XTOT.TO vs. DRFU.TO
XTOT.TO (iShares Core S&P Total U.S. Stock Market Index ETF) and DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) are both Large Cap Blend Equities funds. XTOT.TO is passively managed, while DRFU.TO is actively managed. Over the past year, XTOT.TO returned 22.16% vs 26.04% for DRFU.TO. At a 0.34 correlation, their price movements are largely independent.
Performance
XTOT.TO vs. DRFU.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XTOT.TO having a 12.24% return and DRFU.TO slightly higher at 12.29%.
XTOT.TO
- 1D
- -1.17%
- 1M
- -0.20%
- 6M
- 8.69%
- YTD
- 12.24%
- 1Y
- 22.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRFU.TO
- 1D
- -2.58%
- 1M
- -1.18%
- 6M
- 11.18%
- YTD
- 12.29%
- 1Y
- 26.04%
- 3Y*
- 21.30%
- 5Y*
- 14.24%
- 10Y*
- —
XTOT.TO vs. DRFU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF | 12.24% | 16.84% |
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 12.29% | 17.46% |
Correlation
The correlation between XTOT.TO and DRFU.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | 0.34 |
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Return for Risk
XTOT.TO vs. DRFU.TO — Risk / Return Rank
XTOT.TO
DRFU.TO
XTOT.TO vs. DRFU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.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.
| XTOT.TO | DRFU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.53 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.81 | -1.51 |
| Martin ratioReturn relative to average drawdown | 7.76 | 13.72 | -5.96 |
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Drawdowns
XTOT.TO vs. DRFU.TO - Drawdown Comparison
The maximum XTOT.TO drawdown since its inception was -9.64%, smaller than the maximum DRFU.TO drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for XTOT.TO and DRFU.TO.
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Drawdown Indicators
| XTOT.TO | DRFU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.64% | -19.89% | +10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -6.89% | -2.75% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.89% | — |
Current DrawdownCurrent decline from peak | -3.32% | -2.58% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -4.91% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 1.91% | +0.95% |
Volatility
XTOT.TO vs. DRFU.TO - Volatility Comparison
iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) and Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) have volatilities of 3.41% and 3.53%, 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
| XTOT.TO | DRFU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.53% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.70% | 11.63% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 14.22% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 16.41% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.41% | 16.51% | -3.10% |
Dividends
XTOT.TO vs. DRFU.TO - Dividend Comparison
XTOT.TO's dividend yield for the trailing twelve months is around 0.83%, less than DRFU.TO's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF | 0.83% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XTOT.TO and DRFU.TO have a correlation of 0.34, 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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