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RBNK.TO vs. RCDB.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBNK.TO vs. RCDB.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Canadian Bank Yield Index ETF (RBNK.TO) and RBC Canadian Discount Bond ETF (RCDB.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RBNK.TO achieves a 19.94% return, which is significantly higher than RCDB.NEO's 1.15% return.


RBNK.TO

1D
-0.56%
1M
6.40%
YTD
19.94%
6M
24.92%
1Y
60.94%
3Y*
32.53%
5Y*
17.57%
10Y*

RCDB.NEO

1D
0.00%
1M
1.09%
YTD
1.15%
6M
0.91%
1Y
3.01%
3Y*
4.84%
5Y*
2.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RBNK.TO vs. RCDB.NEO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RBNK.TO
RBC Canadian Bank Yield Index ETF
19.94%44.94%22.08%11.01%-13.14%40.30%3.34%7.64%
RCDB.NEO
RBC Canadian Discount Bond ETF
1.15%3.75%5.58%5.68%-4.07%-0.68%5.61%0.58%

Correlation

The correlation between RBNK.TO and RCDB.NEO 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

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2019

0.05

The correlation between RBNK.TO and RCDB.NEO shifts across timeframes, from 0.05 (all time) to 0.21 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

RBNK.TO vs. RCDB.NEO — Risk / Return Rank

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

RBNK.TO
RBNK.TO Risk / Return Rank: 9696
Overall Rank
RBNK.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RBNK.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
RBNK.TO Omega Ratio Rank: 9696
Omega Ratio Rank
RBNK.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
RBNK.TO Martin Ratio Rank: 9494
Martin Ratio Rank

RCDB.NEO
RCDB.NEO Risk / Return Rank: 3838
Overall Rank
RCDB.NEO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RCDB.NEO Sortino Ratio Rank: 3636
Sortino Ratio Rank
RCDB.NEO Omega Ratio Rank: 3636
Omega Ratio Rank
RCDB.NEO Calmar Ratio Rank: 4040
Calmar Ratio Rank
RCDB.NEO Martin Ratio Rank: 4141
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.

RBNK.TO vs. RCDB.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Canadian Bank Yield Index ETF (RBNK.TO) and RBC Canadian Discount Bond ETF (RCDB.NEO). 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.


RBNK.TORCDB.NEODifference
Sharpe ratioReturn per unit of total volatility

+3.30

Sortino ratioReturn per unit of downside risk

+4.29

Omega ratioGain probability vs. loss probability

1.85

1.24

+0.62

Calmar ratioReturn relative to maximum drawdown

6.74

1.91

+4.84

Martin ratioReturn relative to average drawdown

29.06

6.47

+22.59

RBNK.TO vs. RCDB.NEO - Sharpe Ratio Comparison

The current RBNK.TO Sharpe Ratio is 4.59, which is higher than the RCDB.NEO Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of RBNK.TO and RCDB.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RBNK.TORCDB.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.59

1.29

+3.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.80

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.45

+0.36

Drawdowns

RBNK.TO vs. RCDB.NEO - Drawdown Comparison

The maximum RBNK.TO drawdown since its inception was -39.08%, which is greater than RCDB.NEO's maximum drawdown of -8.31%. Use the drawdown chart below to compare losses from any high point for RBNK.TO and RCDB.NEO.


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Drawdown Indicators


RBNK.TORCDB.NEODifference

Max Drawdown

Largest peak-to-trough decline

-39.08%

-8.31%

-30.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.08%

-1.59%

-7.49%

Max Drawdown (3Y)

Largest decline over 3 years

-14.87%

-1.59%

-13.28%

Max Drawdown (5Y)

Largest decline over 5 years

-28.64%

-6.90%

-21.74%

Current Drawdown

Current decline from peak

-1.37%

-0.03%

-1.34%

Average Drawdown

Average peak-to-trough decline

-7.55%

-1.41%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

0.47%

+1.63%

Volatility

RBNK.TO vs. RCDB.NEO - Volatility Comparison

RBC Canadian Bank Yield Index ETF (RBNK.TO) has a higher volatility of 5.06% compared to RBC Canadian Discount Bond ETF (RCDB.NEO) at 0.67%. This indicates that RBNK.TO's price experiences larger fluctuations and is considered to be riskier than RCDB.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RBNK.TORCDB.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

0.67%

+4.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

1.84%

+9.82%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

2.35%

+10.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

2.83%

+11.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

5.48%

+12.73%

RBNK.TO vs. RCDB.NEO - Expense Ratio Comparison

RBNK.TO has a 0.32% expense ratio, which is higher than RCDB.NEO's 0.17% expense ratio.


Dividends

RBNK.TO vs. RCDB.NEO - Dividend Comparison

RBNK.TO's dividend yield for the trailing twelve months is around 2.97%, more than RCDB.NEO's 2.11% yield.


PositionTTM202520242023202220212020201920182017
RBNK.TO
RBC Canadian Bank Yield Index ETF
2.97%3.39%4.50%4.77%4.49%3.07%4.18%3.86%4.06%0.56%
RCDB.NEO
RBC Canadian Discount Bond ETF
2.11%1.96%1.58%1.22%1.16%1.33%1.68%0.78%0.00%0.00%

Frequently Asked Questions


RBNK.TO and RCDB.NEO 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.

On fees, RCDB.NEO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RCDB.NEO is cheaper with a 0.17% expense ratio, compared with 0.32% for RBNK.TO.

RBNK.TO is categorized as Financials Equities, while RCDB.NEO is Short-Term Bond. Their fees differ too: 0.32% for RBNK.TO and 0.17% for RCDB.NEO.

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