMU.TO. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

FLUS.TO vs. DRMU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) and Desjardins RI USA Net-Zero Emissions Pathway ETF (DRMU.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, FLUS.TO achieves a 13.68% return, which is significantly higher than DRMU.TO's 11.38% return.

FLUS.TO

1D
-1.00%
1M
-0.85%
6M
9.51%
YTD
13.68%
1Y
20.16%
3Y*
21.35%
5Y*
15.18%
10Y*
—

DRMU.TO

1D
-1.23%
1M
0.47%
6M
8.66%
YTD
11.38%
1Y
21.26%
3Y*
20.49%
5Y*
13.92%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
FLUS.TO
Franklin U.S. Large Cap Multifactor Index ETF		13.68%10.51%34.62%20.97%-9.96%25.50%8.45%21.86%-6.98%
DRMU.TO
Desjardins RI USA Net-Zero Emissions Pathway ETF		11.38%11.60%34.78%24.94%-16.67%26.25%20.57%24.54%-8.47%

Correlation

The correlation between FLUS.TO and DRMU.TO is 0.67, 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

0.67

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

0.69

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

0.62

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

0.52

The correlation between FLUS.TO and DRMU.TO shifts across timeframes, from 0.52 (all time) to 0.69 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Franklin U.S. Large Cap Multifactor Index ETF

Desjardins RI USA Net-Zero Emissions Pathway ETF

Often compared with FLUS.TO:
FLUS.TO vs. SMVP.TOFLUS.TO vs. HBF.TOFLUS.TO vs. TUEX.TOFLUS.TO vs. COW.TOFLUS.TO vs. CNCL.TOFLUS.TO vs. KNGC.TOFLUS.TO vs. XHU.TO
Often compared with DRMU.TO:
DRMU.TO vs. DRFD.TODRMU.TO vs. DRFE.TODRMU.TO vs. DANC.TODRMU.TO vs. DRFG.TODRMU.TO vs. COW.TODRMU.TO vs. DCBC.TODRMU.TO vs. DCG.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FLUS.TO
FLUS.TO Risk / Return Rank: 5454
Overall Rank
FLUS.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FLUS.TO Sortino Ratio Rank: 5252
Sortino Ratio Rank
FLUS.TO Omega Ratio Rank: 5757
Omega Ratio Rank
FLUS.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
FLUS.TO Martin Ratio Rank: 5555
Martin Ratio Rank
DRMU.TO
DRMU.TO Risk / Return Rank: 6767
Overall Rank
DRMU.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DRMU.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
DRMU.TO Omega Ratio Rank: 7272
Omega Ratio Rank
DRMU.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
DRMU.TO Martin Ratio Rank: 6363
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.

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

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) and Desjardins RI USA Net-Zero Emissions Pathway ETF (DRMU.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.

FLUS.TODRMU.TODifference
Sharpe ratioReturn per unit of total volatility
1.35
1.66

-0.32

Sortino ratioReturn per unit of downside risk
1.96
2.38

-0.42

Omega ratioGain probability vs. loss probability

1.27

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

2.05

2.33

-0.27

Martin ratioReturn relative to average drawdown

7.10

8.24

-1.14

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

The current FLUS.TO Sharpe Ratio is 1.35, which is comparable to the DRMU.TO Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FLUS.TO and DRMU.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

FLUS.TO vs. DRMU.TO - Drawdown Comparison

The maximum FLUS.TO drawdown since its inception was -28.24%, which is greater than DRMU.TO's maximum drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for FLUS.TO and DRMU.TO.

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Drawdown Indicators

FLUS.TODRMU.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-24.56%

-3.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.85%

-9.17%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-18.82%

-19.69%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.11%

-24.56%

+5.45%

Current Drawdown

Current decline from peak

-3.05%

-3.15%

+0.10%

Average Drawdown

Average peak-to-trough decline

-3.68%

-4.62%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.59%

+0.26%

Volatility

FLUS.TO vs. DRMU.TO - Volatility Comparison

Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) has a higher volatility of 4.65% compared to Desjardins RI USA Net-Zero Emissions Pathway ETF (DRMU.TO) at 4.16%. This indicates that FLUS.TO's price experiences larger fluctuations and is considered to be riskier than DRMU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FLUS.TODRMU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

4.16%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

10.29%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

12.89%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

15.21%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

15.56%

+0.38%

Dividends

FLUS.TO vs. DRMU.TO - Dividend Comparison

FLUS.TO's dividend yield for the trailing twelve months is around 0.58%, less than DRMU.TO's 0.79% yield.

PositionTTM202520242023202220212020201920182017
DRMU.TO
Desjardins RI USA Net-Zero Emissions Pathway ETF		0.79%0.85%0.77%1.04%1.17%1.08%1.25%1.34%0.41%0.00%
FLUS.TO
Franklin U.S. Large Cap Multifactor Index ETF		0.58%0.74%0.94%1.24%1.77%1.80%1.67%1.89%1.72%0.60%

Frequently Asked Questions

FLUS.TO and DRMU.TO have a correlation of 0.67, 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: Franklin and Desjardins.

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