PortfoliosLab logoPortfoliosLab logo
RCD.TO vs. NDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RCD.TO vs. NDIV - 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 Amplify Natural Resources Dividend Income ETF (NDIV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RCD.TO vs. NDIV - Yearly Performance Comparison


2026 (YTD)2025202420232022
RCD.TO
RBC Quant Canadian Dividend Leaders ETF
5.56%21.74%10.79%10.31%-2.64%
NDIV
Amplify Natural Resources Dividend Income ETF
37.72%-1.87%15.30%12.98%6.35%
Different Trading Currencies

RCD.TO is traded in CAD, while NDIV is traded in USD. To make them comparable, the NDIV 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 NDIV's 37.72% 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%

NDIV

1D
-1.36%
1M
13.61%
YTD
37.72%
6M
29.88%
1Y
27.35%
3Y*
21.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RCD.TO vs. NDIV - Expense Ratio Comparison

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


Return for Risk

RCD.TO vs. NDIV — 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

NDIV
NDIV Risk / Return Rank: 6868
Overall Rank
NDIV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NDIV Sortino Ratio Rank: 7272
Sortino Ratio Rank
NDIV Omega Ratio Rank: 6868
Omega Ratio Rank
NDIV Calmar Ratio Rank: 7070
Calmar Ratio Rank
NDIV Martin Ratio Rank: 5757
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. NDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Quant Canadian Dividend Leaders ETF (RCD.TO) and Amplify Natural Resources Dividend Income ETF (NDIV). 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.TONDIVDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.15

+0.47

Sortino ratio

Return per unit of downside risk

1.90

1.58

+0.31

Omega ratio

Gain probability vs. loss probability

1.35

1.22

+0.13

Calmar ratio

Return relative to maximum drawdown

2.45

1.55

+0.89

Martin ratio

Return relative to average drawdown

8.30

4.40

+3.90

RCD.TO vs. NDIV - Sharpe Ratio Comparison

The current RCD.TO Sharpe Ratio is 1.62, which is higher than the NDIV Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of RCD.TO and NDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RCD.TONDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.15

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.02

-0.49

Correlation

The correlation between RCD.TO and NDIV is 0.45, 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. NDIV - Dividend Comparison

RCD.TO's dividend yield for the trailing twelve months is around 3.05%, less than NDIV's 5.08% 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%
NDIV
Amplify Natural Resources Dividend Income ETF
5.08%5.64%5.88%7.37%1.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RCD.TO vs. NDIV - Drawdown Comparison

The maximum RCD.TO drawdown since its inception was -38.07%, which is greater than NDIV's maximum drawdown of -20.04%. Use the drawdown chart below to compare losses from any high point for RCD.TO and NDIV.


Loading graphics...

Drawdown Indicators


RCD.TONDIVDifference

Max Drawdown

Largest peak-to-trough decline

-38.07%

-19.73%

-18.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-17.75%

+7.60%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

Current Drawdown

Current decline from peak

-4.33%

-1.27%

-3.06%

Average Drawdown

Average peak-to-trough decline

-5.48%

-4.27%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

5.77%

-2.77%

Volatility

RCD.TO vs. NDIV - Volatility Comparison

RBC Quant Canadian Dividend Leaders ETF (RCD.TO) has a higher volatility of 4.99% compared to Amplify Natural Resources Dividend Income ETF (NDIV) at 4.25%. This indicates that RCD.TO's price experiences larger fluctuations and is considered to be riskier than NDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RCD.TONDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

4.25%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

13.78%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

23.91%

-9.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

18.88%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.47%

18.88%

-4.41%