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RDVY vs. CLU.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDVY vs. CLU.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Rising Dividend Achievers ETF (RDVY) and iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RDVY is traded in USD, while CLU.NEO is traded in CAD. To make them comparable, the CLU.NEO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RDVY achieves a 11.06% return, which is significantly higher than CLU.NEO's 7.39% return. Over the past 10 years, RDVY has outperformed CLU.NEO with an annualized return of 15.65%, while CLU.NEO has yielded a comparatively lower 10.23% annualized return.


RDVY

1D
1.13%
1M
3.30%
YTD
11.06%
6M
11.87%
1Y
28.04%
3Y*
21.09%
5Y*
11.26%
10Y*
15.65%

CLU.NEO

1D
-0.52%
1M
-0.45%
YTD
7.39%
6M
11.02%
1Y
22.66%
3Y*
15.64%
5Y*
6.29%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDVY vs. CLU.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDVY
First Trust Rising Dividend Achievers ETF
11.06%18.90%16.41%20.38%-13.27%31.14%13.47%37.71%-9.92%22.75%
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
7.39%20.72%5.75%15.70%-15.43%32.09%5.65%31.68%-18.06%22.76%

Correlation

The correlation between RDVY and CLU.NEO is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.64

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

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2014

0.69

The correlation between RDVY and CLU.NEO shifts across timeframes, from 0.59 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RDVY vs. CLU.NEO — Risk / Return Rank

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

RDVY
RDVY Risk / Return Rank: 6363
Overall Rank
RDVY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RDVY Sortino Ratio Rank: 6262
Sortino Ratio Rank
RDVY Omega Ratio Rank: 5959
Omega Ratio Rank
RDVY Calmar Ratio Rank: 6363
Calmar Ratio Rank
RDVY Martin Ratio Rank: 7171
Martin Ratio Rank

CLU.NEO
CLU.NEO Risk / Return Rank: 8181
Overall Rank
CLU.NEO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CLU.NEO Sortino Ratio Rank: 8585
Sortino Ratio Rank
CLU.NEO Omega Ratio Rank: 8888
Omega Ratio Rank
CLU.NEO Calmar Ratio Rank: 7777
Calmar Ratio Rank
CLU.NEO Martin Ratio Rank: 7878
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.

RDVY vs. CLU.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Rising Dividend Achievers ETF (RDVY) and iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO). 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.


RDVYCLU.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.35

1.38

-0.03

Calmar ratioReturn relative to maximum drawdown

3.12

2.67

+0.44

Martin ratioReturn relative to average drawdown

13.11

10.26

+2.85

RDVY vs. CLU.NEO - Sharpe Ratio Comparison

The current RDVY Sharpe Ratio is 2.01, which is comparable to the CLU.NEO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of RDVY and CLU.NEO, 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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Sharpe Ratios by Period


RDVYCLU.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.04

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.35

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.48

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.47

+0.20

Drawdowns

RDVY vs. CLU.NEO - Drawdown Comparison

The maximum RDVY drawdown since its inception was -40.60%, smaller than the maximum CLU.NEO drawdown of -45.80%. Use the drawdown chart below to compare losses from any high point for RDVY and CLU.NEO.


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Drawdown Indicators


RDVYCLU.NEODifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-45.80%

+5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-8.87%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-19.11%

-18.06%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

-27.75%

+2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

-45.80%

+5.20%

Current Drawdown

Current decline from peak

0.00%

-1.31%

+1.31%

Average Drawdown

Average peak-to-trough decline

-5.00%

-8.55%

+3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.31%

-0.17%

Volatility

RDVY vs. CLU.NEO - Volatility Comparison

First Trust Rising Dividend Achievers ETF (RDVY) has a higher volatility of 4.01% compared to iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) at 2.42%. This indicates that RDVY's price experiences larger fluctuations and is considered to be riskier than CLU.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDVYCLU.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

2.42%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

8.33%

+2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

11.60%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

18.03%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

21.54%

-0.43%

RDVY vs. CLU.NEO - Expense Ratio Comparison

RDVY has a 0.50% expense ratio, which is lower than CLU.NEO's 0.72% expense ratio.


Dividends

RDVY vs. CLU.NEO - Dividend Comparison

RDVY's dividend yield for the trailing twelve months is around 0.91%, less than CLU.NEO's 1.20% yield.


PositionTTM20252024202320222021202020192018201720162015
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
1.20%1.31%1.32%1.35%1.63%1.19%1.66%1.46%1.77%1.46%1.63%1.87%
RDVY
First Trust Rising Dividend Achievers ETF
0.91%1.11%1.64%2.09%2.21%1.04%1.53%1.55%1.68%1.25%2.07%2.14%

Frequently Asked Questions


RDVY and CLU.NEO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RDVY is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RDVY is cheaper with a 0.50% expense ratio, compared with 0.72% for CLU.NEO.

RDVY tracks NASDAQ US Rising Dividend Achievers, while CLU.NEO tracks FTSE RAFI US 1000 Canadian Dollar Hedged Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.50% for RDVY and 0.72% for CLU.NEO.

Portfolio Optimizer

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