TULV.TO vs. DRMU.TO
TULV.TO (TD Q U.S. Low Volatility ETF) and DRMU.TO (Desjardins RI USA Net-Zero Emissions Pathway ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 5 years, TULV.TO returned 8.57%/yr vs 13.92%/yr for DRMU.TO. At a 0.17 correlation, their price movements are largely independent.
Performance
TULV.TO vs. DRMU.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TULV.TO achieves a 6.53% return, which is significantly lower than DRMU.TO's 11.38% return.
TULV.TO
- 1D
- -0.75%
- 1M
- 2.86%
- 6M
- 3.67%
- YTD
- 6.53%
- 1Y
- 10.60%
- 3Y*
- 11.25%
- 5Y*
- 8.57%
- 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*
- —
TULV.TO vs. DRMU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TULV.TO TD Q U.S. Low Volatility ETF | 6.53% | 3.62% | 23.74% | -3.31% | 2.02% | 23.84% | 1.09% |
DRMU.TO Desjardins RI USA Net-Zero Emissions Pathway ETF | 11.38% | 11.60% | 34.78% | 24.94% | -16.67% | 26.25% | 16.73% |
Correlation
The correlation between TULV.TO and DRMU.TO is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020 | 0.17 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TULV.TO vs. DRMU.TO — Risk / Return Rank
TULV.TO
DRMU.TO
TULV.TO vs. DRMU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD Q U.S. Low Volatility ETF (TULV.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.
| TULV.TO | DRMU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.33 | -0.70 |
| Martin ratioReturn relative to average drawdown | 3.63 | 8.24 | -4.61 |
Loading charts...
Drawdowns
TULV.TO vs. DRMU.TO - Drawdown Comparison
The maximum TULV.TO drawdown since its inception was -11.78%, smaller than the maximum DRMU.TO drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for TULV.TO and DRMU.TO.
Loading charts...
Drawdown Indicators
| TULV.TO | DRMU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.78% | -24.56% | +12.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.56% | -9.17% | +2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -11.39% | -19.69% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -11.78% | -24.56% | +12.78% |
Current DrawdownCurrent decline from peak | -1.70% | -3.15% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -4.62% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.59% | +0.34% |
Volatility
TULV.TO vs. DRMU.TO - Volatility Comparison
TD Q U.S. Low Volatility ETF (TULV.TO) has a higher volatility of 4.89% compared to Desjardins RI USA Net-Zero Emissions Pathway ETF (DRMU.TO) at 4.16%. This indicates that TULV.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.
Loading charts...
Volatility by Period
| TULV.TO | DRMU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 4.16% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 10.29% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 12.89% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.03% | 15.21% | -3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.76% | 15.56% | -3.80% |
Dividends
TULV.TO vs. DRMU.TO - Dividend Comparison
TULV.TO's dividend yield for the trailing twelve months is around 1.74%, more than DRMU.TO's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
TULV.TO TD Q U.S. Low Volatility ETF | 1.74% | 1.80% | 1.48% | 1.96% | 1.57% | 1.37% | 0.83% | 0.00% | 0.00% |
Frequently Asked Questions
TULV.TO and DRMU.TO have a correlation of 0.10, 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: TD and Desjardins.
Find the right allocation for TULV.TO and DRMU.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer