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RCDC.TO vs. RIDH.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RCDC.TO vs. RIDH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Canadian Dividend Covered Call ETF (RCDC.TO) and RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO). The values are adjusted to include any dividend payments, if applicable.

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RCDC.TO vs. RIDH.TO - Yearly Performance Comparison


2026 (YTD)202520242023
RCDC.TO
RBC Canadian Dividend Covered Call ETF
4.14%19.29%17.27%2.39%
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
7.03%31.43%17.07%21.10%

Returns By Period

In the year-to-date period, RCDC.TO achieves a 4.14% return, which is significantly lower than RIDH.TO's 7.03% return.


RCDC.TO

1D
1.42%
1M
-1.78%
YTD
4.14%
6M
9.56%
1Y
23.28%
3Y*
15.71%
5Y*
10Y*

RIDH.TO

1D
2.37%
1M
-3.86%
YTD
7.03%
6M
16.45%
1Y
30.99%
3Y*
24.06%
5Y*
17.70%
10Y*
14.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RCDC.TO vs. RIDH.TO - Expense Ratio Comparison

RCDC.TO has a 0.64% expense ratio, which is higher than RIDH.TO's 0.54% expense ratio.


Return for Risk

RCDC.TO vs. RIDH.TO — Risk / Return Rank

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

RCDC.TO
RCDC.TO Risk / Return Rank: 9191
Overall Rank
RCDC.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
RCDC.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
RCDC.TO Omega Ratio Rank: 9494
Omega Ratio Rank
RCDC.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
RCDC.TO Martin Ratio Rank: 9393
Martin Ratio Rank

RIDH.TO
RIDH.TO Risk / Return Rank: 8989
Overall Rank
RIDH.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RIDH.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
RIDH.TO Omega Ratio Rank: 9393
Omega Ratio Rank
RIDH.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
RIDH.TO Martin Ratio Rank: 9090
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.

RCDC.TO vs. RIDH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Canadian Dividend Covered Call ETF (RCDC.TO) and RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.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.


RCDC.TORIDH.TODifference

Sharpe ratio

Return per unit of total volatility

2.11

1.91

+0.19

Sortino ratio

Return per unit of downside risk

2.80

2.66

+0.14

Omega ratio

Gain probability vs. loss probability

1.46

1.42

+0.03

Calmar ratio

Return relative to maximum drawdown

2.51

2.56

-0.05

Martin ratio

Return relative to average drawdown

13.84

11.94

+1.90

RCDC.TO vs. RIDH.TO - Sharpe Ratio Comparison

The current RCDC.TO Sharpe Ratio is 2.11, which is comparable to the RIDH.TO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of RCDC.TO and RIDH.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


RCDC.TORIDH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.91

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.88

+0.42

Correlation

The correlation between RCDC.TO and RIDH.TO is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RCDC.TO vs. RIDH.TO - Dividend Comparison

RCDC.TO's dividend yield for the trailing twelve months is around 6.55%, more than RIDH.TO's 3.05% yield.


TTM20252024202320222021202020192018201720162015
RCDC.TO
RBC Canadian Dividend Covered Call ETF
6.55%6.38%6.46%6.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
3.05%3.12%7.51%9.53%6.85%7.07%4.73%9.16%8.80%5.59%10.87%17.06%

Drawdowns

RCDC.TO vs. RIDH.TO - Drawdown Comparison

The maximum RCDC.TO drawdown since its inception was -10.88%, smaller than the maximum RIDH.TO drawdown of -34.34%. Use the drawdown chart below to compare losses from any high point for RCDC.TO and RIDH.TO.


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Drawdown Indicators


RCDC.TORIDH.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.88%

-34.34%

+23.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-11.40%

+2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-14.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.34%

Current Drawdown

Current decline from peak

-2.31%

-4.03%

+1.72%

Average Drawdown

Average peak-to-trough decline

-1.95%

-3.16%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.54%

-0.87%

Volatility

RCDC.TO vs. RIDH.TO - Volatility Comparison

The current volatility for RBC Canadian Dividend Covered Call ETF (RCDC.TO) is 3.73%, while RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) has a volatility of 6.28%. This indicates that RCDC.TO experiences smaller price fluctuations and is considered to be less risky than RIDH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCDC.TORIDH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

6.28%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

6.70%

8.86%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.10%

16.28%

-5.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.22%

13.44%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.22%

15.87%

-5.65%