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

WSRI.TO vs. DRFU.TO

Last updated Jul 16, 2026
Documentation

WSRI.TO (Wealthsimple North America Socially Responsible Index ETF) and DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) are both exchange-traded funds - WSRI.TO is a Sustainable fund actively managed by Wealthsimple, while DRFU.TO is a Large Cap Blend Equities fund actively managed by Desjardins. Both are actively managed. Over the past 5 years, WSRI.TO returned 10.55%/yr vs 14.84%/yr for DRFU.TO. At a 0.14 correlation, their price movements are largely independent.

Performance

WSRI.TO vs. DRFU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Wealthsimple North America Socially Responsible Index ETF (WSRI.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, WSRI.TO achieves a 5.79% return, which is significantly lower than DRFU.TO's 15.27% 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*
—

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)

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

2026 (YTD)202520242023202220212020
WSRI.TO
Wealthsimple North America Socially Responsible Index ETF		5.79%12.29%19.17%13.01%-5.87%25.13%15.30%
DRFU.TO
Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF		15.27%12.18%37.32%5.44%-9.19%29.41%18.59%

Correlation

The correlation between WSRI.TO and DRFU.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

0.21

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2020

0.14

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Wealthsimple North America Socially Responsible Index ETF

Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WSRI.TO
WSRI.TO Risk / Return Rank: 4444
Overall Rank
WSRI.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
WSRI.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
WSRI.TO Omega Ratio Rank: 4747
Omega Ratio Rank
WSRI.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
WSRI.TO Martin Ratio Rank: 3737
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.

WSRI.TO vs. DRFU.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 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.

WSRI.TODRFU.TODifference
Sharpe ratioReturn per unit of total volatility
1.40
2.09

-0.69

Sortino ratioReturn per unit of downside risk
2.07
3.61

-1.54

Omega ratioGain probability vs. loss probability

1.25

1.61

-0.36

Calmar ratioReturn relative to maximum drawdown

1.54

4.25

-2.71

Martin ratioReturn relative to average drawdown

4.74

15.34

-10.60

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

The current WSRI.TO Sharpe Ratio is 1.40, which is lower than the DRFU.TO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of WSRI.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

WSRI.TO vs. DRFU.TO - Drawdown Comparison

The maximum WSRI.TO drawdown since its inception was -20.32%, roughly equal to the maximum DRFU.TO drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for WSRI.TO and DRFU.TO.

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Drawdown Indicators

WSRI.TODRFU.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.32%

-19.89%

-0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-6.89%

-2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-11.13%

-19.89%

+8.76%

Max Drawdown (5Y)

Largest decline over 5 years

-20.32%

-19.89%

-0.43%

Current Drawdown

Current decline from peak

-2.37%

0.00%

-2.37%

Average Drawdown

Average peak-to-trough decline

-3.19%

-4.92%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

1.90%

+1.21%

Volatility

WSRI.TO vs. DRFU.TO - Volatility Comparison

Wealthsimple North America Socially Responsible Index ETF (WSRI.TO) has a higher volatility of 3.13% compared to Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) at 2.67%. This indicates that WSRI.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

WSRI.TODRFU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

2.67%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

11.39%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.58%

13.99%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

16.37%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.95%

16.49%

-4.54%

Dividends

WSRI.TO vs. DRFU.TO - Dividend Comparison

WSRI.TO's dividend yield for the trailing twelve months is around 1.31%, more than DRFU.TO's 1.01% yield.

PositionTTM20252024202320222021202020192018
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%
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 DRFU.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WSRI.TO is categorized as Sustainable, while DRFU.TO is Large Cap Blend Equities. They also come from different issuers: Wealthsimple and Desjardins.

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