PR.TO vs. RPF.TO
PR.TO (Lysander-Slater Preferred Share ActivETF) and RPF.TO (RBC Canadian Preferred Share ETF) are both Preferred Stock/Convertible Bonds funds. Both are actively managed. Over the past 5 years, PR.TO returned 5.44%/yr vs 7.82%/yr for RPF.TO. At a 0.41 correlation, their price movements are largely independent.
Performance
PR.TO vs. RPF.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PR.TO achieves a 3.38% return, which is significantly lower than RPF.TO's 8.22% return.
PR.TO
- 1D
- 0.00%
- 1M
- 1.08%
- 6M
- 3.48%
- YTD
- 3.38%
- 1Y
- 8.63%
- 3Y*
- 14.87%
- 5Y*
- 5.44%
- 10Y*
- 5.99%
RPF.TO
- 1D
- 0.15%
- 1M
- 1.79%
- 6M
- 7.60%
- YTD
- 8.22%
- 1Y
- 16.66%
- 3Y*
- 19.76%
- 5Y*
- 7.82%
- 10Y*
- —
PR.TO vs. RPF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PR.TO Lysander-Slater Preferred Share ActivETF | 3.38% | 11.10% | 24.22% | 7.90% | -18.17% | 28.22% | -0.17% | 1.64% | -10.79% | 12.24% |
RPF.TO RBC Canadian Preferred Share ETF | 8.22% | 19.23% | 28.54% | 3.28% | -18.37% | 23.47% | 6.47% | 0.26% | -9.86% | 16.07% |
Correlation
The correlation between PR.TO and RPF.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2016 | 0.41 |
Over the past year, the correlation between PR.TO and RPF.TO has dropped to 0.20 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PR.TO vs. RPF.TO — Risk / Return Rank
PR.TO
RPF.TO
PR.TO vs. RPF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lysander-Slater Preferred Share ActivETF (PR.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.
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.
| PR.TO | RPF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.79 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 6.09 | 7.91 | -1.82 |
| Martin ratioReturn relative to average drawdown | 22.15 | 43.06 | -20.92 |
Loading charts...
Drawdowns
PR.TO vs. RPF.TO - Drawdown Comparison
The maximum PR.TO drawdown since its inception was -45.17%, roughly equal to the maximum RPF.TO drawdown of -45.68%. Use the drawdown chart below to compare losses from any high point for PR.TO and RPF.TO.
Loading charts...
Drawdown Indicators
| PR.TO | RPF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.17% | -45.68% | +0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -1.44% | -2.11% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -4.62% | -9.19% | +4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -26.37% | +4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -45.17% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -7.54% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 0.39% | +0.01% |
Volatility
PR.TO vs. RPF.TO - Volatility Comparison
The current volatility for Lysander-Slater Preferred Share ActivETF (PR.TO) is 0.79%, while RBC Canadian Preferred Share ETF (RPF.TO) has a volatility of 1.24%. This indicates that PR.TO experiences smaller price fluctuations and is considered to be less risky than RPF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PR.TO | RPF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 1.24% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 2.97% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.98% | 4.31% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.58% | 8.51% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.52% | 12.28% | -0.76% |
Dividends
PR.TO vs. RPF.TO - Dividend Comparison
PR.TO's dividend yield for the trailing twelve months is around 5.00%, more than RPF.TO's 4.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PR.TO Lysander-Slater Preferred Share ActivETF | 5.00% | 4.85% | 4.49% | 4.80% | 4.71% | 3.85% | 4.79% | 4.69% | 4.97% | 6.73% | 3.68% | 1.17% |
RPF.TO RBC Canadian Preferred Share ETF | 4.89% | 5.08% | 5.48% | 6.17% | 5.65% | 4.22% | 5.24% | 5.07% | 4.52% | 3.95% | 1.10% | 0.00% |
Frequently Asked Questions
PR.TO and RPF.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Lysander and RBC.
Find the right allocation for PR.TO and RPF.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer