PortfoliosLab logoPortfoliosLab logo
XSEM.TO vs. DRFE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSEM.TO vs. DRFE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Aware MSCI Emerging Markets Index ETF (XSEM.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.

Loading charts...

Returns By Period

In the year-to-date period, XSEM.TO achieves a 16.27% return, which is significantly lower than DRFE.TO's 17.85% return.


XSEM.TO

1D
-1.31%
1M
-7.56%
6M
11.39%
YTD
16.27%
1Y
28.06%
3Y*
19.68%
5Y*
6.83%
10Y*

DRFE.TO

1D
-1.72%
1M
-8.01%
6M
10.15%
YTD
17.85%
1Y
22.92%
3Y*
20.19%
5Y*
11.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
XSEM.TO
iShares ESG Aware MSCI Emerging Markets Index ETF
16.27%27.51%14.79%7.01%-17.30%-3.60%15.64%5.18%
DRFE.TO
Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF
17.85%21.25%18.51%10.59%-8.03%4.88%7.49%-1.67%

Correlation

The correlation between XSEM.TO and DRFE.TO is 0.90, 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

0.90

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

0.71

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

0.49

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2019

0.40

Over the past year, XSEM.TO and DRFE.TO have become more correlated (0.90) than their long-term average of 0.40, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

XSEM.TO
XSEM.TO Risk / Return Rank: 4848
Overall Rank
XSEM.TO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XSEM.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
XSEM.TO Omega Ratio Rank: 4545
Omega Ratio Rank
XSEM.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
XSEM.TO Martin Ratio Rank: 5353
Martin Ratio Rank

DRFE.TO
DRFE.TO Risk / Return Rank: 4343
Overall Rank
DRFE.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DRFE.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
DRFE.TO Omega Ratio Rank: 4444
Omega Ratio Rank
DRFE.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
DRFE.TO Martin Ratio Rank: 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI Emerging Markets Index ETF (XSEM.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.


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

+0.11

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

2.29

1.87

+0.42

Martin ratioReturn relative to average drawdown

7.11

5.81

+1.30

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

The current XSEM.TO Sharpe Ratio is 1.20, which is comparable to the DRFE.TO Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XSEM.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.


Loading charts...

Drawdowns

XSEM.TO vs. DRFE.TO - Drawdown Comparison

The maximum XSEM.TO drawdown since its inception was -37.09%, 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 XSEM.TO and DRFE.TO.


Loading charts...

Drawdown Indicators


XSEM.TODRFE.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-25.26%

-11.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-12.31%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-15.18%

-14.27%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-21.05%

-11.54%

Current Drawdown

Current decline from peak

-11.27%

-11.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-13.08%

-6.88%

-6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.96%

-0.01%

Volatility

XSEM.TO vs. DRFE.TO - Volatility Comparison

iShares ESG Aware MSCI Emerging Markets Index ETF (XSEM.TO) has a higher volatility of 10.55% compared to Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF (DRFE.TO) at 9.91%. This indicates that XSEM.TO's price experiences larger fluctuations and is considered to be riskier than DRFE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XSEM.TODRFE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.55%

9.91%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

21.58%

19.43%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

23.51%

21.09%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

16.61%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

17.23%

+1.60%

Dividends

XSEM.TO vs. DRFE.TO - Dividend Comparison

XSEM.TO's dividend yield for the trailing twelve months is around 1.61%, less than DRFE.TO's 1.65% yield.


PositionTTM2025202420232022202120202019
DRFE.TO
Desjardins RI Emerging Markets Multifactor - Net-Zero Emissions Pathway ETF
1.65%2.10%2.60%3.04%3.00%2.49%2.45%2.05%
XSEM.TO
iShares ESG Aware MSCI Emerging Markets Index ETF
1.61%1.78%2.08%1.10%2.25%2.45%1.14%2.41%

Frequently Asked Questions


XSEM.TO and DRFE.TO have a correlation of 0.90, 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

Find the right allocation for XSEM.TO and DRFE.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer