PortfoliosLab logoPortfoliosLab logo
RLB.TO vs. DCU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLB.TO vs. DCU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC 1-5 Year Laddered Canadian Bond ETF (RLB.TO) and Desjardins Canadian Universe Bond Index ETF (DCU.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 RLB.TO having a 1.23% return and DCU.TO slightly higher at 1.27%.


RLB.TO

1D
0.11%
1M
-0.05%
6M
0.96%
YTD
1.23%
1Y
3.35%
3Y*
5.06%
5Y*
2.10%
10Y*
2.15%

DCU.TO

1D
0.17%
1M
-0.44%
6M
0.65%
YTD
1.27%
1Y
4.20%
3Y*
4.06%
5Y*
0.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLB.TO vs. DCU.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLB.TO
RBC 1-5 Year Laddered Canadian Bond ETF
1.23%3.97%5.39%5.93%-5.15%-0.78%5.76%4.54%1.07%-0.79%
DCU.TO
Desjardins Canadian Universe Bond Index ETF
1.27%2.19%3.83%6.53%-11.04%-2.76%8.04%6.70%0.31%1.59%

Correlation

The correlation between RLB.TO and DCU.TO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.51

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

0.50

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2017

0.37

The correlation between RLB.TO and DCU.TO shifts across timeframes, from 0.37 (all time) to 0.51 (3 years), reflecting how their relationship changes across market environments.

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

RLB.TO vs. DCU.TO — Risk / Return Rank

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

RLB.TO
RLB.TO Risk / Return Rank: 5353
Overall Rank
RLB.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
RLB.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
RLB.TO Omega Ratio Rank: 5858
Omega Ratio Rank
RLB.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
RLB.TO Martin Ratio Rank: 5252
Martin Ratio Rank

DCU.TO
DCU.TO Risk / Return Rank: 3333
Overall Rank
DCU.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DCU.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
DCU.TO Omega Ratio Rank: 3535
Omega Ratio Rank
DCU.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
DCU.TO Martin Ratio Rank: 3232
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.

RLB.TO vs. DCU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC 1-5 Year Laddered Canadian Bond ETF (RLB.TO) and Desjardins Canadian Universe Bond Index ETF (DCU.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.


RLB.TODCU.TODifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.29

1.20

+0.09

Calmar ratioReturn relative to maximum drawdown

2.28

1.53

+0.75

Martin ratioReturn relative to average drawdown

7.18

3.78

+3.41

RLB.TO vs. DCU.TO - Sharpe Ratio Comparison

The current RLB.TO Sharpe Ratio is 1.44, which is higher than the DCU.TO Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of RLB.TO and DCU.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

RLB.TO vs. DCU.TO - Drawdown Comparison

The maximum RLB.TO drawdown since its inception was -13.93%, smaller than the maximum DCU.TO drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for RLB.TO and DCU.TO.


Loading charts...

Drawdown Indicators


RLB.TODCU.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.93%

-17.81%

+3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.48%

-2.76%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-1.48%

-4.43%

+2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-7.68%

-15.40%

+7.72%

Max Drawdown (10Y)

Largest decline over 10 years

-13.93%

Current Drawdown

Current decline from peak

-0.16%

-1.90%

+1.74%

Average Drawdown

Average peak-to-trough decline

-1.52%

-5.21%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

1.11%

-0.64%

Volatility

RLB.TO vs. DCU.TO - Volatility Comparison

The current volatility for RBC 1-5 Year Laddered Canadian Bond ETF (RLB.TO) is 0.53%, while Desjardins Canadian Universe Bond Index ETF (DCU.TO) has a volatility of 1.06%. This indicates that RLB.TO experiences smaller price fluctuations and is considered to be less risky than DCU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RLB.TODCU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

1.06%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

3.29%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

4.12%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.01%

6.25%

-3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.40%

6.29%

-1.89%

Dividends

RLB.TO vs. DCU.TO - Dividend Comparison

RLB.TO's dividend yield for the trailing twelve months is around 3.47%, more than DCU.TO's 3.17% yield.


PositionTTM2025202420232022202120202019201820172016
DCU.TO
Desjardins Canadian Universe Bond Index ETF
3.17%3.07%2.92%2.58%3.49%3.00%2.82%2.79%2.90%2.12%0.00%
RLB.TO
RBC 1-5 Year Laddered Canadian Bond ETF
3.47%3.25%2.99%2.65%2.54%2.27%2.44%2.66%2.81%2.95%2.32%

Frequently Asked Questions


RLB.TO and DCU.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.

They also come from different issuers: RBC and Desjardins.

Portfolio Optimizer

Find the right allocation for RLB.TO and DCU.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