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

RCD.TO vs. XUS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about RBC Quant Canadian Dividend Leaders ETF (RCD.TO) and iShares Core S&P 500 Index ETF (XUS.TO).

RCD.TO and XUS.TO 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. XUS.TO is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Apr 10, 2013.

Performance

RCD.TO vs. XUS.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 Core S&P 500 Index ETF (XUS.TO). The values are adjusted to include any dividend payments, if applicable.

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RCD.TO vs. XUS.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%
XUS.TO
iShares Core S&P 500 Index ETF		-3.09%12.19%35.16%23.31%-12.59%27.20%15.56%24.57%3.31%13.56%

Returns By Period

In the year-to-date period, RCD.TO achieves a 5.56% return, which is significantly higher than XUS.TO's -3.09% return. Over the past 10 years, RCD.TO has underperformed XUS.TO with an annualized return of 9.46%, while XUS.TO has yielded a comparatively higher 14.42% 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%

XUS.TO

1D
2.80%
1M
-3.10%
YTD
-3.09%
6M
-1.89%
1Y
13.65%
3Y*
19.14%
5Y*
13.75%
10Y*
14.42%
*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.

RBC Quant Canadian Dividend Leaders ETF

iShares Core S&P 500 Index ETF

Often compared with RCD.TO:
RCD.TO vs. VDY.TORCD.TO vs. ZLB.TORCD.TO vs. XEI.TORCD.TO vs. XMV.TORCD.TO vs. DMEC.TORCD.TO vs. XDIV.TORCD.TO vs. XIU.TO
Often compared with XUS.TO:
XUS.TO vs. XSP.TOXUS.TO vs. XEQT.TOXUS.TO vs. XUU.TOXUS.TO vs. ZSP.TOXUS.TO vs. VOOXUS.TO vs. XEF.TOXUS.TO vs. HXS.TO

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

RCD.TO has a 0.43% expense ratio, which is higher than XUS.TO's 0.09% expense ratio.

RCD.TO
RBC Quant Canadian Dividend Leaders ETF
XUS.TO
iShares Core S&P 500 Index ETF

Return for Risk

RCD.TO vs. XUS.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
XUS.TO
XUS.TO Risk / Return Rank: 4848
Overall Rank
XUS.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XUS.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
XUS.TO Omega Ratio Rank: 4949
Omega Ratio Rank
XUS.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XUS.TO Martin Ratio Rank: 5050
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. XUS.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 Core S&P 500 Index ETF (XUS.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.TOXUS.TODifference

Sharpe ratio

Return per unit of total volatility

1.62

0.75

+0.87

Sortino ratio

Return per unit of downside risk

1.90

1.13

+0.77

Omega ratio

Gain probability vs. loss probability

1.35

1.18

+0.18

Calmar ratio

Return relative to maximum drawdown

2.45

1.19

+1.26

Martin ratio

Return relative to average drawdown

8.30

4.47

+3.83

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. XUS.TO - Sharpe Ratio Comparison

The current RCD.TO Sharpe Ratio is 1.62, which is higher than the XUS.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of RCD.TO and XUS.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.TOXUS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.75

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.93

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.88

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.01

-0.49

Correlation

The correlation between RCD.TO and XUS.TO is 0.38, 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. XUS.TO - Dividend Comparison

RCD.TO's dividend yield for the trailing twelve months is around 3.05%, more than XUS.TO's 1.30% 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%
XUS.TO
iShares Core S&P 500 Index ETF		1.30%1.26%1.03%1.22%1.38%0.99%1.35%2.02%1.77%1.48%1.66%1.70%

Drawdowns

RCD.TO vs. XUS.TO - Drawdown Comparison

The maximum RCD.TO drawdown since its inception was -38.07%, which is greater than XUS.TO's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for RCD.TO and XUS.TO.

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Drawdown Indicators

RCD.TOXUS.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.07%

-27.23%

-10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-12.50%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-21.85%

+5.17%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-27.23%

-10.84%

Current Drawdown

Current decline from peak

-4.33%

-6.07%

+1.74%

Average Drawdown

Average peak-to-trough decline

-5.48%

-3.49%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.33%

-0.33%

Volatility

RCD.TO vs. XUS.TO - Volatility Comparison

RBC Quant Canadian Dividend Leaders ETF (RCD.TO) and iShares Core S&P 500 Index ETF (XUS.TO) have volatilities of 4.99% and 5.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RCD.TOXUS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.14%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

9.38%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

18.33%

-3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

14.93%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.47%

16.49%

-2.02%