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RCDB.NEO vs. RPD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCDB.NEO vs. RPD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Canadian Discount Bond ETF (RCDB.NEO) and RBC Quant European Dividend Leaders ETF (RPD.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, RCDB.NEO achieves a 1.36% return, which is significantly lower than RPD.TO's 16.20% return.


RCDB.NEO

1D
0.09%
1M
0.02%
6M
1.03%
YTD
1.36%
1Y
3.56%
3Y*
5.00%
5Y*
2.27%
10Y*

RPD.TO

1D
0.00%
1M
-0.42%
6M
11.45%
YTD
16.20%
1Y
33.74%
3Y*
23.92%
5Y*
14.90%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCDB.NEO vs. RPD.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RCDB.NEO
RBC Canadian Discount Bond ETF
1.36%3.75%5.58%5.68%-4.07%-0.68%5.61%0.58%
RPD.TO
RBC Quant European Dividend Leaders ETF
16.20%39.81%9.01%20.93%-10.71%17.45%-1.87%5.47%

Correlation

The correlation between RCDB.NEO and RPD.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.14

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2019

0.08

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Return for Risk

RCDB.NEO vs. RPD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RCDB.NEO
RCDB.NEO Risk / Return Rank: 5656
Overall Rank
RCDB.NEO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
RCDB.NEO Sortino Ratio Rank: 5757
Sortino Ratio Rank
RCDB.NEO Omega Ratio Rank: 5959
Omega Ratio Rank
RCDB.NEO Calmar Ratio Rank: 5454
Calmar Ratio Rank
RCDB.NEO Martin Ratio Rank: 5656
Martin Ratio Rank

RPD.TO
RPD.TO Risk / Return Rank: 8787
Overall Rank
RPD.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
RPD.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
RPD.TO Omega Ratio Rank: 8888
Omega Ratio Rank
RPD.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
RPD.TO Martin Ratio Rank: 8585
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.

RCDB.NEO vs. RPD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Canadian Discount Bond ETF (RCDB.NEO) and RBC Quant European Dividend Leaders ETF (RPD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RCDB.NEORPD.TODifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.29

1.44

-0.15

Calmar ratioReturn relative to maximum drawdown

2.25

3.58

-1.33

Martin ratioReturn relative to average drawdown

7.88

13.68

-5.80

RCDB.NEO vs. RPD.TO - Sharpe Ratio Comparison

The current RCDB.NEO Sharpe Ratio is 1.55, which is lower than the RPD.TO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of RCDB.NEO and RPD.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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Drawdowns

RCDB.NEO vs. RPD.TO - Drawdown Comparison

The maximum RCDB.NEO drawdown since its inception was -8.31%, smaller than the maximum RPD.TO drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for RCDB.NEO and RPD.TO.


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Drawdown Indicators


RCDB.NEORPD.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.31%

-34.70%

+26.39%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-9.48%

+7.89%

Max Drawdown (3Y)

Largest decline over 3 years

-1.59%

-13.77%

+12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-6.90%

-26.48%

+19.58%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

Current Drawdown

Current decline from peak

-0.19%

-2.50%

+2.31%

Average Drawdown

Average peak-to-trough decline

-1.39%

-6.09%

+4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

2.47%

-2.02%

Volatility

RCDB.NEO vs. RPD.TO - Volatility Comparison

The current volatility for RBC Canadian Discount Bond ETF (RCDB.NEO) is 0.63%, while RBC Quant European Dividend Leaders ETF (RPD.TO) has a volatility of 3.21%. This indicates that RCDB.NEO experiences smaller price fluctuations and is considered to be less risky than RPD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCDB.NEORPD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

3.21%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

11.77%

-10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.31%

14.03%

-11.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.84%

14.78%

-11.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.44%

15.54%

-10.10%

Dividends

RCDB.NEO vs. RPD.TO - Dividend Comparison

RCDB.NEO's dividend yield for the trailing twelve months is around 2.17%, less than RPD.TO's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
RCDB.NEO
RBC Canadian Discount Bond ETF
2.17%1.96%1.58%1.22%1.16%1.33%1.68%0.78%0.00%0.00%0.00%0.00%
RPD.TO
RBC Quant European Dividend Leaders ETF
2.85%2.97%3.46%3.47%3.63%2.37%3.14%5.53%5.54%3.01%3.63%3.10%

Frequently Asked Questions


RCDB.NEO and RPD.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RCDB.NEO is categorized as Short-Term Bond, while RPD.TO is Europe Equities.

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