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

Performance

RCD.TO vs. PDIV.TO - 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 Purpose Enhanced Dividend Fund ETF (PDIV.TO). The values are adjusted to include any dividend payments, if applicable.

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RCD.TO vs. PDIV.TO - 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%
PDIV.TO
Purpose Enhanced Dividend Fund ETF
1.14%15.82%10.71%4.64%-4.40%20.18%-1.15%23.57%-15.24%26.84%

Returns By Period

In the year-to-date period, RCD.TO achieves a 5.56% return, which is significantly higher than PDIV.TO's 1.14% return. Over the past 10 years, RCD.TO has outperformed PDIV.TO with an annualized return of 9.46%, while PDIV.TO has yielded a comparatively lower 8.91% 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%

PDIV.TO

1D
1.48%
1M
-3.00%
YTD
1.14%
6M
5.00%
1Y
13.80%
3Y*
9.78%
5Y*
7.84%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RCD.TO vs. PDIV.TO - Expense Ratio Comparison

RCD.TO has a 0.43% expense ratio, which is lower than PDIV.TO's 0.77% expense ratio.


Return for Risk

RCD.TO vs. PDIV.TO — 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

PDIV.TO
PDIV.TO Risk / Return Rank: 7878
Overall Rank
PDIV.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PDIV.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
PDIV.TO Omega Ratio Rank: 8484
Omega Ratio Rank
PDIV.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
PDIV.TO Martin Ratio Rank: 8181
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. PDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Quant Canadian Dividend Leaders ETF (RCD.TO) and Purpose Enhanced Dividend Fund ETF (PDIV.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.


RCD.TOPDIV.TODifference

Sharpe ratio

Return per unit of total volatility

1.62

1.45

+0.16

Sortino ratio

Return per unit of downside risk

1.90

1.99

-0.09

Omega ratio

Gain probability vs. loss probability

1.35

1.33

+0.02

Calmar ratio

Return relative to maximum drawdown

2.45

1.74

+0.71

Martin ratio

Return relative to average drawdown

8.30

8.94

-0.65

RCD.TO vs. PDIV.TO - Sharpe Ratio Comparison

The current RCD.TO Sharpe Ratio is 1.62, which is comparable to the PDIV.TO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of RCD.TO and PDIV.TO, 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.TOPDIV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.45

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.80

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.64

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.59

-0.07

Correlation

The correlation between RCD.TO and PDIV.TO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RCD.TO vs. PDIV.TO - Dividend Comparison

RCD.TO's dividend yield for the trailing twelve months is around 3.05%, less than PDIV.TO's 12.30% 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%
PDIV.TO
Purpose Enhanced Dividend Fund ETF
12.30%12.24%12.35%11.84%6.38%5.59%6.33%5.85%6.80%25.71%5.38%8.10%

Drawdowns

RCD.TO vs. PDIV.TO - Drawdown Comparison

The maximum RCD.TO drawdown since its inception was -38.07%, which is greater than PDIV.TO's maximum drawdown of -30.64%. Use the drawdown chart below to compare losses from any high point for RCD.TO and PDIV.TO.


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Drawdown Indicators


RCD.TOPDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.07%

-30.64%

-7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-8.36%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-14.96%

-1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-30.64%

-7.43%

Current Drawdown

Current decline from peak

-4.33%

-3.25%

-1.08%

Average Drawdown

Average peak-to-trough decline

-5.48%

-4.40%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

1.63%

+1.37%

Volatility

RCD.TO vs. PDIV.TO - Volatility Comparison

RBC Quant Canadian Dividend Leaders ETF (RCD.TO) has a higher volatility of 4.99% compared to Purpose Enhanced Dividend Fund ETF (PDIV.TO) at 3.48%. This indicates that RCD.TO's price experiences larger fluctuations and is considered to be riskier than PDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCD.TOPDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

3.48%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

5.58%

+7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

9.56%

+5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

9.89%

+3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.47%

13.96%

+0.51%