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RLB.TO vs. RCDB.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLB.TO vs. RCDB.NEO - 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 RBC Canadian Discount Bond ETF (RCDB.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RLB.TO achieves a 1.23% return, which is significantly lower than RCDB.NEO's 1.36% return.


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%

RCDB.NEO

1D
0.09%
1M
0.02%
6M
1.03%
YTD
1.36%
1Y
3.56%
3Y*
5.00%
5Y*
2.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLB.TO vs. RCDB.NEO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RLB.TO
RBC 1-5 Year Laddered Canadian Bond ETF
1.23%3.97%5.39%5.93%-5.15%-0.78%5.76%0.82%
RCDB.NEO
RBC Canadian Discount Bond ETF
1.36%3.75%5.58%5.68%-4.07%-0.68%5.61%0.58%

Correlation

The correlation between RLB.TO and RCDB.NEO is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2019

0.46

The correlation between RLB.TO and RCDB.NEO has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

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Return for Risk

RLB.TO vs. RCDB.NEO — 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

RCDB.NEO
RCDB.NEO Risk / Return Rank: 5656
Overall Rank
RCDB.NEO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
RCDB.NEO Sortino Ratio Rank: 5757
Sortino Ratio Rank
RCDB.NEO Omega Ratio Rank: 5959
Omega Ratio Rank
RCDB.NEO Calmar Ratio Rank: 5454
Calmar Ratio Rank
RCDB.NEO Martin Ratio Rank: 5656
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. RCDB.NEO - 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 RBC Canadian Discount Bond ETF (RCDB.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.

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.TORCDB.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.29

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

2.28

2.25

+0.03

Martin ratioReturn relative to average drawdown

7.18

7.88

-0.69

RLB.TO vs. RCDB.NEO - Sharpe Ratio Comparison

The current RLB.TO Sharpe Ratio is 1.44, which is comparable to the RCDB.NEO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of RLB.TO and RCDB.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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Drawdowns

RLB.TO vs. RCDB.NEO - Drawdown Comparison

The maximum RLB.TO drawdown since its inception was -13.93%, which is greater than RCDB.NEO's maximum drawdown of -8.31%. Use the drawdown chart below to compare losses from any high point for RLB.TO and RCDB.NEO.


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Drawdown Indicators


RLB.TORCDB.NEODifference

Max Drawdown

Largest peak-to-trough decline

-13.93%

-8.31%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.48%

-1.59%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-1.48%

-1.59%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-7.68%

-6.90%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-13.93%

Current Drawdown

Current decline from peak

-0.16%

-0.19%

+0.03%

Average Drawdown

Average peak-to-trough decline

-1.52%

-1.39%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

0.45%

+0.02%

Volatility

RLB.TO vs. RCDB.NEO - Volatility Comparison

The current volatility for RBC 1-5 Year Laddered Canadian Bond ETF (RLB.TO) is 0.53%, while RBC Canadian Discount Bond ETF (RCDB.NEO) has a volatility of 0.63%. This indicates that RLB.TO experiences smaller price fluctuations and is considered to be less risky than RCDB.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RLB.TORCDB.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

0.63%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

1.69%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

2.31%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.01%

2.84%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.40%

5.44%

-1.04%

Dividends

RLB.TO vs. RCDB.NEO - Dividend Comparison

RLB.TO's dividend yield for the trailing twelve months is around 3.47%, more than RCDB.NEO's 2.17% yield.


PositionTTM2025202420232022202120202019201820172016
RCDB.NEO
RBC Canadian Discount Bond ETF
2.17%1.96%1.58%1.22%1.16%1.33%1.68%0.78%0.00%0.00%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 RCDB.NEO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RLB.TO is categorized as Total Bond Market, while RCDB.NEO is Short-Term Bond.

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