RCD.TO vs. VYM
Compare and contrast key facts about RBC Quant Canadian Dividend Leaders ETF (RCD.TO) and Vanguard High Dividend Yield ETF (VYM).
RCD.TO and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RCD.TO is managed by RBC. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019.
Performance
RCD.TO vs. VYM - Performance Comparison
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RCD.TO vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 5.20% | 10.13% | 27.70% | 4.23% | 6.66% | 25.06% | -0.56% | 17.96% | 2.06% | 9.01% |
Different Trading Currencies
RCD.TO is traded in CAD, while VYM is traded in USD. To make them comparable, the VYM 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 higher than VYM's 5.20% return. Over the past 10 years, RCD.TO has underperformed VYM with an annualized return of 9.46%, while VYM has yielded a comparatively higher 11.98% 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%
VYM
- 1D
- 1.69%
- 1M
- -2.02%
- YTD
- 5.20%
- 6M
- 6.29%
- 1Y
- 13.83%
- 3Y*
- 16.31%
- 5Y*
- 13.35%
- 10Y*
- 11.98%
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RCD.TO vs. VYM - Expense Ratio Comparison
RCD.TO has a 0.43% expense ratio, which is higher than VYM's 0.04% expense ratio.
Return for Risk
RCD.TO vs. VYM — Risk / Return Rank
RCD.TO
VYM
RCD.TO vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBC Quant Canadian Dividend Leaders ETF (RCD.TO) and Vanguard High Dividend Yield ETF (VYM). 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.TO | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 0.92 | +0.69 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.30 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.20 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 1.34 | +1.11 |
Martin ratioReturn relative to average drawdown | 8.30 | 4.65 | +3.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RCD.TO | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.92 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 1.11 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.82 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.01 | -0.49 |
Correlation
The correlation between RCD.TO and VYM 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. VYM - Dividend Comparison
RCD.TO's dividend yield for the trailing twelve months is around 3.05%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
RCD.TO vs. VYM - Drawdown Comparison
The maximum RCD.TO drawdown since its inception was -38.07%, which is greater than VYM's maximum drawdown of -28.99%. Use the drawdown chart below to compare losses from any high point for RCD.TO and VYM.
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Drawdown Indicators
| RCD.TO | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.07% | -56.98% | +18.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -11.32% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -16.68% | -15.84% | -0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -35.21% | -2.86% |
Current DrawdownCurrent decline from peak | -4.33% | -4.81% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -7.25% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.55% | +0.45% |
Volatility
RCD.TO vs. VYM - Volatility Comparison
RBC Quant Canadian Dividend Leaders ETF (RCD.TO) has a higher volatility of 4.99% compared to Vanguard High Dividend Yield ETF (VYM) at 3.88%. This indicates that RCD.TO's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RCD.TO | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 3.88% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 8.22% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.88% | 15.13% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 12.07% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.47% | 14.68% | -0.21% |