PortfoliosLab logoPortfoliosLab logo
RIDH.TO vs. KNGX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIDH.TO vs. KNGX.TO - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with RIDH.TO having a 16.37% return and KNGX.TO slightly lower at 15.57%.


RIDH.TO

1D
-1.23%
1M
1.94%
6M
10.08%
YTD
16.37%
1Y
36.80%
3Y*
21.98%
5Y*
15.14%
10Y*
11.11%
ALL TIME*
10.01%

KNGX.TO

1D
-0.07%
1M
3.65%
6M
7.87%
YTD
15.57%
1Y
38.37%
3Y*
5Y*
10Y*
ALL TIME*
21.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$7.43KCA$6.89KCA$16.70K
CA$18.38KCA$62.92KCA$73.93K

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


2026 (YTD)20252024
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
16.37%32.49%-2.06%
KNGX.TO
Brompton International Cash Flow Kings ETF
15.57%35.23%-5.77%

Correlation

The correlation between RIDH.TO and KNGX.TO is 0.47, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.40

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

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

Compare historical risk-adjusted metric ranks over the past 12 months.

RIDH.TO
RIDH.TO Risk / Return Rank: 9393
Overall Rank
RIDH.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RIDH.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
RIDH.TO Omega Ratio Rank: 9494
Omega Ratio Rank
RIDH.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
RIDH.TO Martin Ratio Rank: 9393
Martin Ratio Rank

KNGX.TO
KNGX.TO Risk / Return Rank: 9494
Overall Rank
KNGX.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
KNGX.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
KNGX.TO Omega Ratio Rank: 9393
Omega Ratio Rank
KNGX.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
KNGX.TO Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) and Brompton International Cash Flow Kings ETF (KNGX.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.


RIDH.TOKNGX.TODifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.53

1.50

+0.03

Calmar ratioReturn relative to maximum drawdown

3.95

5.85

-1.90

Martin ratioReturn relative to average drawdown

17.82

17.29

+0.53

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

The current RIDH.TO Sharpe Ratio is 2.86, which is comparable to the KNGX.TO Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of RIDH.TO and KNGX.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...

Drawdowns

RIDH.TO vs. KNGX.TO - Drawdown Comparison

The maximum RIDH.TO drawdown since its inception was -34.53%, which is greater than KNGX.TO's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for RIDH.TO and KNGX.TO.


Loading charts...

Drawdown Indicators


RIDH.TOKNGX.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.53%

-13.51%

-21.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-6.27%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-14.33%

Max Drawdown (5Y)

Largest decline over 5 years

-15.01%

Max Drawdown (10Y)

Largest decline over 10 years

-34.53%

Current Drawdown

Current decline from peak

-1.23%

-0.63%

-0.60%

Average Drawdown

Average peak-to-trough decline

-4.38%

-2.29%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.12%

-0.19%

Volatility

RIDH.TO vs. KNGX.TO - Volatility Comparison

RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) has a higher volatility of 3.24% compared to Brompton International Cash Flow Kings ETF (KNGX.TO) at 2.90%. This indicates that RIDH.TO's price experiences larger fluctuations and is considered to be riskier than KNGX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RIDH.TOKNGX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

2.90%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

10.23%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

13.41%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.66%

14.89%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

14.89%

+0.85%

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

RIDH.TO has a 0.54% expense ratio, which is lower than KNGX.TO's 0.55% expense ratio.


Dividends

RIDH.TO vs. KNGX.TO - Dividend Comparison

RIDH.TO's dividend yield for the trailing twelve months is around 3.06%, more than KNGX.TO's 2.18% yield.


PositionTTM20252024202320222021202020192018201720162015
KNGX.TO
Brompton International Cash Flow Kings ETF
2.18%2.16%1.04%0.00%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
3.06%3.10%3.69%3.70%4.41%2.63%3.63%4.07%4.55%2.91%3.33%3.28%

Frequently Asked Questions


RIDH.TO and KNGX.TO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RIDH.TO is cheaper at 0.54% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RIDH.TO is cheaper with a 0.54% expense ratio, compared with 0.55% for KNGX.TO.

They also come from different issuers: RBC and Brompton. Their fees differ too: 0.54% for RIDH.TO and 0.55% for KNGX.TO.

Portfolio Optimizer

Find the right allocation for RIDH.TO and KNGX.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