HULC.TO vs. RUD.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X US Large Cap Index Corporate Class ETF (HULC.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO).

HULC.TO and RUD.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HULC.TO is a passively managed fund by Global X that tracks the performance of the Solactive US Large Cap Index (CA NTR). It was launched on Feb 5, 2020. RUD.TO is an actively managed fund by RBC. It was launched on Jan 9, 2014.

Performance

HULC.TO vs. RUD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X US Large Cap Index Corporate Class ETF (HULC.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
HULC.TO Global X US Large Cap Index Corporate Class ETF	-3.02%	12.69%	35.93%	24.43%	-14.75%	153.78%	-72.17%
RUD.TO RBC Quant U.S. Dividend Leaders ETF (CAD)	-0.58%	7.31%	22.78%	19.01%	-7.35%	31.62%	3.25%

Returns By Period

In the year-to-date period, HULC.TO achieves a -3.02% return, which is significantly lower than RUD.TO's -0.58% return.

HULC.TO

• 1D: 2.87%
• 1M: -3.04%
• YTD: -3.02%
• 6M: -1.94%
• 1Y: 14.06%
• 3Y*: 19.72%
• 5Y*: 30.63%
• 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)

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

HULC.TO has a 0.08% expense ratio, which is lower than RUD.TO's 0.43% expense ratio.

RUD.TO

RBC Quant U.S. Dividend Leaders ETF (CAD)

HULC.TO

Global X US Large Cap Index Corporate Class ETF

Return for Risk

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

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

HULC.TO

HULC.TO Risk / Return Rank: 42
HULC.TO Sharpe Ratio Rank: 38
HULC.TO Sortino Ratio Rank: 37
HULC.TO Omega Ratio Rank: 42
HULC.TO Calmar Ratio Rank: 45
HULC.TO Martin Ratio Rank: 46

RUD.TO

RUD.TO Risk / Return Rank: 38
RUD.TO Sharpe Ratio Rank: 34
RUD.TO Sortino Ratio Rank: 34
RUD.TO Omega Ratio Rank: 37
RUD.TO Calmar Ratio Rank: 40
RUD.TO Martin Ratio Rank: 43

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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X US Large Cap Index Corporate Class ETF (HULC.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.

	HULC.TO	RUD.TO	Difference
Sharpe ratio Return per unit of total volatility	0.73	0.63	+0.10
Sortino ratio Return per unit of downside risk	1.11	0.98	+0.13
Omega ratio Gain probability vs. loss probability	1.17	1.15	+0.02
Calmar ratio Return relative to maximum drawdown	1.21	1.01	+0.20
Martin ratio Return relative to average drawdown	4.51	4.08	+0.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current HULC.TO Sharpe Ratio is 0.73, which is comparable to the RUD.TO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of HULC.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.

Sharpe Ratios by Period

	HULC.TO	RUD.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	0.63	+0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.78	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.77	-0.73

Correlation

The correlation between HULC.TO and RUD.TO is 0.73, 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

HULC.TO vs. RUD.TO - Dividend Comparison

HULC.TO has not paid dividends to shareholders, while RUD.TO's dividend yield for the trailing twelve months is around 1.42%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HULC.TO Global X US Large Cap 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%	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

HULC.TO vs. RUD.TO - Drawdown Comparison

The maximum HULC.TO drawdown since its inception was -81.67%, which is greater than RUD.TO's maximum drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for HULC.TO and RUD.TO.

Drawdown Indicators

	HULC.TO	RUD.TO	Difference
Max Drawdown Largest peak-to-trough decline	-81.67%	-29.89%	-51.78%
Max Drawdown (1Y) Largest decline over 1 year	-12.74%	-12.79%	+0.05%
Max Drawdown (5Y) Largest decline over 5 years	-23.94%	-28.33%	+4.39%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.89%	—
Current Drawdown Current decline from peak	-6.08%	-8.63%	+2.55%
Average Drawdown Average peak-to-trough decline	-33.60%	-3.99%	-29.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	3.17%	+0.25%

Volatility

HULC.TO vs. RUD.TO - Volatility Comparison

Global X US Large Cap Index Corporate Class ETF (HULC.TO) has a higher volatility of 5.55% compared to RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) at 4.83%. This indicates that HULC.TO's price experiences larger fluctuations and is considered to be riskier than RUD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HULC.TO	RUD.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.55%	4.83%	+0.72%
Volatility (6M) Calculated over the trailing 6-month period	10.48%	10.12%	+0.36%
Volatility (1Y) Calculated over the trailing 1-year period	19.36%	18.61%	+0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.01%	15.39%	+31.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.99%	15.55%	+38.44%