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FCUV.TO vs. RUD.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCUV.TO vs. RUD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity U.S. Value ETF (FCUV.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO). The values are adjusted to include any dividend payments, if applicable.

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FCUV.TO vs. RUD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCUV.TO
Fidelity U.S. Value ETF
1.19%14.80%35.81%19.98%2.58%38.55%10.80%
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)
-0.58%7.31%22.78%19.01%-7.35%31.62%8.70%

Returns By Period

In the year-to-date period, FCUV.TO achieves a 1.19% return, which is significantly higher than RUD.TO's -0.58% return.


FCUV.TO

1D
0.51%
1M
-2.03%
YTD
1.19%
6M
5.84%
1Y
15.29%
3Y*
21.79%
5Y*
19.38%
10Y*

RUD.TO

1D
2.07%
1M
-2.35%
YTD
-0.58%
6M
-1.37%
1Y
11.64%
3Y*
14.50%
5Y*
11.91%
10Y*
12.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCUV.TO vs. RUD.TO - Expense Ratio Comparison

FCUV.TO has a 0.38% expense ratio, which is lower than RUD.TO's 0.43% expense ratio.


Return for Risk

FCUV.TO vs. RUD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCUV.TO
FCUV.TO Risk / Return Rank: 4949
Overall Rank
FCUV.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FCUV.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
FCUV.TO Omega Ratio Rank: 4646
Omega Ratio Rank
FCUV.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
FCUV.TO Martin Ratio Rank: 5353
Martin Ratio Rank

RUD.TO
RUD.TO Risk / Return Rank: 3838
Overall Rank
RUD.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RUD.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
RUD.TO Omega Ratio Rank: 3737
Omega Ratio Rank
RUD.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
RUD.TO Martin Ratio Rank: 4343
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.

FCUV.TO vs. RUD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Value ETF (FCUV.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.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.


FCUV.TORUD.TODifference

Sharpe ratio

Return per unit of total volatility

0.81

0.63

+0.18

Sortino ratio

Return per unit of downside risk

1.20

0.98

+0.22

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.42

1.01

+0.41

Martin ratio

Return relative to average drawdown

5.06

4.08

+0.98

FCUV.TO vs. RUD.TO - Sharpe Ratio Comparison

The current FCUV.TO Sharpe Ratio is 0.81, which is comparable to the RUD.TO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FCUV.TO and RUD.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCUV.TORUD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.63

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.30

0.78

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.77

+0.65

Correlation

The correlation between FCUV.TO and RUD.TO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FCUV.TO vs. RUD.TO - Dividend Comparison

FCUV.TO's dividend yield for the trailing twelve months is around 1.04%, less than RUD.TO's 1.42% yield.


TTM20252024202320222021202020192018201720162015
FCUV.TO
Fidelity U.S. Value ETF
1.04%1.13%1.03%1.42%2.71%1.40%1.14%0.00%0.00%0.00%0.00%0.00%
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)
1.42%1.35%1.16%1.49%1.57%1.10%1.64%1.93%2.01%1.78%1.73%2.12%

Drawdowns

FCUV.TO vs. RUD.TO - Drawdown Comparison

The maximum FCUV.TO drawdown since its inception was -16.47%, smaller than the maximum RUD.TO drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for FCUV.TO and RUD.TO.


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Drawdown Indicators


FCUV.TORUD.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-29.89%

+13.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-12.79%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-16.47%

-28.33%

+11.86%

Max Drawdown (10Y)

Largest decline over 10 years

-29.89%

Current Drawdown

Current decline from peak

-3.77%

-8.63%

+4.86%

Average Drawdown

Average peak-to-trough decline

-2.58%

-3.99%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.17%

+0.17%

Volatility

FCUV.TO vs. RUD.TO - Volatility Comparison

Fidelity U.S. Value ETF (FCUV.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) have volatilities of 4.76% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCUV.TORUD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.83%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

10.12%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.10%

18.61%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.00%

15.39%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

15.55%

-0.83%