XDGH.TO vs. DRFG.TO
XDGH.TO (iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)) and DRFG.TO (Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF) are both Global Equities funds. XDGH.TO is passively managed, while DRFG.TO is actively managed. Over the past 5 years, XDGH.TO returned 9.41%/yr vs 13.44%/yr for DRFG.TO. At a 0.27 correlation, their price movements are largely independent.
Performance
XDGH.TO vs. DRFG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XDGH.TO achieves a 12.35% return, which is significantly lower than DRFG.TO's 13.90% return.
XDGH.TO
- 1D
- 0.74%
- 1M
- 3.55%
- 6M
- 8.82%
- YTD
- 12.35%
- 1Y
- 20.95%
- 3Y*
- 13.92%
- 5Y*
- 9.41%
- 10Y*
- —
DRFG.TO
- 1D
- -0.94%
- 1M
- -1.27%
- 6M
- 10.30%
- YTD
- 13.90%
- 1Y
- 29.11%
- 3Y*
- 23.18%
- 5Y*
- 13.44%
- 10Y*
- —
XDGH.TO vs. DRFG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XDGH.TO iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) | 12.35% | 14.60% | 10.49% | 9.52% | -1.31% | 15.69% | -4.23% | 12.76% |
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 13.90% | 24.31% | 26.78% | 12.68% | -12.16% | 17.99% | 7.88% | 8.78% |
Correlation
The correlation between XDGH.TO and DRFG.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 | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2019 | 0.27 |
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Return for Risk
XDGH.TO vs. DRFG.TO — Risk / Return Rank
XDGH.TO
DRFG.TO
XDGH.TO vs. DRFG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) and Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.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.
| XDGH.TO | DRFG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 3.48 | -0.18 |
| Martin ratioReturn relative to average drawdown | 9.77 | 13.73 | -3.96 |
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Drawdowns
XDGH.TO vs. DRFG.TO - Drawdown Comparison
The maximum XDGH.TO drawdown since its inception was -34.91%, which is greater than DRFG.TO's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for XDGH.TO and DRFG.TO.
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Drawdown Indicators
| XDGH.TO | DRFG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.91% | -27.73% | -7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -8.40% | +2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -16.44% | +4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -16.06% | -21.09% | +5.03% |
Current DrawdownCurrent decline from peak | -0.46% | -2.91% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -4.62% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.13% | +0.02% |
Volatility
XDGH.TO vs. DRFG.TO - Volatility Comparison
iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) has a higher volatility of 3.93% compared to Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF (DRFG.TO) at 3.31%. This indicates that XDGH.TO's price experiences larger fluctuations and is considered to be riskier than DRFG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDGH.TO | DRFG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 3.31% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 10.85% | -3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.87% | 12.99% | -3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 12.73% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.36% | 14.24% | +9.12% |
Dividends
XDGH.TO vs. DRFG.TO - Dividend Comparison
XDGH.TO's dividend yield for the trailing twelve months is around 2.70%, more than DRFG.TO's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DRFG.TO Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 1.57% | 2.14% | 1.40% | 1.49% | 1.58% | 1.37% | 1.59% | 1.68% | 0.00% | 0.00% |
XDGH.TO iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) | 2.70% | 2.81% | 3.04% | 3.41% | 3.20% | 3.13% | 3.35% | 2.92% | 3.40% | 1.27% |
Frequently Asked Questions
XDGH.TO and DRFG.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: iShares and Desjardins.
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