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

Performance

RCD.TO vs. XOMO - 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 YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RCD.TO vs. XOMO - Yearly Performance Comparison


2026 (YTD)202520242023
RCD.TO
RBC Quant Canadian Dividend Leaders ETF
5.56%21.74%10.79%5.05%
XOMO
YieldMax XOM Option Income Strategy ETF
30.73%1.99%15.23%-10.41%
Different Trading Currencies

RCD.TO is traded in CAD, while XOMO is traded in USD. To make them comparable, the XOMO 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 XOMO's 30.73% 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%

XOMO

1D
-0.98%
1M
9.93%
YTD
30.73%
6M
36.17%
1Y
23.66%
3Y*
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. XOMO - Expense Ratio Comparison

RCD.TO has a 0.43% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Return for Risk

RCD.TO vs. XOMO — 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

XOMO
XOMO Risk / Return Rank: 6767
Overall Rank
XOMO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 7070
Sortino Ratio Rank
XOMO Omega Ratio Rank: 6868
Omega Ratio Rank
XOMO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XOMO Martin Ratio Rank: 4747
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. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Quant Canadian Dividend Leaders ETF (RCD.TO) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.TOXOMODifference

Sharpe ratio

Return per unit of total volatility

1.62

1.10

+0.52

Sortino ratio

Return per unit of downside risk

1.90

1.48

+0.42

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratio

Return relative to maximum drawdown

2.45

1.44

+1.01

Martin ratio

Return relative to average drawdown

8.30

2.67

+5.63

RCD.TO vs. XOMO - Sharpe Ratio Comparison

The current RCD.TO Sharpe Ratio is 1.62, which is higher than the XOMO Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of RCD.TO and XOMO, 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.TOXOMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.10

+0.52

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

0.73

-0.21

Correlation

The correlation between RCD.TO and XOMO is 0.15, 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. XOMO - Dividend Comparison

RCD.TO's dividend yield for the trailing twelve months is around 3.05%, less than XOMO's 29.26% 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%
XOMO
YieldMax XOM Option Income Strategy ETF
29.26%31.64%26.94%5.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RCD.TO vs. XOMO - Drawdown Comparison

The maximum RCD.TO drawdown since its inception was -38.07%, which is greater than XOMO's maximum drawdown of -17.62%. Use the drawdown chart below to compare losses from any high point for RCD.TO and XOMO.


Loading graphics...

Drawdown Indicators


RCD.TOXOMODifference

Max Drawdown

Largest peak-to-trough decline

-38.07%

-18.90%

-19.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-15.24%

+5.09%

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%

-0.87%

-3.46%

Average Drawdown

Average peak-to-trough decline

-5.48%

-7.05%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

6.68%

-3.68%

Volatility

RCD.TO vs. XOMO - Volatility Comparison

The current volatility for RBC Quant Canadian Dividend Leaders ETF (RCD.TO) is 4.99%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 5.27%. This indicates that RCD.TO experiences smaller price fluctuations and is considered to be less risky than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RCD.TOXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.27%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

13.07%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

21.65%

-6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

18.11%

-4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.47%

18.11%

-3.64%