PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
RPD.TO vs. VE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RPD.TO vs. VE.TO

Last updated Jul 16, 2026
Documentation

RPD.TO (RBC Quant European Dividend Leaders ETF) and VE.TO (Vanguard FTSE Developed Europe All Cap Index ETF) are both Europe Equities funds. RPD.TO is actively managed, while VE.TO is passively managed. Over the past 10 years, RPD.TO returned 9.99%/yr vs 10.63%/yr for VE.TO. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

RPD.TO vs. VE.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 Vanguard FTSE Developed Europe All Cap Index ETF (VE.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RPD.TO achieves a 16.20% return, which is significantly higher than VE.TO's 10.86% return. Over the past 10 years, RPD.TO has underperformed VE.TO with an annualized return of 9.99%, while VE.TO has yielded a comparatively higher 10.63% 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%

VE.TO

1D
0.68%
1M
0.99%
6M
6.57%
YTD
10.86%
1Y
21.90%
3Y*
18.07%
5Y*
11.53%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RPD.TO vs. VE.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%
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF		10.86%29.58%10.77%16.67%-10.08%15.65%3.00%18.14%-7.96%18.82%

Correlation

The correlation between RPD.TO and VE.TO is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.84

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

0.57

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

0.48

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

0.51

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

0.52

Over the past year, RPD.TO and VE.TO have become more correlated (0.84) than their long-term average of 0.52, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

RBC Quant European Dividend Leaders ETF

Vanguard FTSE Developed Europe All Cap Index ETF

Often compared with VE.TO:
VE.TO vs. VIU.TOVE.TO vs. XEU.TOVE.TO vs. QQQVE.TO vs. VA.TOVE.TO vs. VEAVE.TO vs. XEF.TOVE.TO vs. VXC.TO

Return for Risk

RPD.TO vs. VE.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
VE.TO
VE.TO Risk / Return Rank: 4949
Overall Rank
VE.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VE.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
VE.TO Omega Ratio Rank: 5151
Omega Ratio Rank
VE.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
VE.TO Martin Ratio Rank: 4949
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. VE.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 Vanguard FTSE Developed Europe All Cap Index ETF (VE.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.TOVE.TODifference
Sharpe ratioReturn per unit of total volatility
2.42
1.44

+0.98

Sortino ratioReturn per unit of downside risk
3.44
2.11

+1.33

Omega ratioGain probability vs. loss probability

1.44

1.26

+0.18

Calmar ratioReturn relative to maximum drawdown

3.58

1.73

+1.84

Martin ratioReturn relative to average drawdown

13.68

6.70

+6.98

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

The current RPD.TO Sharpe Ratio is 2.42, which is higher than the VE.TO Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of RPD.TO and VE.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

RPD.TO vs. VE.TO - Drawdown Comparison

The maximum RPD.TO drawdown since its inception was -34.70%, which is greater than VE.TO's maximum drawdown of -31.66%. Use the drawdown chart below to compare losses from any high point for RPD.TO and VE.TO.

Loading charts...

Drawdown Indicators

RPD.TOVE.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-31.66%

-3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-12.68%

+3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-13.77%

-14.67%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

-27.25%

+0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

-31.66%

-3.04%

Current Drawdown

Current decline from peak

-2.50%

-2.15%

-0.35%

Average Drawdown

Average peak-to-trough decline

-6.09%

-5.55%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.27%

-0.80%

Volatility

RPD.TO vs. VE.TO - Volatility Comparison

RBC Quant European Dividend Leaders ETF (RPD.TO) has a higher volatility of 3.21% compared to Vanguard FTSE Developed Europe All Cap Index ETF (VE.TO) at 2.98%. This indicates that RPD.TO's price experiences larger fluctuations and is considered to be riskier than VE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

RPD.TOVE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.98%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

13.19%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

15.30%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

15.16%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

15.84%

-0.30%

Dividends

RPD.TO vs. VE.TO - Dividend Comparison

RPD.TO's dividend yield for the trailing twelve months is around 2.85%, more than VE.TO's 2.64% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF		2.64%2.58%2.97%2.97%3.19%2.97%2.41%3.79%3.57%2.22%2.33%2.47%

Frequently Asked Questions

RPD.TO and VE.TO have a correlation of 0.84, 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 Vanguard.

Portfolio Optimizer

Find the right allocation for RPD.TO and VE.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