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RCD.TO vs. FGD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RCD.TO vs. FGD - 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 First Trust Dow Jones Global Select Dividend Index Fund (FGD). The values are adjusted to include any dividend payments, if applicable.

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RCD.TO vs. FGD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RCD.TO
RBC Quant Canadian Dividend Leaders ETF
5.56%21.74%10.79%10.31%-3.37%27.62%-1.89%21.59%-11.38%5.76%
FGD
First Trust Dow Jones Global Select Dividend Index Fund
7.29%37.80%14.79%5.82%-0.64%19.74%-6.83%14.71%-5.07%10.36%
Different Trading Currencies

RCD.TO is traded in CAD, while FGD is traded in USD. To make them comparable, the FGD 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 5.56% return, which is significantly lower than FGD's 7.29% return. Over the past 10 years, RCD.TO has underperformed FGD with an annualized return of 9.46%, while FGD has yielded a comparatively higher 10.35% annualized return.


RCD.TO

1D
2.11%
1M
-3.55%
YTD
5.56%
6M
2.79%
1Y
23.94%
3Y*
14.80%
5Y*
11.74%
10Y*
9.46%

FGD

1D
2.09%
1M
-3.70%
YTD
7.29%
6M
13.72%
1Y
35.23%
3Y*
21.18%
5Y*
13.38%
10Y*
10.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RCD.TO vs. FGD - Expense Ratio Comparison

RCD.TO has a 0.43% expense ratio, which is lower than FGD's 0.59% expense ratio.


Return for Risk

RCD.TO vs. FGD — 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: 8181
Overall Rank
RCD.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RCD.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
RCD.TO Omega Ratio Rank: 8787
Omega Ratio Rank
RCD.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
RCD.TO Martin Ratio Rank: 7777
Martin Ratio Rank

FGD
FGD Risk / Return Rank: 9696
Overall Rank
FGD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FGD Sortino Ratio Rank: 9797
Sortino Ratio Rank
FGD Omega Ratio Rank: 9797
Omega Ratio Rank
FGD Calmar Ratio Rank: 9494
Calmar Ratio Rank
FGD Martin Ratio Rank: 9494
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. FGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Quant Canadian Dividend Leaders ETF (RCD.TO) and First Trust Dow Jones Global Select Dividend Index Fund (FGD). 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.TOFGDDifference

Sharpe ratio

Return per unit of total volatility

1.62

2.58

-0.97

Sortino ratio

Return per unit of downside risk

1.90

3.32

-1.42

Omega ratio

Gain probability vs. loss probability

1.35

1.50

-0.15

Calmar ratio

Return relative to maximum drawdown

2.45

3.32

-0.87

Martin ratio

Return relative to average drawdown

8.30

12.96

-4.66

RCD.TO vs. FGD - Sharpe Ratio Comparison

The current RCD.TO Sharpe Ratio is 1.62, which is lower than the FGD Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of RCD.TO and FGD, 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


RCD.TOFGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

2.58

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.14

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.67

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.74

-0.22

Correlation

The correlation between RCD.TO and FGD is 0.44, 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

RCD.TO vs. FGD - Dividend Comparison

RCD.TO's dividend yield for the trailing twelve months is around 3.05%, less than FGD's 5.34% yield.


TTM20252024202320222021202020192018201720162015
RCD.TO
RBC Quant Canadian Dividend Leaders ETF
3.05%3.07%3.17%3.39%3.36%2.34%3.45%3.12%3.64%3.01%3.08%3.62%
FGD
First Trust Dow Jones Global Select Dividend Index Fund
5.34%5.62%5.87%6.44%5.74%5.35%6.17%5.19%5.88%4.01%4.36%5.07%

Drawdowns

RCD.TO vs. FGD - Drawdown Comparison

The maximum RCD.TO drawdown since its inception was -38.07%, roughly equal to the maximum FGD drawdown of -39.66%. Use the drawdown chart below to compare losses from any high point for RCD.TO and FGD.


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Drawdown Indicators


RCD.TOFGDDifference

Max Drawdown

Largest peak-to-trough decline

-38.07%

-68.05%

+29.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-10.51%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-28.68%

+12.00%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-44.84%

+6.77%

Current Drawdown

Current decline from peak

-4.33%

-6.66%

+2.33%

Average Drawdown

Average peak-to-trough decline

-5.48%

-12.67%

+7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.73%

+0.27%

Volatility

RCD.TO vs. FGD - Volatility Comparison

The current volatility for RBC Quant Canadian Dividend Leaders ETF (RCD.TO) is 4.99%, while First Trust Dow Jones Global Select Dividend Index Fund (FGD) has a volatility of 6.53%. This indicates that RCD.TO experiences smaller price fluctuations and is considered to be less risky than FGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCD.TOFGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

6.53%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

9.51%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

13.70%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

11.79%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.47%

15.42%

-0.95%