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

Performance

RCD.TO vs. XST.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 iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RCD.TO achieves a 12.09% return, which is significantly higher than XST.TO's 1.49% return. Both investments have delivered pretty close results over the past 10 years, with RCD.TO having a 9.66% annualized return and XST.TO not far behind at 9.50%.


RCD.TO

1D
-0.79%
1M
3.76%
YTD
12.09%
6M
5.22%
1Y
22.85%
3Y*
16.98%
5Y*
11.76%
10Y*
9.66%

XST.TO

1D
1.56%
1M
1.84%
YTD
1.49%
6M
1.76%
1Y
5.73%
3Y*
13.65%
5Y*
12.66%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCD.TO vs. XST.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RCD.TO
RBC Quant Canadian Dividend Leaders ETF
12.09%21.74%10.79%10.31%-3.37%27.62%-1.89%21.59%-11.38%5.76%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
1.49%16.38%19.83%6.37%8.76%20.39%3.48%12.13%1.65%6.95%

Correlation

The correlation between RCD.TO and XST.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2014

0.29

RCD.TO vs. XST.TO - Sectors Allocation Comparison


Sectors
RCD.TO
XST.TO

Financial Services

29.3%

-

Energy

20.4%

-

Basic Materials

15.7%

-

Industrials

7.3%

-

Technology

7.0%

-

Utilities

6.1%

-

Communication Services

4.6%

-

Consumer Cyclical

4.0%
25.1%

Consumer Defensive

3.4%
74.9%

Real Estate

2.1%

-

Healthcare

-

-

Financial Services

RCD.TO
29.3%
XST.TO

-

Energy

RCD.TO
20.4%
XST.TO

-

Basic Materials

RCD.TO
15.7%
XST.TO

-

Industrials

RCD.TO
7.3%
XST.TO

-

Technology

RCD.TO
7.0%
XST.TO

-

Utilities

RCD.TO
6.1%
XST.TO

-

Communication Services

RCD.TO
4.6%
XST.TO

-

Consumer Cyclical

RCD.TO
4.0%
XST.TO
25.1%

Consumer Defensive

RCD.TO
3.4%
XST.TO
74.9%

Real Estate

RCD.TO
2.1%
XST.TO

-

Healthcare

RCD.TO

-

XST.TO

-

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Return for Risk

RCD.TO vs. XST.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: 5050
Overall Rank
RCD.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
RCD.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
RCD.TO Omega Ratio Rank: 6060
Omega Ratio Rank
RCD.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
RCD.TO Martin Ratio Rank: 5050
Martin Ratio Rank

XST.TO
XST.TO Risk / Return Rank: 1414
Overall Rank
XST.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 1313
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 1313
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 1515
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. XST.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 iShares S&P/TSX Capped Consumer Staples Index ETF (XST.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.TOXST.TODifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.37

1.07

+0.29

Calmar ratioReturn relative to maximum drawdown

2.65

0.55

+2.10

Martin ratioReturn relative to average drawdown

8.37

1.30

+7.08

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

The current RCD.TO Sharpe Ratio is 1.69, which is higher than the XST.TO Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of RCD.TO and XST.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RCD.TOXST.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.36

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.90

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.64

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.98

-0.43

Drawdowns

RCD.TO vs. XST.TO - Drawdown Comparison

The maximum RCD.TO drawdown since its inception was -38.07%, which is greater than XST.TO's maximum drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for RCD.TO and XST.TO.


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Drawdown Indicators


RCD.TOXST.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.07%

-22.65%

-15.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-10.52%

+1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-10.86%

-5.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-10.86%

-5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-22.65%

-15.42%

Current Drawdown

Current decline from peak

-0.79%

-6.65%

+5.86%

Average Drawdown

Average peak-to-trough decline

-5.42%

-3.21%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

4.46%

-1.72%

Volatility

RCD.TO vs. XST.TO - Volatility Comparison

The current volatility for RBC Quant Canadian Dividend Leaders ETF (RCD.TO) is 2.80%, while iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) has a volatility of 4.77%. This indicates that RCD.TO experiences smaller price fluctuations and is considered to be less risky than XST.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.TOXST.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

4.77%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

12.08%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

16.16%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

14.22%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.48%

14.95%

-0.47%

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

RCD.TO has a 0.43% expense ratio, which is lower than XST.TO's 0.61% expense ratio.


Dividends

RCD.TO vs. XST.TO - Dividend Comparison

RCD.TO's dividend yield for the trailing twelve months is around 2.88%, more than XST.TO's 0.68% yield.


PositionTTM20252024202320222021202020192018201720162015
RCD.TO
RBC Quant Canadian Dividend Leaders ETF
2.88%3.07%3.17%3.39%3.36%2.34%3.45%3.12%3.64%3.01%3.08%3.62%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
0.68%0.67%0.86%0.79%0.74%0.68%0.74%0.73%0.81%0.90%0.52%0.62%

Frequently Asked Questions


RCD.TO and XST.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

RCD.TO is cheaper with a 0.43% expense ratio, compared with 0.61% for XST.TO.

RCD.TO is categorized as Dividend, while XST.TO is Consumer Staples Equities. They also come from different issuers: RBC and iShares. Their fees differ too: 0.43% for RCD.TO and 0.61% for XST.TO.

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