RCD.TO vs. XOMO

Last updated Jun 5, 2026

RCD.TO (RBC Quant Canadian Dividend Leaders ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - RCD.TO is a Dividend fund managed by RBC, while XOMO is a Derivative Income fund actively managed by YieldMax. Over the past year, RCD.TO returned 24.83% vs 33.80% for XOMO. At a 0.11 correlation, their price movements are largely independent. RCD.TO charges 0.43%/yr vs 1.01%/yr for XOMO.

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.

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 13.36% return, which is significantly lower than XOMO's 18.44% return.

RCD.TO

• 1D: 1.13%
• 1M: 4.60%
• YTD: 13.36%
• 6M: 5.84%
• 1Y: 24.83%
• 3Y*: 17.73%
• 5Y*: 12.01%
• 10Y*: 9.73%

XOMO

• 1D: -0.26%
• 1M: -0.13%
• YTD: 18.44%
• 6M: 19.24%
• 1Y: 33.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RCD.TO vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RCD.TO RBC Quant Canadian Dividend Leaders ETF	13.36%	21.74%	10.79%	5.05%
XOMO YieldMax XOM Option Income Strategy ETF	18.44%	1.99%	15.23%	-10.41%

Correlation

The correlation between RCD.TO and XOMO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (All Time) Calculated using the full available price history since Sep 1, 2023	0.11

The correlation between RCD.TO and XOMO shifts across timeframes, from -0.13 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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: 56
RCD.TO Sharpe Ratio Rank: 55
RCD.TO Sortino Ratio Rank: 43
RCD.TO Omega Ratio Rank: 67
RCD.TO Calmar Ratio Rank: 59
RCD.TO Martin Ratio Rank: 54

XOMO

XOMO Risk / Return Rank: 44
XOMO Sharpe Ratio Rank: 46
XOMO Sortino Ratio Rank: 42
XOMO Omega Ratio Rank: 45
XOMO Calmar Ratio Rank: 48
XOMO Martin Ratio Rank: 41

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.TO	XOMO	Difference
Sharpe ratio: Return per unit of total volatility	1.83	1.66	+0.18
Sortino ratio: Return per unit of downside risk	2.14	2.20	-0.06
Omega ratio: Gain probability vs. loss probability	1.40	1.30	+0.10
Calmar ratio: Return relative to maximum drawdown	2.88	2.29	+0.59
Martin ratio: Return relative to average drawdown	9.10	6.37	+2.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RCD.TO vs. XOMO - Sharpe Ratio Comparison

The current RCD.TO Sharpe Ratio is 1.83, which is comparable to the XOMO Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of RCD.TO and XOMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RCD.TO	XOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.83	1.66	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.44	+0.11

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.

Drawdown Indicators

	RCD.TO	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-38.07%	-17.62%	-20.45%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-14.84%	+6.17%
Max Drawdown (3Y) Largest decline over 3 years	-16.55%	—	—
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	0.00%	-10.29%	+10.29%
Average Drawdown Average peak-to-trough decline	-5.42%	-6.62%	+1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	5.32%	-2.59%

Volatility

RCD.TO vs. XOMO - Volatility Comparison

The current volatility for RBC Quant Canadian Dividend Leaders ETF (RCD.TO) is 2.95%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 7.76%. 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.

Volatility by Period

	RCD.TO	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	7.76%	-4.81%
Volatility (6M) Calculated over the trailing 6-month period	12.39%	17.09%	-4.70%
Volatility (1Y) Calculated over the trailing 1-year period	13.61%	20.52%	-6.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.27%	18.90%	-5.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.48%	18.90%	-4.42%

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.

Dividends

RCD.TO vs. XOMO - Dividend Comparison

RCD.TO's dividend yield for the trailing twelve months is around 2.85%, less than XOMO's 35.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RCD.TO RBC Quant Canadian Dividend Leaders ETF	2.85%	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	35.68%	31.64%	26.94%	5.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RCD.TO and XOMO in my portfolio?

RCD.TO and XOMO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RCD.TO or XOMO?

On fees, RCD.TO is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RCD.TO or XOMO?

RCD.TO is cheaper with a 0.43% expense ratio, compared with 1.01% for XOMO.

What is the main difference between RCD.TO and XOMO?

RCD.TO is categorized as Dividend, while XOMO is Derivative Income. They also come from different issuers: RBC and YieldMax. Their fees differ too: 0.43% for RCD.TO and 1.01% for XOMO.