ONEQ.TO vs. DRFG.TO
ONEQ.TO (CI Global Core Plus Equity ETF) and DRFG.TO (Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF) are both Global Equities funds. Both are actively managed. Over the past 5 years, ONEQ.TO returned 13.10%/yr vs 13.44%/yr for DRFG.TO. At a 0.28 correlation, their price movements are largely independent.
Performance
ONEQ.TO vs. DRFG.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ONEQ.TO having a 13.96% return and DRFG.TO slightly lower at 13.90%.
ONEQ.TO
- 1D
- -1.11%
- 1M
- 0.37%
- 6M
- 9.99%
- YTD
- 13.96%
- 1Y
- 25.20%
- 3Y*
- 20.30%
- 5Y*
- 13.10%
- 10Y*
- 11.86%
DRFG.TO
- 1D
- -0.94%
- 1M
- -1.27%
- 6M
- 10.30%
- YTD
- 13.90%
- 1Y
- 29.11%
- 3Y*
- 23.18%
- 5Y*
- 13.44%
- 10Y*
- —
ONEQ.TO vs. DRFG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ONEQ.TO CI Global Core Plus Equity ETF | 13.96% | 17.62% | 22.45% | 19.07% | -10.74% | 21.65% | 8.21% | 10.01% |
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 13.90% | 24.31% | 26.78% | 12.68% | -12.16% | 17.99% | 7.88% | 8.78% |
Correlation
The correlation between ONEQ.TO and DRFG.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2019 | 0.28 |
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Return for Risk
ONEQ.TO vs. DRFG.TO — Risk / Return Rank
ONEQ.TO
DRFG.TO
ONEQ.TO vs. DRFG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Global Core Plus Equity ETF (ONEQ.TO) and Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.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.
| ONEQ.TO | DRFG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 3.48 | +0.32 |
| Martin ratioReturn relative to average drawdown | 16.75 | 13.73 | +3.02 |
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Drawdowns
ONEQ.TO vs. DRFG.TO - Drawdown Comparison
The maximum ONEQ.TO drawdown since its inception was -34.40%, which is greater than DRFG.TO's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for ONEQ.TO and DRFG.TO.
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Drawdown Indicators
| ONEQ.TO | DRFG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.40% | -27.73% | -6.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.66% | -8.40% | +1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -16.08% | -16.44% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.61% | -21.09% | +3.48% |
Max Drawdown (10Y)Largest decline over 10 years | -34.40% | — | — |
Current DrawdownCurrent decline from peak | -1.20% | -2.91% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -4.62% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.13% | -0.62% |
Volatility
ONEQ.TO vs. DRFG.TO - Volatility Comparison
The current volatility for CI Global Core Plus Equity ETF (ONEQ.TO) is 2.83%, while Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.TO) has a volatility of 3.31%. This indicates that ONEQ.TO experiences smaller price fluctuations and is considered to be less risky than DRFG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ONEQ.TO | DRFG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 3.31% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 10.85% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 12.99% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.29% | 12.73% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 14.24% | -0.33% |
Dividends
ONEQ.TO vs. DRFG.TO - Dividend Comparison
ONEQ.TO's dividend yield for the trailing twelve months is around 1.60%, more than DRFG.TO's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 1.57% | 2.14% | 1.40% | 1.49% | 1.58% | 1.37% | 1.59% | 1.68% | 0.00% | 0.00% | 0.00% |
ONEQ.TO CI Global Core Plus Equity ETF | 1.60% | 1.60% | 1.05% | 1.53% | 1.38% | 0.89% | 1.22% | 1.39% | 0.94% | 1.03% | 1.22% |
Frequently Asked Questions
ONEQ.TO and DRFG.TO have a correlation of 0.32, 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: CI and Desjardins.
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