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

Performance

RPD.TO vs. RCDB.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Quant European Dividend Leaders ETF (RPD.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, RPD.TO achieves a 16.20% return, which is significantly higher than RCDB.NEO's 1.36% return.


RPD.TO

1D
0.00%
1M
-0.42%
6M
11.45%
YTD
16.20%
1Y
33.74%
3Y*
23.92%
5Y*
14.90%
10Y*
9.99%

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)

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


2026 (YTD)2025202420232022202120202019
RPD.TO
RBC Quant European Dividend Leaders ETF
16.20%39.81%9.01%20.93%-10.71%17.45%-1.87%5.47%
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 RPD.TO and RCDB.NEO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.14

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

0.09

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

0.08

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Return for Risk

RPD.TO vs. RCDB.NEO — Risk / Return Rank

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

RPD.TO
RPD.TO Risk / Return Rank: 8787
Overall Rank
RPD.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
RPD.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
RPD.TO Omega Ratio Rank: 8888
Omega Ratio Rank
RPD.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
RPD.TO Martin Ratio Rank: 8585
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.

RPD.TO vs. RCDB.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Quant European Dividend Leaders ETF (RPD.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.


RPD.TORCDB.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.44

1.29

+0.15

Calmar ratioReturn relative to maximum drawdown

3.58

2.25

+1.33

Martin ratioReturn relative to average drawdown

13.68

7.88

+5.80

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

The current RPD.TO Sharpe Ratio is 2.42, which is higher than the RCDB.NEO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of RPD.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

RPD.TO vs. RCDB.NEO - Drawdown Comparison

The maximum RPD.TO drawdown since its inception was -34.70%, 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 RPD.TO and RCDB.NEO.


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Drawdown Indicators


RPD.TORCDB.NEODifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-8.31%

-26.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-1.59%

-7.89%

Max Drawdown (3Y)

Largest decline over 3 years

-13.77%

-1.59%

-12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

-6.90%

-19.58%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

Current Drawdown

Current decline from peak

-2.50%

-0.19%

-2.31%

Average Drawdown

Average peak-to-trough decline

-6.09%

-1.39%

-4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

0.45%

+2.02%

Volatility

RPD.TO vs. RCDB.NEO - Volatility Comparison

RBC Quant European Dividend Leaders ETF (RPD.TO) has a higher volatility of 3.21% compared to RBC Canadian Discount Bond ETF (RCDB.NEO) at 0.63%. This indicates that RPD.TO's price experiences larger fluctuations and is considered to be riskier 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


RPD.TORCDB.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

0.63%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

1.69%

+10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

2.31%

+11.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

2.84%

+11.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

5.44%

+10.10%

Dividends

RPD.TO vs. RCDB.NEO - Dividend Comparison

RPD.TO's dividend yield for the trailing twelve months is around 2.85%, more than RCDB.NEO's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
RPD.TO
RBC Quant European Dividend Leaders ETF
2.85%2.97%3.46%3.47%3.63%2.37%3.14%5.53%5.54%3.01%3.63%3.10%

Frequently Asked Questions


RPD.TO and RCDB.NEO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RPD.TO is categorized as Europe Equities, while RCDB.NEO is Short-Term Bond.

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