XUSC.TO vs. DRFU.TO
XUSC.TO (iShares S&P 500 3% Capped Index ETF (CAD Units)) and DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) are both Large Cap Blend Equities funds. XUSC.TO is passively managed, while DRFU.TO is actively managed. Over the past year, XUSC.TO returned 24.15% vs 29.62% for DRFU.TO. At a 0.39 correlation, their price movements are largely independent.
Performance
XUSC.TO vs. DRFU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, XUSC.TO achieves a 13.38% return, which is significantly lower than DRFU.TO's 15.27% return.
XUSC.TO
- 1D
- -0.53%
- 1M
- 0.08%
- 6M
- 9.86%
- YTD
- 13.38%
- 1Y
- 24.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRFU.TO
- 1D
- 0.00%
- 1M
- 1.44%
- 6M
- 14.13%
- YTD
- 15.27%
- 1Y
- 29.62%
- 3Y*
- 24.00%
- 5Y*
- 14.84%
- 10Y*
- —
XUSC.TO vs. DRFU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XUSC.TO iShares S&P 500 3% Capped Index ETF (CAD Units) | 13.38% | 11.40% | 10.66% |
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 15.27% | 12.18% | 10.83% |
Correlation
The correlation between XUSC.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 Jul 18, 2024 | 0.39 |
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Return for Risk
XUSC.TO vs. DRFU.TO — Risk / Return Rank
XUSC.TO
DRFU.TO
XUSC.TO vs. DRFU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.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.
| XUSC.TO | DRFU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.61 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 4.23 | -1.04 |
| Martin ratioReturn relative to average drawdown | 11.52 | 15.29 | -3.77 |
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Drawdowns
XUSC.TO vs. DRFU.TO - Drawdown Comparison
The maximum XUSC.TO drawdown since its inception was -18.31%, smaller than the maximum DRFU.TO drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for XUSC.TO and DRFU.TO.
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Drawdown Indicators
| XUSC.TO | DRFU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.31% | -19.89% | +1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -6.89% | -0.71% |
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 | -2.11% | 0.00% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -2.59% | -4.91% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.90% | +0.20% |
Volatility
XUSC.TO vs. DRFU.TO - Volatility Comparison
iShares S&P 500 3% Capped Index ETF (CAD Units) (XUSC.TO) has a higher volatility of 3.45% compared to Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) at 2.31%. This indicates that XUSC.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
| XUSC.TO | DRFU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 2.31% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 11.31% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 13.97% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 16.37% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.64% | 16.49% | -0.85% |
Dividends
XUSC.TO vs. DRFU.TO - Dividend Comparison
XUSC.TO's dividend yield for the trailing twelve months is around 0.94%, less than DRFU.TO's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRFU.TO Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 1.01% | 0.76% | 0.60% | 0.80% | 1.05% | 1.08% | 1.38% | 1.37% | 0.41% |
XUSC.TO iShares S&P 500 3% Capped Index ETF (CAD Units) | 0.94% | 0.94% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XUSC.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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