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

Performance

RIDH.TO vs. RBNK.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 RBC Canadian Bank Yield Index ETF (RBNK.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
7.03%31.43%17.07%25.01%-2.03%24.91%-3.01%25.66%-5.74%-0.55%
RBNK.TO
RBC Canadian Bank Yield Index ETF
1.94%44.94%22.08%11.01%-13.14%40.30%3.34%16.82%-9.14%3.71%

Returns By Period

In the year-to-date period, RIDH.TO achieves a 7.03% return, which is significantly higher than RBNK.TO's 1.94% return.


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%

RBNK.TO

1D
2.60%
1M
-4.12%
YTD
1.94%
6M
13.12%
1Y
51.38%
3Y*
25.27%
5Y*
16.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

RIDH.TO has a 0.54% expense ratio, which is higher than RBNK.TO's 0.32% expense ratio.


Return for Risk

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

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

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

RBNK.TO
RBNK.TO Risk / Return Rank: 9898
Overall Rank
RBNK.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
RBNK.TO Omega Ratio Rank: 9898
Omega Ratio Rank
RBNK.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
RBNK.TO Martin Ratio Rank: 9898
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.

RIDH.TO vs. RBNK.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 RBC Canadian Bank Yield Index ETF (RBNK.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.


RIDH.TORBNK.TODifference

Sharpe ratio

Return per unit of total volatility

1.91

3.79

-1.87

Sortino ratio

Return per unit of downside risk

2.66

4.81

-2.14

Omega ratio

Gain probability vs. loss probability

1.42

1.73

-0.31

Calmar ratio

Return relative to maximum drawdown

2.56

5.70

-3.15

Martin ratio

Return relative to average drawdown

11.94

22.90

-10.96

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

The current RIDH.TO Sharpe Ratio is 1.91, which is lower than the RBNK.TO Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of RIDH.TO and RBNK.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


RIDH.TORBNK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

3.79

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

1.18

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.71

+0.17

Correlation

The correlation between RIDH.TO and RBNK.TO is 0.43, 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

RIDH.TO vs. RBNK.TO - Dividend Comparison

RIDH.TO's dividend yield for the trailing twelve months is around 3.05%, less than RBNK.TO's 3.47% yield.


TTM20252024202320222021202020192018201720162015
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%
RBNK.TO
RBC Canadian Bank Yield Index ETF
3.47%3.39%4.50%4.77%4.49%3.07%4.18%3.86%4.06%0.56%0.00%0.00%

Drawdowns

RIDH.TO vs. RBNK.TO - Drawdown Comparison

The maximum RIDH.TO drawdown since its inception was -34.34%, smaller than the maximum RBNK.TO drawdown of -39.08%. Use the drawdown chart below to compare losses from any high point for RIDH.TO and RBNK.TO.


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Drawdown Indicators


RIDH.TORBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.34%

-39.08%

+4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-9.08%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-14.33%

-28.64%

+14.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.34%

Current Drawdown

Current decline from peak

-4.03%

-6.41%

+2.38%

Average Drawdown

Average peak-to-trough decline

-3.16%

-7.69%

+4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.26%

+0.28%

Volatility

RIDH.TO vs. RBNK.TO - Volatility Comparison

RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) and RBC Canadian Bank Yield Index ETF (RBNK.TO) have volatilities of 6.28% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIDH.TORBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

6.29%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

10.42%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

13.64%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

13.63%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

18.24%

-2.37%