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Issuer
RBC
Inception Date
Oct 22, 2014
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

RPDH.TO Performance Chart

RBC Quant European Dividend Leaders CAD Hedged ETF (RPDH.TO) is up 15.8% since the beginning of the year. RPDH.TO is currently trading at CA$37 per share. Investors who bought CA$1,000 worth of RPDH.TO shares 5 years ago would now be looking at an investment worth CA$1,883.


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S&P 500 Index

Returns By Period

RBC Quant European Dividend Leaders CAD Hedged ETF (RPDH.TO) has returned 15.79% so far this year and 31.29% over the past 12 months. Over the last ten years, RPDH.TO has returned 9.87% per year, falling short of the S&P 500 Index benchmark, which averaged 14.32% annually.


RBC Quant European Dividend Leaders CAD Hedged ETF

1D
0.14%
1M
0.67%
6M
12.41%
YTD
15.79%
1Y
31.29%
3Y*
20.76%
5Y*
13.49%
10Y*
9.87%

Benchmark (S&P 500 Index)

1D
-0.31%
1M
0.87%
6M
10.62%
YTD
13.50%
1Y
24.35%
3Y*
21.67%
5Y*
14.33%
10Y*
14.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RPDH.TO Monthly Returns History

Based on dividend-adjusted daily data since Nov 17, 2014, RPDH.TO's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +15.1%, while the worst month was Mar 2020 at -15.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, RPDH.TO closed higher 45% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Mar 9, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.93%7.27%-6.16%5.23%2.16%1.66%0.30%15.79%
20256.66%2.90%-0.78%0.31%4.28%0.38%2.18%1.20%2.19%2.76%2.42%2.90%30.87%
20242.06%1.94%4.23%-0.27%3.13%-1.43%0.59%1.90%-1.20%-1.71%-1.01%-0.69%7.58%
20235.27%2.40%0.05%2.33%-2.38%1.07%2.77%-1.50%-0.71%-1.14%5.59%3.13%17.83%
2022-1.42%-6.58%3.38%-1.46%0.99%-6.32%2.65%-2.23%-6.76%8.35%6.11%-1.70%-6.14%
2021-0.28%2.89%7.15%1.66%3.27%1.70%0.92%1.54%-3.08%3.98%-0.74%2.39%23.21%

Benchmark Metrics

RBC Quant European Dividend Leaders CAD Hedged ETF has an annualized alpha of 4.24%, beta of 0.38, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since November 17, 2014.

  • This ETF participated in 68.81% of S&P 500 Index downside but only 60.53% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.38 may look defensive, but with R2 of 0.17 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 0.17 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
4.24%
Beta
0.38
0.17
Upside Capture
60.53%
Downside Capture
68.81%

Return for Risk

Risk / Return Rank

RPDH.TO ranks 92 for risk / return — in the top 92% 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.


RPDH.TO Risk / Return Rank: 9292
Overall Rank
RPDH.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RPDH.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
RPDH.TO Omega Ratio Rank: 9494
Omega Ratio Rank
RPDH.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
RPDH.TO Martin Ratio Rank: 8989
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for RBC Quant European Dividend Leaders CAD Hedged ETF (RPDH.TO) and compare them to S&P 500 Index.

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.


RPDH.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.57

1.33

+0.24

Calmar ratioReturn relative to maximum drawdown

4.03

2.67

+1.36

Martin ratioReturn relative to average drawdown

15.82

9.87

+5.95

Dividends

Dividend History

RBC Quant European Dividend Leaders CAD Hedged ETF provided a 3.02% dividend yield over the last twelve months, with an annual payout of CA$1.12 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
DividendCA$1.12CA$1.00CA$0.96CA$0.85CA$0.87CA$0.58CA$0.66CA$1.22CA$1.03CA$0.68CA$0.84CA$0.64

Dividend yield

3.02%3.08%3.71%3.42%4.00%2.38%3.27%5.42%5.06%2.91%3.80%3.08%

Monthly Dividends

The table displays the monthly dividend distributions for RBC Quant European Dividend Leaders CAD Hedged ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.09CA$0.09CA$0.10CA$0.11CA$0.11CA$0.12CA$0.00CA$0.59
2025CA$0.07CA$0.07CA$0.07CA$0.08CA$0.09CA$0.09CA$0.09CA$0.09CA$0.08CA$0.10CA$0.09CA$0.09CA$1.00
2024CA$0.07CA$0.07CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.10CA$0.08CA$0.09CA$0.08CA$0.96
2023CA$0.07CA$0.07CA$0.06CA$0.07CA$0.07CA$0.07CA$0.08CA$0.08CA$0.09CA$0.09CA$0.07CA$0.06CA$0.85
2022CA$0.05CA$0.05CA$0.05CA$0.06CA$0.06CA$0.08CA$0.08CA$0.09CA$0.09CA$0.10CA$0.11CA$0.07CA$0.87
2021CA$0.06CA$0.05CA$0.04CA$0.04CA$0.04CA$0.04CA$0.05CA$0.04CA$0.05CA$0.04CA$0.05CA$0.10CA$0.58

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 European 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 European Dividend Leaders CAD Hedged ETF was 36.38%, occurring on Mar 16, 2020. Recovery took 264 trading sessions.

The current RBC Quant European Dividend Leaders CAD Hedged ETF drawdown is 1.54%.


Drawdown

Fall

Recovery

Underwater

Related event

-36.38%Mar 2020
1mo 2d1y 20d
1y 1moFeb 2020 - Apr 2021
COVID crash2020
-23.18%Feb 2016
10mo 1d11mo
1y 8moApr 2015 - Jan 2017
-19.22%Sep 2022
8mo 26d6mo 14d
1y 3moJan 2022 - Apr 2023
Bear market2022
-13.56%Apr 2025
29d1mo 12d
2mo 11dMar 2025 - May 2025
2025 selloff2025
-13.43%Dec 2018
7mo 8d3mo 22d
11moMay 2018 - Apr 2019
Rate-hike selloffLate 2018

Drawdown Indicators


RPDH.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.38%

-48.87%

+12.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-9.17%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-13.56%

-19.59%

+6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

-23.14%

+3.92%

Max Drawdown (10Y)

Largest decline over 10 years

-36.38%

-27.97%

-8.41%

Current Drawdown

Current decline from peak

-1.54%

-0.82%

-0.72%

Average Drawdown

Average peak-to-trough decline

-5.09%

-9.63%

+4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.47%

-0.49%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with RPDH.TO

Add RBC Quant European Dividend Leaders CAD Hedged ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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