RCD.TO's Sortino Ratio of 1.99 indicates that for each unit of downside volatility, it generates 1.99 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
RCD.TO Sortino Ratio Rank
RCD.TO ranks above 38.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
RCD.TO Sortino Ratio Market Positioning
The chart shows RCD.TO's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.30 or lower
- Yellow zone (middle 50%): 1.30 to 3.34
- Green zone (top 25%): 3.34 or higher
- Top 1%: 12.78+
- Median: 2.39 — half of all investments score higher
How it compares to other similar ETFs
The table compares RBC Quant Canadian Dividend Leaders ETF's Sortino Ratio with other ETFs in the Dividend category across multiple time periods, showing how RCD.TO's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VDY.TO | Vanguard FTSE Canadian High Dividend Yield Index ETF | 8.14 | |||
| XDIV.TO | iShares Core MSCI Canadian Quality Dividend Index ETF | 7.29 | |||
| TBNK.TO | TD Canadian Bank Dividend Index ETF | 6.52 | |||
| PDC.TO | Invesco Canadian Dividend Index ETF | 5.59 | |||
| FCCD.TO | Fidelity Canadian High Dividend Index ETF | 5.43 | |||
| INCE | Franklin Income Equity Focus ETF | 4.73 | |||
| ISPA.DE | iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 4.56 | |||
| WQDS.L | iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 4.55 | |||
| AMDY | YieldMax AMD Option Income Strategy ETF | 4.54 | |||
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 4.37 | |||
| RCD.TO | RBC Quant Canadian Dividend Leaders ETF | 1.99 |
Historical Sortino Ratio
The chart shows RCD.TO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when RCD.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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