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RCD.TO vs. DGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCD.TO vs. DGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Quant Canadian Dividend Leaders ETF (RCD.TO) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RCD.TO is traded in CAD, while DGRG.L is traded in GBp. To make them comparable, the DGRG.L values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RCD.TO achieves a 12.09% return, which is significantly higher than DGRG.L's 7.81% return.


RCD.TO

1D
-0.79%
1M
3.76%
YTD
12.09%
6M
5.22%
1Y
22.85%
3Y*
16.98%
5Y*
11.76%
10Y*
9.66%

DGRG.L

1D
0.27%
1M
5.47%
YTD
7.81%
6M
6.27%
1Y
21.98%
3Y*
17.93%
5Y*
14.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCD.TO vs. DGRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RCD.TO
RBC Quant Canadian Dividend Leaders ETF
12.09%21.74%10.79%10.31%-3.37%27.62%-1.89%21.59%-11.38%5.76%
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
7.81%8.36%28.28%15.42%-1.71%24.42%10.20%23.41%1.13%18.55%

Correlation

The correlation between RCD.TO and DGRG.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.32

RCD.TO vs. DGRG.L - Sectors Allocation Comparison


Sectors
RCD.TO
DGRG.L

Financial Services

29.3%
10.3%

Energy

20.4%
5.2%

Basic Materials

15.7%
3.1%

Industrials

7.3%
10.9%

Technology

7.0%
30.4%

Utilities

6.1%
0.3%

Communication Services

4.6%
8.4%

Consumer Cyclical

4.0%
8.2%

Consumer Defensive

3.4%
8.0%

Real Estate

2.1%

-

Healthcare

-

15.3%

Financial Services

RCD.TO
29.3%
DGRG.L
10.3%

Energy

RCD.TO
20.4%
DGRG.L
5.2%

Basic Materials

RCD.TO
15.7%
DGRG.L
3.1%

Industrials

RCD.TO
7.3%
DGRG.L
10.9%

Technology

RCD.TO
7.0%
DGRG.L
30.4%

Utilities

RCD.TO
6.1%
DGRG.L
0.3%

Communication Services

RCD.TO
4.6%
DGRG.L
8.4%

Consumer Cyclical

RCD.TO
4.0%
DGRG.L
8.2%

Consumer Defensive

RCD.TO
3.4%
DGRG.L
8.0%

Real Estate

RCD.TO
2.1%
DGRG.L

-

Healthcare

RCD.TO

-

DGRG.L
15.3%

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Return for Risk

RCD.TO vs. DGRG.L — Risk / Return Rank

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

RCD.TO
RCD.TO Risk / Return Rank: 5050
Overall Rank
RCD.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
RCD.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
RCD.TO Omega Ratio Rank: 6060
Omega Ratio Rank
RCD.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
RCD.TO Martin Ratio Rank: 5050
Martin Ratio Rank

DGRG.L
DGRG.L Risk / Return Rank: 7272
Overall Rank
DGRG.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DGRG.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
DGRG.L Omega Ratio Rank: 7373
Omega Ratio Rank
DGRG.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
DGRG.L Martin Ratio Rank: 7070
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.

RCD.TO vs. DGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Quant Canadian Dividend Leaders ETF (RCD.TO) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L). 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.


RCD.TODGRG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.05

Calmar ratioReturn relative to maximum drawdown

2.65

3.48

-0.83

Martin ratioReturn relative to average drawdown

8.37

12.58

-4.21

RCD.TO vs. DGRG.L - Sharpe Ratio Comparison

The current RCD.TO Sharpe Ratio is 1.69, which is comparable to the DGRG.L Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of RCD.TO and DGRG.L, 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


RCD.TODGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

2.28

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.20

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.07

-0.52

Drawdowns

RCD.TO vs. DGRG.L - Drawdown Comparison

The maximum RCD.TO drawdown since its inception was -38.07%, which is greater than DGRG.L's maximum drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for RCD.TO and DGRG.L.


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Drawdown Indicators


RCD.TODGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.07%

-24.56%

-13.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-6.29%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-17.13%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-17.13%

+0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

Current Drawdown

Current decline from peak

-0.79%

0.00%

-0.79%

Average Drawdown

Average peak-to-trough decline

-5.42%

-3.01%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

1.74%

+1.00%

Volatility

RCD.TO vs. DGRG.L - Volatility Comparison

RBC Quant Canadian Dividend Leaders ETF (RCD.TO) has a higher volatility of 2.80% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) at 1.89%. This indicates that RCD.TO's price experiences larger fluctuations and is considered to be riskier than DGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCD.TODGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

1.89%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

6.83%

+5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

9.65%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

12.46%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.48%

13.70%

+0.78%

RCD.TO vs. DGRG.L - Expense Ratio Comparison

RCD.TO has a 0.43% expense ratio, which is higher than DGRG.L's 0.33% expense ratio.


Dividends

RCD.TO vs. DGRG.L - Dividend Comparison

RCD.TO's dividend yield for the trailing twelve months is around 2.88%, while DGRG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DGRG.L
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RCD.TO
RBC Quant Canadian Dividend Leaders ETF
2.88%3.07%3.17%3.39%3.36%2.34%3.45%3.12%3.64%3.01%3.08%3.62%

Frequently Asked Questions


RCD.TO and DGRG.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRG.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRG.L is cheaper with a 0.33% expense ratio, compared with 0.43% for RCD.TO.

RCD.TO is categorized as Dividend, while DGRG.L is Large Cap Blend Equities. They also come from different issuers: RBC and WisdomTree. Their fees differ too: 0.43% for RCD.TO and 0.33% for DGRG.L.

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