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XEM.TO vs. DRFE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEM.TO vs. DRFE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI Emerging Markets Index ETF (XEM.TO) and Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF (DRFE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XEM.TO having a 20.43% return and DRFE.TO slightly lower at 19.91%.


XEM.TO

1D
-2.07%
1M
-6.27%
6M
12.01%
YTD
20.43%
1Y
36.78%
3Y*
20.72%
5Y*
8.00%
10Y*
8.75%

DRFE.TO

1D
-1.00%
1M
-5.73%
6M
11.85%
YTD
19.91%
1Y
25.69%
3Y*
20.74%
5Y*
11.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEM.TO vs. DRFE.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XEM.TO
iShares MSCI Emerging Markets Index ETF
20.43%27.25%14.98%6.49%-15.74%-4.09%14.12%3.87%
DRFE.TO
Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF
19.91%21.25%18.51%10.59%-8.03%4.88%7.49%0.47%

Correlation

The correlation between XEM.TO and DRFE.TO is 0.89, 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

0.89

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

0.68

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

0.46

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2019

0.38

Over the past year, XEM.TO and DRFE.TO have become more correlated (0.89) than their long-term average of 0.38, meaning their price movements have been converging.

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Return for Risk

XEM.TO vs. DRFE.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XEM.TO
XEM.TO Risk / Return Rank: 6363
Overall Rank
XEM.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XEM.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
XEM.TO Omega Ratio Rank: 6464
Omega Ratio Rank
XEM.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
XEM.TO Martin Ratio Rank: 6666
Martin Ratio Rank

DRFE.TO
DRFE.TO Risk / Return Rank: 4646
Overall Rank
DRFE.TO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DRFE.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
DRFE.TO Omega Ratio Rank: 4747
Omega Ratio Rank
DRFE.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
DRFE.TO Martin Ratio Rank: 4949
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.

XEM.TO vs. DRFE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Index ETF (XEM.TO) and Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF (DRFE.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.


XEM.TODRFE.TODifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

3.01

2.10

+0.92

Martin ratioReturn relative to average drawdown

9.45

6.61

+2.84

XEM.TO vs. DRFE.TO - Sharpe Ratio Comparison

The current XEM.TO Sharpe Ratio is 1.60, which is higher than the DRFE.TO Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of XEM.TO and DRFE.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

XEM.TO vs. DRFE.TO - Drawdown Comparison

The maximum XEM.TO drawdown since its inception was -35.27%, which is greater than DRFE.TO's maximum drawdown of -25.26%. Use the drawdown chart below to compare losses from any high point for XEM.TO and DRFE.TO.


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Drawdown Indicators


XEM.TODRFE.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.27%

-25.26%

-10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-12.31%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-15.30%

-14.27%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.79%

-21.05%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

Current Drawdown

Current decline from peak

-10.57%

-9.44%

-1.13%

Average Drawdown

Average peak-to-trough decline

-10.46%

-6.88%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.90%

0.00%

Volatility

XEM.TO vs. DRFE.TO - Volatility Comparison

iShares MSCI Emerging Markets Index ETF (XEM.TO) and Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF (DRFE.TO) have volatilities of 10.06% and 9.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEM.TODRFE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.06%

9.86%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

21.15%

19.35%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

23.09%

21.01%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

16.60%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

17.22%

+1.16%

Dividends

XEM.TO vs. DRFE.TO - Dividend Comparison

XEM.TO's dividend yield for the trailing twelve months is around 1.50%, less than DRFE.TO's 1.63% yield.


PositionTTM20252024202320222021202020192018201720162015
DRFE.TO
Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF
1.63%2.10%2.60%3.04%3.00%2.49%2.45%2.05%0.00%0.00%0.00%0.00%
XEM.TO
iShares MSCI Emerging Markets Index ETF
1.50%1.90%2.08%2.39%2.10%1.91%1.28%2.56%1.95%1.78%1.97%2.24%

Frequently Asked Questions


XEM.TO and DRFE.TO have a correlation of 0.89, 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.

Portfolio Optimizer

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