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

Performance

RIDH.TO vs. RUSB.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 Short Term U.S. Corporate Bond ETF (RUSB.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RIDH.TO achieves a 15.04% return, which is significantly higher than RUSB.TO's 3.05% return.


RIDH.TO

1D
-0.12%
1M
0.44%
6M
10.23%
YTD
15.04%
1Y
34.60%
3Y*
22.14%
5Y*
14.75%
10Y*
11.11%

RUSB.TO

1D
-0.09%
1M
-0.28%
6M
1.59%
YTD
3.05%
1Y
6.15%
3Y*
7.50%
5Y*
4.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
15.04%32.49%12.69%17.54%-3.96%19.17%-4.59%19.55%-9.26%-1.00%
RUSB.TO
RBC Short Term U.S. Corporate Bond ETF
3.05%1.61%13.88%3.94%-0.28%-0.52%1.46%2.36%7.83%-0.13%

Correlation

The correlation between RIDH.TO and RUSB.TO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

-0.06

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2017

-0.11

The correlation between RIDH.TO and RUSB.TO shifts across timeframes, from -0.11 (all time) to 0.05 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RIDH.TO vs. RUSB.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: 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

RUSB.TO
RUSB.TO Risk / Return Rank: 3737
Overall Rank
RUSB.TO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RUSB.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
RUSB.TO Omega Ratio Rank: 4040
Omega Ratio Rank
RUSB.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
RUSB.TO Martin Ratio Rank: 3333
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. RUSB.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 Short Term U.S. Corporate Bond ETF (RUSB.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.TORUSB.TODifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.55

1.21

+0.34

Calmar ratioReturn relative to maximum drawdown

4.01

1.72

+2.29

Martin ratioReturn relative to average drawdown

17.93

3.74

+14.19

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

The current RIDH.TO Sharpe Ratio is 2.89, which is higher than the RUSB.TO Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of RIDH.TO and RUSB.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.


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Drawdowns

RIDH.TO vs. RUSB.TO - Drawdown Comparison

The maximum RIDH.TO drawdown since its inception was -34.53%, which is greater than RUSB.TO's maximum drawdown of -14.28%. Use the drawdown chart below to compare losses from any high point for RIDH.TO and RUSB.TO.


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Drawdown Indicators


RIDH.TORUSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.53%

-14.28%

-20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-3.60%

-5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-14.33%

-5.26%

-9.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.01%

-8.10%

-6.91%

Max Drawdown (10Y)

Largest decline over 10 years

-34.53%

Current Drawdown

Current decline from peak

-0.38%

-1.81%

+1.43%

Average Drawdown

Average peak-to-trough decline

-4.40%

-4.11%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.65%

+0.28%

Volatility

RIDH.TO vs. RUSB.TO - Volatility Comparison

RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) has a higher volatility of 3.09% compared to RBC Short Term U.S. Corporate Bond ETF (RUSB.TO) at 1.69%. This indicates that RIDH.TO's price experiences larger fluctuations and is considered to be riskier than RUSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIDH.TORUSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

1.69%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

4.13%

+5.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

6.37%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

6.95%

+6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

6.95%

+8.81%

Dividends

RIDH.TO vs. RUSB.TO - Dividend Comparison

RIDH.TO's dividend yield for the trailing twelve months is around 3.03%, less than RUSB.TO's 4.14% yield.


PositionTTM20252024202320222021202020192018201720162015
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
3.03%3.10%3.69%3.70%4.41%2.63%3.63%4.07%4.55%2.91%3.33%3.28%
RUSB.TO
RBC Short Term U.S. Corporate Bond ETF
4.14%3.96%3.38%3.26%2.48%2.30%2.78%2.80%1.90%0.41%0.00%0.00%

Frequently Asked Questions


RIDH.TO and RUSB.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RIDH.TO is categorized as Foreign Large Cap Equities, while RUSB.TO is Short-Term Bond.

Portfolio Optimizer

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