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XUU-U.TO vs. DRFU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XUU-U.TO vs. DRFU.TO

Last updated Jul 18, 2026
Documentation

XUU-U.TO (iShares Core S&P U.S. Total Market Index ETF) and DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) are both Large Cap Blend Equities funds. XUU-U.TO is passively managed, while DRFU.TO is actively managed. Over the past 5 years, XUU-U.TO returned 12.07%/yr vs 11.81%/yr for DRFU.TO. At a 0.21 correlation, their price movements are largely independent.

Performance

XUU-U.TO vs. DRFU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Total Market Index ETF (XUU-U.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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Different Trading Currencies

XUU-U.TO is traded in USD, while DRFU.TO is traded in CAD. To make them comparable, the DRFU.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUU-U.TO achieves a 10.40% return, which is significantly higher than DRFU.TO's 9.70% return.

XUU-U.TO

1D
-0.40%
1M
1.12%
6M
8.52%
YTD
10.40%
1Y
19.88%
3Y*
18.92%
5Y*
12.07%
10Y*
—

DRFU.TO

1D
-2.45%
1M
-1.33%
6M
10.16%
YTD
9.70%
1Y
23.08%
3Y*
18.89%
5Y*
11.81%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUU-U.TO vs. DRFU.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XUU-U.TO
iShares Core S&P U.S. Total Market Index ETF		10.40%16.73%22.88%26.92%-20.15%28.42%19.17%7.03%
DRFU.TO
Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF		9.70%17.55%26.60%8.01%-14.61%29.47%9.92%7.05%

Correlation

The correlation between XUU-U.TO and DRFU.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.28

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

0.33

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

0.24

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

0.21

The correlation between XUU-U.TO and DRFU.TO shifts across timeframes, from 0.21 (all time) to 0.33 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

iShares Core S&P U.S. Total Market Index ETF

Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF

Often compared with XUU-U.TO:
XUU-U.TO vs. VFV.TOXUU-U.TO vs. XEQT.TOXUU-U.TO vs. XUU.TOXUU-U.TO vs. XAW.TOXUU-U.TO vs. XUH.TOXUU-U.TO vs. SPYXUU-U.TO vs. ZLB.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

XUU-U.TO vs. DRFU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XUU-U.TO
XUU-U.TO Risk / Return Rank: 6363
Overall Rank
XUU-U.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XUU-U.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
XUU-U.TO Omega Ratio Rank: 6969
Omega Ratio Rank
XUU-U.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
XUU-U.TO Martin Ratio Rank: 7171
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.

XUU-U.TO vs. DRFU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Total Market Index ETF (XUU-U.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.

XUU-U.TODRFU.TODifference
Sharpe ratioReturn per unit of total volatility
1.59
1.55

+0.04

Sortino ratioReturn per unit of downside risk
2.19
2.62

-0.43

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.24

2.69

-0.45

Martin ratioReturn relative to average drawdown

10.09

10.93

-0.85

XUU-U.TO vs. DRFU.TO - Sharpe Ratio Comparison

The current XUU-U.TO Sharpe Ratio is 1.59, which is comparable to the DRFU.TO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of XUU-U.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

XUU-U.TO vs. DRFU.TO - Drawdown Comparison

The maximum XUU-U.TO drawdown since its inception was -28.63%, roughly equal to the maximum DRFU.TO drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for XUU-U.TO and DRFU.TO.

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Drawdown Indicators

XUU-U.TODRFU.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.63%

-27.86%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-8.66%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.38%

-18.30%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-25.49%

+1.10%

Current Drawdown

Current decline from peak

-1.32%

-2.45%

+1.13%

Average Drawdown

Average peak-to-trough decline

-5.63%

-6.33%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.12%

-0.14%

Volatility

XUU-U.TO vs. DRFU.TO - Volatility Comparison

The current volatility for iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO) is 2.86%, while Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) has a volatility of 3.59%. This indicates that XUU-U.TO experiences smaller price fluctuations and is considered to be less risky 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

XUU-U.TODRFU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

3.59%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

12.45%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

15.05%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

17.24%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

17.56%

+0.03%

Dividends

XUU-U.TO vs. DRFU.TO - Dividend Comparison

XUU-U.TO's dividend yield for the trailing twelve months is around 1.05%, which matches DRFU.TO's 1.04% yield.

PositionTTM20252024202320222021202020192018
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%
XUU-U.TO
iShares Core S&P U.S. Total Market Index ETF		1.05%1.15%1.05%1.14%1.32%0.97%1.21%0.00%0.00%

Frequently Asked Questions

XUU-U.TO and DRFU.TO have a correlation of 0.28, 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 XUU-U.TO and DRFU.TO

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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