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VUS.TO vs. DRFU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VUS.TO vs. DRFU.TO

Last updated Jul 16, 2026
Documentation

VUS.TO (Vanguard U.S. Total Market Index ETF (CAD-hedged)) and DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) are both Large Cap Blend Equities funds. VUS.TO is passively managed, while DRFU.TO is actively managed. Over the past 5 years, VUS.TO returned 10.29%/yr vs 14.84%/yr for DRFU.TO. At a 0.22 correlation, their price movements are largely independent.

Performance

VUS.TO vs. DRFU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) and Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.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, VUS.TO achieves a 10.10% return, which is significantly lower than DRFU.TO's 15.27% return.

VUS.TO

1D
0.15%
1M
-0.02%
6M
8.33%
YTD
10.10%
1Y
18.67%
3Y*
17.38%
5Y*
10.29%
10Y*
12.79%

DRFU.TO

1D
0.00%
1M
1.19%
6M
14.40%
YTD
15.27%
1Y
28.90%
3Y*
24.00%
5Y*
14.84%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUS.TO vs. DRFU.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VUS.TO
Vanguard U.S. Total Market Index ETF (CAD-hedged)		10.10%13.33%22.13%24.23%-20.85%24.89%17.69%29.32%-15.78%
DRFU.TO
Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF		15.27%12.18%37.32%5.44%-9.19%29.41%7.31%21.84%-8.47%

Correlation

The correlation between VUS.TO and DRFU.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

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

0.30

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

0.21

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

0.22

The correlation between VUS.TO and DRFU.TO shifts across timeframes, from 0.21 (5 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard U.S. Total Market Index ETF (CAD-hedged)

Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF

Often compared with VUS.TO:
VUS.TO vs. VUN.TOVUS.TO vs. XEQT.TOVUS.TO vs. VOOVUS.TO vs. SPUSVUS.TO vs. VTIVUS.TO vs. XUU.TOVUS.TO vs. CNCL.TO

Return for Risk

VUS.TO vs. DRFU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VUS.TO
VUS.TO Risk / Return Rank: 5151
Overall Rank
VUS.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VUS.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
VUS.TO Omega Ratio Rank: 5050
Omega Ratio Rank
VUS.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VUS.TO Martin Ratio Rank: 5858
Martin Ratio Rank
DRFU.TO
DRFU.TO Risk / Return Rank: 8989
Overall Rank
DRFU.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DRFU.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
DRFU.TO Omega Ratio Rank: 9595
Omega Ratio Rank
DRFU.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
DRFU.TO Martin Ratio Rank: 8989
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.

VUS.TO vs. DRFU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.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.

VUS.TODRFU.TODifference
Sharpe ratioReturn per unit of total volatility
1.46
2.09

-0.64

Sortino ratioReturn per unit of downside risk
2.05
3.61

-1.57

Omega ratioGain probability vs. loss probability

1.26

1.61

-0.35

Calmar ratioReturn relative to maximum drawdown

1.94

4.25

-2.31

Martin ratioReturn relative to average drawdown

8.25

15.34

-7.08

VUS.TO vs. DRFU.TO - Sharpe Ratio Comparison

The current VUS.TO Sharpe Ratio is 1.46, which is lower than the DRFU.TO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VUS.TO and DRFU.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

VUS.TO vs. DRFU.TO - Drawdown Comparison

The maximum VUS.TO drawdown since its inception was -36.70%, which is greater than DRFU.TO's maximum drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for VUS.TO and DRFU.TO.

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Drawdown Indicators

VUS.TODRFU.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.70%

-19.89%

-16.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-6.89%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-19.20%

-19.89%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.24%

-19.89%

-6.35%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

—

—

Current Drawdown

Current decline from peak

-0.60%

0.00%

-0.60%

Average Drawdown

Average peak-to-trough decline

-4.30%

-4.92%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

1.90%

+0.37%

Volatility

VUS.TO vs. DRFU.TO - Volatility Comparison

Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS.TO) has a higher volatility of 3.27% compared to Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) at 2.67%. This indicates that VUS.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

VUS.TODRFU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

2.67%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

11.39%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

12.89%

13.99%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

16.37%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

16.49%

+1.56%

Dividends

VUS.TO vs. DRFU.TO - Dividend Comparison

VUS.TO's dividend yield for the trailing twelve months is around 0.78%, less than DRFU.TO's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
DRFU.TO
Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF		1.01%0.76%0.60%0.80%1.05%1.08%1.38%1.37%0.41%0.00%0.00%0.00%
VUS.TO
Vanguard U.S. Total Market Index ETF (CAD-hedged)		0.78%0.84%0.98%1.08%1.25%0.96%1.13%1.40%1.61%1.36%1.52%1.59%

Frequently Asked Questions

VUS.TO and DRFU.TO have a correlation of 0.33, 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: Vanguard and Desjardins.

Portfolio Optimizer

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