WSRI.TO vs. DRCU.TO
WSRI.TO (Wealthsimple North America Socially Responsible Index ETF) and DRCU.TO (Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF) are both Sustainable funds. Both are actively managed. Over the past 5 years, WSRI.TO returned 10.55%/yr vs 0.58%/yr for DRCU.TO. At a 0.08 correlation, their price movements are largely independent.
Performance
WSRI.TO vs. DRCU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, WSRI.TO achieves a 5.79% return, which is significantly higher than DRCU.TO's 0.39% return.
WSRI.TO
- 1D
- -0.88%
- 1M
- 1.07%
- 6M
- 1.95%
- YTD
- 5.79%
- 1Y
- 14.69%
- 3Y*
- 13.97%
- 5Y*
- 10.55%
- 10Y*
- —
DRCU.TO
- 1D
- -0.32%
- 1M
- -0.75%
- 6M
- 0.76%
- YTD
- 0.39%
- 1Y
- 4.30%
- 3Y*
- 4.55%
- 5Y*
- 0.58%
- 10Y*
- —
WSRI.TO vs. DRCU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WSRI.TO Wealthsimple North America Socially Responsible Index ETF | 5.79% | 12.29% | 19.17% | 13.01% | -5.87% | 25.13% | 15.30% |
DRCU.TO Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF | 0.39% | 3.11% | 5.29% | 6.29% | -11.24% | -3.01% | 2.28% |
Correlation
The correlation between WSRI.TO and DRCU.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2020 | 0.08 |
The correlation between WSRI.TO and DRCU.TO shifts across timeframes, from 0.08 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WSRI.TO vs. DRCU.TO — Risk / Return Rank
WSRI.TO
DRCU.TO
WSRI.TO vs. DRCU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wealthsimple North America Socially Responsible Index ETF (WSRI.TO) and Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.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.
| WSRI.TO | DRCU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.38 | +0.16 |
| Martin ratioReturn relative to average drawdown | 4.74 | 3.52 | +1.22 |
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Drawdowns
WSRI.TO vs. DRCU.TO - Drawdown Comparison
The maximum WSRI.TO drawdown since its inception was -20.32%, which is greater than DRCU.TO's maximum drawdown of -18.29%. Use the drawdown chart below to compare losses from any high point for WSRI.TO and DRCU.TO.
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Drawdown Indicators
| WSRI.TO | DRCU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.32% | -18.29% | -2.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -2.61% | -6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -11.13% | -4.71% | -6.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.32% | -16.14% | -4.18% |
Current DrawdownCurrent decline from peak | -2.37% | -1.22% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -5.78% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.02% | +2.09% |
Volatility
WSRI.TO vs. DRCU.TO - Volatility Comparison
Wealthsimple North America Socially Responsible Index ETF (WSRI.TO) has a higher volatility of 3.13% compared to Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF (DRCU.TO) at 1.03%. This indicates that WSRI.TO's price experiences larger fluctuations and is considered to be riskier than DRCU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSRI.TO | DRCU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 1.03% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 3.19% | +4.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 4.33% | +6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 7.51% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.95% | 7.72% | +4.23% |
Dividends
WSRI.TO vs. DRCU.TO - Dividend Comparison
WSRI.TO's dividend yield for the trailing twelve months is around 1.31%, less than DRCU.TO's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRCU.TO Desjardins RI Active Canadian Bond - Net-Zero Emissions Pathway ETF | 3.43% | 3.43% | 3.27% | 2.62% | 3.34% | 2.87% | 2.69% | 2.67% | 0.71% |
WSRI.TO Wealthsimple North America Socially Responsible Index ETF | 1.31% | 1.25% | 1.30% | 1.38% | 1.21% | 0.82% | 0.38% | 0.00% | 0.00% |
Frequently Asked Questions
WSRI.TO and DRCU.TO have a correlation of 0.28, 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: Wealthsimple and Desjardins.
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