SMVP.TO vs. DRFU.TO
SMVP.TO (HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged)) and DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) are both Large Cap Blend Equities funds. SMVP.TO is passively managed, while DRFU.TO is actively managed. Over the past year, SMVP.TO returned 13.19% vs 26.04% for DRFU.TO. At a 0.13 correlation, their price movements are largely independent.
Performance
SMVP.TO vs. DRFU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, SMVP.TO achieves a 10.65% return, which is significantly lower than DRFU.TO's 12.29% return.
SMVP.TO
- 1D
- 1.32%
- 1M
- 3.46%
- 6M
- 5.13%
- YTD
- 10.65%
- 1Y
- 13.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRFU.TO
- 1D
- -2.58%
- 1M
- -1.18%
- 6M
- 11.18%
- YTD
- 12.29%
- 1Y
- 26.04%
- 3Y*
- 21.30%
- 5Y*
- 14.24%
- 10Y*
- —
SMVP.TO vs. DRFU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SMVP.TO HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) | 10.65% | 3.24% |
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 12.29% | 7.75% |
Correlation
The correlation between SMVP.TO and DRFU.TO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2025 | 0.13 |
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Return for Risk
SMVP.TO vs. DRFU.TO — Risk / Return Rank
SMVP.TO
DRFU.TO
SMVP.TO vs. DRFU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.TO) and Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.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.
| SMVP.TO | DRFU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.53 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 3.81 | -1.76 |
| Martin ratioReturn relative to average drawdown | 4.69 | 13.72 | -9.03 |
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Drawdowns
SMVP.TO vs. DRFU.TO - Drawdown Comparison
The maximum SMVP.TO drawdown since its inception was -12.11%, smaller than the maximum DRFU.TO drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for SMVP.TO and DRFU.TO.
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Drawdown Indicators
| SMVP.TO | DRFU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.11% | -19.89% | +7.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.44% | -6.89% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.89% | — |
Current DrawdownCurrent decline from peak | -1.72% | -2.58% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -4.91% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.91% | +0.91% |
Volatility
SMVP.TO vs. DRFU.TO - Volatility Comparison
HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.TO) has a higher volatility of 4.79% compared to Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) at 3.53%. This indicates that SMVP.TO's price experiences larger fluctuations and is considered to be riskier than DRFU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMVP.TO | DRFU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 3.53% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 11.63% | -3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.43% | 14.22% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 16.41% | -3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.30% | 16.51% | -3.21% |
Dividends
SMVP.TO vs. DRFU.TO - Dividend Comparison
SMVP.TO's dividend yield for the trailing twelve months is around 2.17%, more than DRFU.TO's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 1.04% | 0.76% | 0.60% | 0.80% | 1.05% | 1.08% | 1.38% | 1.37% | 0.41% |
SMVP.TO HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) | 2.17% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SMVP.TO and DRFU.TO have a correlation of 0.06, 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: Hamilton Capital and Desjardins.
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