XDSR.TO vs. DRMD.TO
XDSR.TO (iShares ESG Advanced MSCI EAFE Index ETF) and DRMD.TO (Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF) are both Foreign Large Cap Equities funds. XDSR.TO is passively managed, while DRMD.TO is actively managed. Over the past 5 years, XDSR.TO returned 9.14%/yr vs 11.15%/yr for DRMD.TO. At a 0.43 correlation, their price movements are largely independent.
Performance
XDSR.TO vs. DRMD.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XDSR.TO achieves a 13.37% return, which is significantly higher than DRMD.TO's 11.41% return.
XDSR.TO
- 1D
- -0.92%
- 1M
- -1.94%
- 6M
- 7.79%
- YTD
- 13.37%
- 1Y
- 19.98%
- 3Y*
- 15.72%
- 5Y*
- 9.14%
- 10Y*
- —
DRMD.TO
- 1D
- -0.44%
- 1M
- -0.94%
- 6M
- 6.36%
- YTD
- 11.41%
- 1Y
- 22.63%
- 3Y*
- 18.01%
- 5Y*
- 11.15%
- 10Y*
- —
XDSR.TO vs. DRMD.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF | 13.37% | 16.99% | 12.43% | 16.82% | -14.11% | 10.06% | 23.07% |
DRMD.TO Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF | 11.41% | 27.57% | 11.54% | 13.94% | -8.20% | 9.85% | 20.29% |
Correlation
The correlation between XDSR.TO and DRMD.TO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2020 | 0.43 |
Over the past year, XDSR.TO and DRMD.TO have become more correlated (0.81) than their long-term average of 0.43, meaning their price movements have been converging.
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Return for Risk
XDSR.TO vs. DRMD.TO — Risk / Return Rank
XDSR.TO
DRMD.TO
XDSR.TO vs. DRMD.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) and Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF (DRMD.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.
| XDSR.TO | DRMD.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.95 | -0.29 |
| Martin ratioReturn relative to average drawdown | 6.47 | 7.78 | -1.31 |
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Drawdowns
XDSR.TO vs. DRMD.TO - Drawdown Comparison
The maximum XDSR.TO drawdown since its inception was -29.62%, which is greater than DRMD.TO's maximum drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for XDSR.TO and DRMD.TO.
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Drawdown Indicators
| XDSR.TO | DRMD.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.62% | -23.39% | -6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -11.65% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -14.40% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -23.39% | -6.23% |
Current DrawdownCurrent decline from peak | -3.92% | -3.18% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -4.02% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.92% | +0.17% |
Volatility
XDSR.TO vs. DRMD.TO - Volatility Comparison
iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) has a higher volatility of 4.63% compared to Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF (DRMD.TO) at 3.23%. This indicates that XDSR.TO's price experiences larger fluctuations and is considered to be riskier than DRMD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDSR.TO | DRMD.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 3.23% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.68% | 11.26% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 13.64% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 13.87% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 13.87% | +0.95% |
Dividends
XDSR.TO vs. DRMD.TO - Dividend Comparison
XDSR.TO's dividend yield for the trailing twelve months is around 1.73%, while DRMD.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DRMD.TO Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF | 0.00% | 0.00% | 12.27% | 1.86% | 2.45% | 2.04% | 1.64% |
XDSR.TO iShares ESG Advanced MSCI EAFE Index ETF | 1.73% | 1.83% | 1.94% | 1.94% | 2.27% | 1.45% | 0.77% |
Frequently Asked Questions
XDSR.TO and DRMD.TO have a correlation of 0.81, 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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