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Desjardins RI Canada Multifactor - Net-Zero Emissions Pathway ETF

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Canadian Equity

FundGrade A Click for more information on Fundata’s FundGrade

FundGrade A

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeC Click for more information on Fundata’s ESG Grade

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2024, 2023

Click for more information on Fundata’s FundGrade

NAVPS
(06-13-2025) 		$35.20
Change
-$0.18 (-0.51%)

As at May 31, 2025

As at May 31, 2025

As at May 31, 2025

Period
Created with Highcharts 10.3.3Nov 2018May 2019Nov 2019May 2020Nov 2020May 2021Nov 2021May 2022Nov 2022May 2023Nov 2023May 2024Nov 2024May 2025Jul 2022Oct 2022Jan 2023Apr 2023Jul 2023Oct 2023Jan 2024Apr 2024Jul 2024Oct 2024Jan 2025Apr 2025May 2019May 2020May 2021May 2022May 2023May 2024$5,000$10,000$15,000$20,000$25,000$8,000$12,000$14,000$16,000Period

Legend

Desjardins RI Canada Multifactor - Net-Zero Emissions Pathway ETF

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Fund Returns

Inception Return (September 26, 2018): 11.46%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 5.36% 4.49% 5.12% 8.02% 26.68% 22.60% 14.44% 14.86% 19.07% 13.03% - - - -
Benchmark 5.56% 3.87% 3.54% 7.05% 21.05% 19.29% 11.55% 10.63% 14.92% 11.89% 10.58% 10.22% 10.45% 8.99%
Category Average 5.42% 3.77% 3.18% 6.36% 17.79% 16.36% 9.76% 9.37% 13.40% 10.14% 8.83% 8.37% 8.56% 7.43%
Category Rank 438 / 753 182 / 748 127 / 744 138 / 744 26 / 725 10 / 704 34 / 683 10 / 598 16 / 572 45 / 543 - - - -
Quartile Ranking 3 1 1 1 1 1 1 1 1 1 - - - -

Monthly Return

Created with Highcharts 10.3.3-4%-2%0%2%4%6%8%
Monthly Return
Return % Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Fund -0.28% 5.68% 1.22% 3.47% 1.76% 7.31% -2.68% 3.36% 0.01% -1.53% 0.72% 5.36%
Benchmark -1.42% 5.87% 1.22% 3.15% 0.85% 6.37% -3.27% 3.48% -0.40% -1.51% -0.10% 5.56%

Best Monthly Return Since Inception

10.12% (November 2020)

Worst Monthly Return Since Inception

-20.29% (March 2020)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%30%40%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund - - - - 17.20% -3.87% 29.19% 0.59% 16.39% 25.02%
Benchmark -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75% 21.65%
Category Average -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85% 17.87%
Quartile Ranking - - - - 4 4 1 1 1 1
Category Rank - - - - 465/ 525 503/ 551 76/ 586 58/ 654 53/ 692 23/ 719

Best Calendar Return (Last 10 years)

29.19% (2021)

Worst Calendar Return (Last 10 years)

-3.87% (2020)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 96.51
Income Trust Units 3.04
Cash and Equivalents 0.35
US Equity 0.10

Sector Allocation

Sector Allocation
Name Percent
Financial Services 35.54
Energy 16.14
Basic Materials 13.19
Technology 7.96
Real Estate 7.29
Other 19.88

Geographic Allocation

Geographic Allocation
Name Percent
North America 100.00

Top Holdings

Top Holdings
Name Percent
Royal Bank of Canada 5.66
Enbridge Inc 5.01
Shopify Inc Cl A 4.06
Brookfield Corp Cl A 3.90
Agnico Eagle Mines Ltd 3.83
Toronto-Dominion Bank 3.44
TC Energy Corp 3.27
Manulife Financial Corp 3.10
Canadian Imperial Bank of Commerce 2.82
Bank of Nova Scotia 2.68

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

Created with Highcharts 10.3.3Risk (Annualized Standard Deviation)ReturnMedian DeviationMedian Return56789101112131415161718190%5%10%15%20%25%

Desjardins RI Canada Multifactor - Net-Zero Emissions Pathway ETF

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 13.37% 12.15% -
Beta 0.96% 0.92% -
Alpha 0.03% 0.05% -
Rsquared 0.97% 0.94% -
Sharpe 0.78% 1.30% -
Sortino 1.44% 2.35% -
Treynor 0.11% 0.17% -
Tax Efficiency 94.07% 94.68% -
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10 -

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 10.59% 13.37% 12.15% -
Beta 0.94% 0.96% 0.92% -
Alpha 0.06% 0.03% 0.05% -
Rsquared 0.98% 0.97% 0.94% -
Sharpe 1.97% 0.78% 1.30% -
Sortino 6.15% 1.44% 2.35% -
Treynor 0.22% 0.11% 0.17% -
Tax Efficiency 96.54% 94.07% 94.68% -

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A40.9​40.941.7​41.70%10%20%30%40%50%60%70%80%90%100%

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A38.2​38.245.7​45.70%10%20%30%40%50%60%70%80%90%100%

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A40.2​40.238.9​38.90%10%20%30%40%50%60%70%80%90%100%

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A29.1​29.137.5​37.50%10%20%30%40%50%60%70%80%90%100%

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

View the full methodology

Fund Details

Start Date September 26, 2018
Instrument Type Exchange Traded Fund (Responsible Investment)
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) -

Fund Codes

FundServ Code Load Code Sales Status
N/A

Investment Objectives

DRFC seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of a Canadian index that employs a multifactor approach. Currently, DRFC seeks to replicate the performance of the Scientific Beta Desjardins Canada RI Low Carbon Multifactor Index, net of fees and expenses.

Investment Strategy

Under normal market conditions, DRFC will primarily invest in large and mid-cap companies from the Scientific Beta Canada universe while seeking to deliver a significant reduction in the weighted average carbon intensity of DRFC's portfolio relative to the cap-weighted Index of the Scientific Beta Canada universe and ensuring that all Constituent Issuers meet pre-determined ESG standards.

Portfolio Management

Portfolio Manager

Desjardins Global Asset Management (DGAM)
Sub-Advisor

-

Management and Organization

Fund Manager

Desjardins Investments Inc.
Custodian

State Street Trust Company Canada
Registrar

State Street Trust Company Canada
Distributor

-

Investment Minimums

RSP Eligible Yes
PAC Allowed No
PAC Initial Investment -
PAC Subsequent -
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 0.47%
Management Fee 0.50%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) -
Trailer Fee Max (LL) -

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