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RCDB.NEO vs. TSTX-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCDB.NEO vs. TSTX-U.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 Global X 1-3 Year U.S. Treasury Bond Index ETF (TSTX-U.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 1.10% return, which is significantly higher than TSTX-U.TO's 0.23% return.


RCDB.NEO

1D
-0.05%
1M
0.85%
YTD
1.10%
6M
0.91%
1Y
2.92%
3Y*
4.91%
5Y*
2.24%
10Y*

TSTX-U.TO

1D
0.08%
1M
0.13%
YTD
0.23%
6M
0.85%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCDB.NEO vs. TSTX-U.TO - Yearly Performance Comparison


2026 (YTD)2025
RCDB.NEO
RBC Canadian Discount Bond ETF
1.10%0.14%
TSTX-U.TO
Global X 1-3 Year U.S. Treasury Bond Index ETF
0.23%1.20%

Correlation

The correlation between RCDB.NEO and TSTX-U.TO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 9, 2025

0.40

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Return for Risk

RCDB.NEO vs. TSTX-U.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: 3737
Overall Rank
RCDB.NEO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
RCDB.NEO Sortino Ratio Rank: 3535
Sortino Ratio Rank
RCDB.NEO Omega Ratio Rank: 3535
Omega Ratio Rank
RCDB.NEO Calmar Ratio Rank: 3838
Calmar Ratio Rank
RCDB.NEO Martin Ratio Rank: 4141
Martin Ratio Rank

TSTX-U.TO
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. TSTX-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Canadian Discount Bond ETF (RCDB.NEO) and Global X 1-3 Year U.S. Treasury Bond Index ETF (TSTX-U.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.


RCDB.NEOTSTX-U.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.84

Martin ratioReturn relative to average drawdown

6.29

RCDB.NEO vs. TSTX-U.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RCDB.NEOTSTX-U.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.32

-0.87

Drawdowns

RCDB.NEO vs. TSTX-U.TO - Drawdown Comparison

The maximum RCDB.NEO drawdown since its inception was -8.31%, which is greater than TSTX-U.TO's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for RCDB.NEO and TSTX-U.TO.


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Drawdown Indicators


RCDB.NEOTSTX-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.31%

-0.90%

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-6.90%

Current Drawdown

Current decline from peak

-0.08%

-0.35%

+0.27%

Average Drawdown

Average peak-to-trough decline

-1.41%

-0.25%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

Volatility

RCDB.NEO vs. TSTX-U.TO - Volatility Comparison


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Volatility by Period


RCDB.NEOTSTX-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

1.68%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.83%

1.68%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.48%

1.68%

+3.80%

RCDB.NEO vs. TSTX-U.TO - Expense Ratio Comparison

RCDB.NEO has a 0.17% expense ratio, which is higher than TSTX-U.TO's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

RCDB.NEO vs. TSTX-U.TO - Dividend Comparison

RCDB.NEO's dividend yield for the trailing twelve months is around 2.11%, less than TSTX-U.TO's 2.32% yield.


PositionTTM2025202420232022202120202019
RCDB.NEO
RBC Canadian Discount Bond ETF
2.11%1.96%1.58%1.22%1.16%1.33%1.68%0.78%
TSTX-U.TO
Global X 1-3 Year U.S. Treasury Bond Index ETF
2.32%0.84%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RCDB.NEO and TSTX-U.TO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSTX-U.TO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSTX-U.TO is cheaper with a 0.15% expense ratio, compared with 0.17% for RCDB.NEO.

They also come from different issuers: RBC and Global X. Their fees differ too: 0.17% for RCDB.NEO and 0.15% for TSTX-U.TO.

Portfolio Optimizer

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