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HLPR.TO vs. RPF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLPR.TO vs. RPF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Laddered Canadian Preferred Share Index Corporate Class ETF (HLPR.TO) and RBC Canadian Preferred Share ETF (RPF.TO). The values are adjusted to include any dividend payments, if applicable.

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HLPR.TO vs. RPF.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HLPR.TO
Global X Laddered Canadian Preferred Share Index Corporate Class ETF
1.87%18.79%28.13%2.89%-17.83%23.17%6.42%0.80%
RPF.TO
RBC Canadian Preferred Share ETF
1.93%19.23%28.54%3.28%-18.37%23.47%6.47%0.03%

Returns By Period

The year-to-date returns for both investments are quite close, with HLPR.TO having a 1.87% return and RPF.TO slightly higher at 1.93%.


HLPR.TO

1D
0.81%
1M
-0.29%
YTD
1.87%
6M
6.62%
1Y
18.22%
3Y*
16.96%
5Y*
7.72%
10Y*

RPF.TO

1D
0.73%
1M
-0.36%
YTD
1.93%
6M
6.76%
1Y
18.88%
3Y*
17.51%
5Y*
7.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLPR.TO vs. RPF.TO - Expense Ratio Comparison

HLPR.TO has a 0.30% expense ratio, which is lower than RPF.TO's 0.58% expense ratio.


Return for Risk

HLPR.TO vs. RPF.TO — Risk / Return Rank

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

HLPR.TO
HLPR.TO Risk / Return Rank: 9191
Overall Rank
HLPR.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HLPR.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
HLPR.TO Omega Ratio Rank: 9797
Omega Ratio Rank
HLPR.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
HLPR.TO Martin Ratio Rank: 8989
Martin Ratio Rank

RPF.TO
RPF.TO Risk / Return Rank: 9191
Overall Rank
RPF.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RPF.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
RPF.TO Omega Ratio Rank: 9898
Omega Ratio Rank
RPF.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
RPF.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.

HLPR.TO vs. RPF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Laddered Canadian Preferred Share Index Corporate Class ETF (HLPR.TO) and RBC Canadian Preferred Share ETF (RPF.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.


HLPR.TORPF.TODifference

Sharpe ratio

Return per unit of total volatility

2.41

2.68

-0.27

Sortino ratio

Return per unit of downside risk

2.93

3.18

-0.25

Omega ratio

Gain probability vs. loss probability

1.64

1.69

-0.05

Calmar ratio

Return relative to maximum drawdown

2.25

2.15

+0.10

Martin ratio

Return relative to average drawdown

11.76

11.72

+0.05

HLPR.TO vs. RPF.TO - Sharpe Ratio Comparison

The current HLPR.TO Sharpe Ratio is 2.41, which is comparable to the RPF.TO Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of HLPR.TO and RPF.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


HLPR.TORPF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.68

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.94

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.60

+0.01

Correlation

The correlation between HLPR.TO and RPF.TO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HLPR.TO vs. RPF.TO - Dividend Comparison

HLPR.TO has not paid dividends to shareholders, while RPF.TO's dividend yield for the trailing twelve months is around 5.11%.


TTM2025202420232022202120202019201820172016
HLPR.TO
Global X Laddered Canadian Preferred Share Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RPF.TO
RBC Canadian Preferred Share ETF
5.11%5.08%5.48%6.17%5.65%4.22%5.24%5.06%4.51%3.94%1.10%

Drawdowns

HLPR.TO vs. RPF.TO - Drawdown Comparison

The maximum HLPR.TO drawdown since its inception was -38.96%, smaller than the maximum RPF.TO drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for HLPR.TO and RPF.TO.


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Drawdown Indicators


HLPR.TORPF.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.96%

-45.69%

+6.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-8.71%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-26.79%

-26.37%

-0.42%

Current Drawdown

Current decline from peak

-0.69%

-0.56%

-0.13%

Average Drawdown

Average peak-to-trough decline

-6.74%

-7.77%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.60%

-0.01%

Volatility

HLPR.TO vs. RPF.TO - Volatility Comparison

Global X Laddered Canadian Preferred Share Index Corporate Class ETF (HLPR.TO) has a higher volatility of 1.72% compared to RBC Canadian Preferred Share ETF (RPF.TO) at 1.57%. This indicates that HLPR.TO's price experiences larger fluctuations and is considered to be riskier than RPF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLPR.TORPF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.57%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

3.18%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.60%

7.08%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

8.51%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

12.44%

+0.79%