PortfoliosLab logoPortfoliosLab logo
RCDC.TO vs. UTES.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCDC.TO vs. UTES.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 Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with RCDC.TO having a 12.49% return and UTES.TO slightly higher at 12.58%.


RCDC.TO

1D
0.08%
1M
4.61%
YTD
12.49%
6M
14.54%
1Y
29.08%
3Y*
18.86%
5Y*
10Y*

UTES.TO

1D
-0.26%
1M
2.26%
YTD
12.58%
6M
12.56%
1Y
23.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
RCDC.TO
RBC Canadian Dividend Covered Call ETF
12.49%19.29%5.59%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
12.58%18.66%-4.25%

Correlation

The correlation between RCDC.TO and UTES.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

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

0.24

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RCDC.TO vs. UTES.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: 9393
Overall Rank
RCDC.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RCDC.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
RCDC.TO Omega Ratio Rank: 9494
Omega Ratio Rank
RCDC.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
RCDC.TO Martin Ratio Rank: 9494
Martin Ratio Rank

UTES.TO
UTES.TO Risk / Return Rank: 7575
Overall Rank
UTES.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
UTES.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
UTES.TO Omega Ratio Rank: 7676
Omega Ratio Rank
UTES.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
UTES.TO Martin Ratio Rank: 6565
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. UTES.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 Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.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.TOUTES.TODifference

Sharpe ratio

Return per unit of total volatility

3.54

2.59

+0.95

Sortino ratio

Return per unit of downside risk

5.12

3.79

+1.34

Omega ratio

Gain probability vs. loss probability

1.67

1.46

+0.22

Calmar ratio

Return relative to maximum drawdown

5.38

3.75

+1.62

Martin ratio

Return relative to average drawdown

26.80

11.90

+14.90

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

The current RCDC.TO Sharpe Ratio is 3.54, which is higher than the UTES.TO Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of RCDC.TO and UTES.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.


Loading charts...

Sharpe Ratios by Period


RCDC.TOUTES.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.54

2.59

+0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

1.38

+0.12

Drawdowns

RCDC.TO vs. UTES.TO - Drawdown Comparison

The maximum RCDC.TO drawdown since its inception was -10.88%, which is greater than UTES.TO's maximum drawdown of -10.19%. Use the drawdown chart below to compare losses from any high point for RCDC.TO and UTES.TO.


Loading charts...

Drawdown Indicators


RCDC.TOUTES.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.88%

-10.19%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-6.39%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-10.88%

Current Drawdown

Current decline from peak

-0.19%

-1.86%

+1.67%

Average Drawdown

Average peak-to-trough decline

-1.87%

-2.62%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

2.03%

-0.94%

Volatility

RCDC.TO vs. UTES.TO - Volatility Comparison

The current volatility for RBC Canadian Dividend Covered Call ETF (RCDC.TO) is 2.49%, while Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) has a volatility of 2.96%. This indicates that RCDC.TO experiences smaller price fluctuations and is considered to be less risky than UTES.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RCDC.TOUTES.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

2.96%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

6.71%

7.51%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

8.25%

9.28%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

11.01%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.15%

11.01%

-0.86%

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

RCDC.TO has a 0.64% expense ratio, which is higher than UTES.TO's 0.60% expense ratio.


Dividends

RCDC.TO vs. UTES.TO - Dividend Comparison

RCDC.TO's dividend yield for the trailing twelve months is around 6.33%, less than UTES.TO's 17.48% yield.


PositionTTM202520242023
RCDC.TO
RBC Canadian Dividend Covered Call ETF
6.33%6.38%6.46%6.49%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
17.48%18.30%6.05%0.00%

Frequently Asked Questions


RCDC.TO and UTES.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.

On fees, UTES.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UTES.TO is cheaper with a 0.60% expense ratio, compared with 0.64% for RCDC.TO.

They also come from different issuers: RBC and Evolve. Their fees differ too: 0.64% for RCDC.TO and 0.60% for UTES.TO.

Portfolio Optimizer

Find the right allocation for RCDC.TO and UTES.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer