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

XHU.TO vs. DRFU.TO

Last updated Jul 18, 2026
Documentation

XHU.TO (iShares U.S. High Dividend Equity Index ETF) and DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) are both Large Cap Blend Equities funds. XHU.TO is passively managed, while DRFU.TO is actively managed. Over the past 5 years, XHU.TO returned 9.20%/yr vs 14.24%/yr for DRFU.TO. At a 0.07 correlation, their price movements are largely independent.

Performance

XHU.TO vs. DRFU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. High Dividend Equity Index ETF (XHU.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

The year-to-date returns for both investments are quite close, with XHU.TO having a 12.26% return and DRFU.TO slightly higher at 12.29%.

XHU.TO

1D
-0.71%
1M
3.56%
6M
13.23%
YTD
12.26%
1Y
8.60%
3Y*
10.63%
5Y*
9.20%
10Y*
6.97%

DRFU.TO

1D
-2.58%
1M
-1.18%
6M
11.18%
YTD
12.29%
1Y
26.04%
3Y*
21.30%
5Y*
14.24%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
XHU.TO
iShares U.S. High Dividend Equity Index ETF		12.26%-0.30%16.81%-1.38%7.44%23.97%-9.13%13.17%-6.99%
DRFU.TO
Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF		12.29%12.18%37.32%5.44%-9.19%29.41%7.31%21.84%-8.47%

Correlation

The correlation between XHU.TO and DRFU.TO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.03

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

0.04

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2018

0.07

Compare stocks, funds, or ETFs

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iShares U.S. High Dividend Equity Index ETF

Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF

Often compared with XHU.TO:
XHU.TO vs. CUD.TOXHU.TO vs. SCHDXHU.TO vs. VDY.TOXHU.TO vs. XEI.TOXHU.TO vs. XEQT.TOXHU.TO vs. DGROXHU.TO vs. XUS.TO
Often compared with DRFU.TO:
DRFU.TO vs. DANC.TODRFU.TO vs. DCG.TODRFU.TO vs. DCS.TODRFU.TO vs. DRFD.TODRFU.TO vs. DRFE.TODRFU.TO vs. DRFG.TODRFU.TO vs. DRMC.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XHU.TO
XHU.TO Risk / Return Rank: 2020
Overall Rank
XHU.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XHU.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
XHU.TO Omega Ratio Rank: 2222
Omega Ratio Rank
XHU.TO Calmar Ratio Rank: 1919
Calmar Ratio Rank
XHU.TO Martin Ratio Rank: 2222
Martin Ratio Rank
DRFU.TO
DRFU.TO Risk / Return Rank: 8787
Overall Rank
DRFU.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DRFU.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
DRFU.TO Omega Ratio Rank: 9494
Omega Ratio Rank
DRFU.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
DRFU.TO Martin Ratio Rank: 8787
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.

XHU.TO vs. DRFU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. High Dividend Equity Index ETF (XHU.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.

XHU.TODRFU.TODifference
Sharpe ratioReturn per unit of total volatility
0.51
1.85

-1.34

Sortino ratioReturn per unit of downside risk
0.75
3.12

-2.36

Omega ratioGain probability vs. loss probability

1.13

1.53

-0.40

Calmar ratioReturn relative to maximum drawdown

0.61

3.81

-3.21

Martin ratioReturn relative to average drawdown

2.03

13.72

-11.69

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

The current XHU.TO Sharpe Ratio is 0.51, which is lower than the DRFU.TO Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of XHU.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

XHU.TO vs. DRFU.TO - Drawdown Comparison

The maximum XHU.TO drawdown since its inception was -32.53%, which is greater than DRFU.TO's maximum drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for XHU.TO and DRFU.TO.

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Drawdown Indicators

XHU.TODRFU.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.53%

-19.89%

-12.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-6.89%

-7.27%

Max Drawdown (3Y)

Largest decline over 3 years

-15.05%

-19.89%

+4.84%

Max Drawdown (5Y)

Largest decline over 5 years

-15.05%

-19.89%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

—

—

Current Drawdown

Current decline from peak

-0.76%

-2.58%

+1.82%

Average Drawdown

Average peak-to-trough decline

-5.85%

-4.91%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

1.91%

+2.33%

Volatility

XHU.TO vs. DRFU.TO - Volatility Comparison

iShares U.S. High Dividend Equity Index ETF (XHU.TO) has a higher volatility of 5.02% compared to Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) at 3.53%. This indicates that XHU.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

XHU.TODRFU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

3.53%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

11.63%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

14.22%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

16.41%

+2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.11%

16.51%

+11.60%

Dividends

XHU.TO vs. DRFU.TO - Dividend Comparison

XHU.TO's dividend yield for the trailing twelve months is around 2.40%, more than DRFU.TO's 1.04% yield.

PositionTTM20252024202320222021202020192018201720162015
DRFU.TO
Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF		1.04%0.76%0.60%0.80%1.05%1.08%1.38%1.37%0.41%0.00%0.00%0.00%
XHU.TO
iShares U.S. High Dividend Equity Index ETF		2.40%2.74%2.84%3.00%2.75%2.60%3.33%2.36%2.66%2.37%2.49%2.41%

Frequently Asked Questions

XHU.TO and DRFU.TO have a correlation of -0.03, 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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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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