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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
RIDH.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.
Returns By Period
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) has returned 7.03% so far this year and 30.99% over the past 12 months. Looking at the last ten years, RIDH.TO has achieved an annualized return of 14.51%, outperforming the S&P 500 Index benchmark, which averaged 12.91% per year.
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
- 1D
- 2.37%
- 1M
- -3.86%
- YTD
- 7.03%
- 6M
- 16.45%
- 1Y
- 30.99%
- 3Y*
- 24.06%
- 5Y*
- 17.70%
- 10Y*
- 14.51%
Benchmark (S&P 500 Index)
- 1D
- 2.80%
- 1M
- -3.22%
- YTD
- -3.34%
- 6M
- -2.48%
- 1Y
- 12.46%
- 3Y*
- 17.80%
- 5Y*
- 12.48%
- 10Y*
- 12.91%
Monthly Returns
Based on dividend-adjusted daily data since Oct 28, 2014, RIDH.TO's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +11.4%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, RIDH.TO closed higher 47% of trading days. The best single day was Apr 9, 2025 with a return of +7.2%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.56% | 6.48% | -3.86% | 7.03% | |||||||||
| 2025 | 4.89% | 2.14% | 0.25% | -1.02% | 4.07% | 1.50% | 2.40% | 3.33% | 1.67% | 3.67% | 2.67% | 2.22% | 31.43% |
| 2024 | 2.79% | 3.35% | 5.89% | 1.25% | 4.38% | -1.15% | 0.17% | 0.59% | 0.97% | -1.54% | 0.14% | -0.68% | 17.07% |
| 2023 | 5.70% | 1.00% | 1.00% | 2.05% | -0.41% | 3.63% | 0.99% | 0.36% | 1.64% | -1.75% | 5.54% | 3.06% | 25.01% |
| 2022 | -1.98% | -4.44% | 2.52% | -1.64% | 4.58% | -5.46% | 2.77% | -2.29% | -6.16% | 6.31% | 6.24% | -1.43% | -2.03% |
| 2021 | 0.73% | 3.12% | 6.87% | 1.21% | 4.08% | 2.08% | -0.27% | 0.77% | -0.40% | 1.17% | -0.81% | 4.18% | 24.91% |
Benchmark Metrics
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF has an annualized alpha of 9.16%, beta of 0.51, and R² of 0.24 versus S&P 500 Index. Calculated based on daily prices since October 29, 2014.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.82%) than losses (35.13%) — typical of diversified or defensive assets.
- Beta of 0.51 may look defensive, but with R² of 0.24 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.24 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 9.16%
- Beta
- 0.51
- R²
- 0.24
- Upside Capture
- 68.82%
- Downside Capture
- 35.13%
Expense Ratio
RIDH.TO has an expense ratio of 0.54%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RIDH.TO ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) and compare them to a chosen benchmark (S&P 500 Index).
| RIDH.TO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 0.69 | +1.22 |
Sortino ratioReturn per unit of downside risk | 2.66 | 1.06 | +1.61 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.17 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.14 | +1.41 |
Martin ratioReturn relative to average drawdown | 11.94 | 4.22 | +7.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore RIDH.TO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF provided a 3.05% dividend yield over the last twelve months, with an annual payout of CA$1.19 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$1.19 | CA$1.14 | CA$2.17 | CA$2.53 | CA$1.61 | CA$1.81 | CA$1.05 | CA$2.20 | CA$1.85 | CA$1.35 | CA$2.47 | CA$3.71 |
Dividend yield | 3.05% | 3.12% | 7.51% | 9.53% | 6.85% | 7.07% | 4.73% | 9.16% | 8.80% | 5.59% | 10.87% | 17.06% |
Monthly Dividends
The table displays the monthly dividend distributions for RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.10 | CA$0.10 | CA$0.11 | CA$0.31 | |||||||||
| 2025 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.10 | CA$0.10 | CA$0.15 | CA$0.10 | CA$0.09 | CA$1.14 |
| 2024 | CA$0.08 | CA$0.08 | CA$0.45 | CA$0.45 | CA$0.45 | CA$0.09 | CA$0.09 | CA$0.09 | CA$0.10 | CA$0.11 | CA$0.08 | CA$0.08 | CA$2.17 |
| 2023 | CA$0.45 | CA$0.08 | CA$0.06 | CA$0.08 | CA$0.07 | CA$0.09 | CA$0.09 | CA$0.50 | CA$0.50 | CA$0.09 | CA$0.45 | CA$0.06 | CA$2.53 |
| 2022 | CA$0.30 | CA$0.05 | CA$0.06 | CA$0.07 | CA$0.40 | CA$0.08 | CA$0.10 | CA$0.11 | CA$0.10 | CA$0.11 | CA$0.14 | CA$0.08 | CA$1.61 |
| 2021 | CA$0.35 | CA$0.06 | CA$0.05 | CA$0.25 | CA$0.20 | CA$0.20 | CA$0.04 | CA$0.04 | CA$0.05 | CA$0.04 | CA$0.40 | CA$0.12 | CA$1.81 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF was 34.34%, occurring on Mar 16, 2020. Recovery took 246 trading sessions.
The current RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF drawdown is 4.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.34% | Feb 13, 2020 | 22 | Mar 16, 2020 | 246 | Mar 9, 2021 | 268 |
| -14.33% | Mar 21, 2025 | 13 | Apr 8, 2025 | 28 | May 20, 2025 | 41 |
| -13.3% | Jan 6, 2022 | 189 | Oct 3, 2022 | 71 | Jan 16, 2023 | 260 |
| -11.68% | Aug 6, 2015 | 14 | Aug 25, 2015 | 87 | Dec 30, 2015 | 101 |
| -11.26% | Sep 27, 2018 | 62 | Dec 24, 2018 | 39 | Feb 21, 2019 | 101 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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