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

Performance

RPD.TO vs. RIDH.TO - 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 Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with RPD.TO having a 16.20% return and RIDH.TO slightly lower at 15.46%. Over the past 10 years, RPD.TO has underperformed RIDH.TO with an annualized return of 9.99%, while RIDH.TO has yielded a comparatively higher 11.04% annualized 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%

RIDH.TO

1D
-0.02%
1M
1.56%
6M
11.06%
YTD
15.46%
1Y
35.68%
3Y*
22.91%
5Y*
14.84%
10Y*
11.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
RPD.TO
RBC Quant European Dividend Leaders ETF
16.20%39.81%9.01%20.93%-10.71%17.45%-1.87%10.32%-9.50%11.02%
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
15.46%32.49%12.69%17.54%-3.96%19.17%-4.59%19.55%-9.26%9.71%

Correlation

The correlation between RPD.TO and RIDH.TO is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.45

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

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2014

0.42

Over the past year, RPD.TO and RIDH.TO have become more correlated (0.62) than their long-term average of 0.42, meaning their price movements have been converging.

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Return for Risk

RPD.TO vs. RIDH.TO — 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

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
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. RIDH.TO - 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 Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.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.


RPD.TORIDH.TODifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.44

1.56

-0.12

Calmar ratioReturn relative to maximum drawdown

3.58

4.14

-0.56

Martin ratioReturn relative to average drawdown

13.68

18.50

-4.82

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

The current RPD.TO Sharpe Ratio is 2.42, which is comparable to the RIDH.TO Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of RPD.TO and RIDH.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

RPD.TO vs. RIDH.TO - Drawdown Comparison

The maximum RPD.TO drawdown since its inception was -34.70%, roughly equal to the maximum RIDH.TO drawdown of -34.53%. Use the drawdown chart below to compare losses from any high point for RPD.TO and RIDH.TO.


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Drawdown Indicators


RPD.TORIDH.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-34.53%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-8.67%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-13.77%

-14.33%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

-15.01%

-11.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

-34.53%

-0.17%

Current Drawdown

Current decline from peak

-2.50%

-0.02%

-2.48%

Average Drawdown

Average peak-to-trough decline

-6.09%

-4.40%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

1.93%

+0.54%

Volatility

RPD.TO vs. RIDH.TO - Volatility Comparison

RBC Quant European Dividend Leaders ETF (RPD.TO) and RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) have volatilities of 3.21% and 3.14%, 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


RPD.TORIDH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

3.14%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

9.92%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

12.02%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

13.76%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

15.76%

-0.22%

Dividends

RPD.TO vs. RIDH.TO - Dividend Comparison

RPD.TO's dividend yield for the trailing twelve months is around 2.85%, less than RIDH.TO's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
3.02%3.10%3.69%3.70%4.41%2.63%3.63%4.07%4.55%2.91%3.33%3.28%
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 RIDH.TO have a correlation of 0.62, 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 RIDH.TO is Foreign Large Cap Equities.

Portfolio Optimizer

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