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RPF.TO vs. XPF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPF.TO vs. XPF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Canadian Preferred Share ETF (RPF.TO) and iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) (XPF.TO). The values are adjusted to include any dividend payments, if applicable.

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RPF.TO vs. XPF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPF.TO
RBC Canadian Preferred Share ETF
1.93%19.23%28.54%3.28%-18.37%23.47%6.47%0.25%-9.87%16.06%
XPF.TO
iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged)
-1.88%9.33%14.80%7.19%-19.48%11.51%5.34%8.88%-7.32%10.03%

Returns By Period

In the year-to-date period, RPF.TO achieves a 1.93% return, which is significantly higher than XPF.TO's -1.88% return.


RPF.TO

1D
0.73%
1M
-0.36%
YTD
1.93%
6M
6.76%
1Y
18.88%
3Y*
17.51%
5Y*
7.92%
10Y*

XPF.TO

1D
0.07%
1M
-2.59%
YTD
-1.88%
6M
-0.29%
1Y
6.86%
3Y*
8.44%
5Y*
2.51%
10Y*
3.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPF.TO vs. XPF.TO - Expense Ratio Comparison

RPF.TO has a 0.58% expense ratio, which is higher than XPF.TO's 0.50% expense ratio.


Return for Risk

RPF.TO vs. XPF.TO — Risk / Return Rank

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

RPF.TO
RPF.TO Risk / Return Rank: 9191
Overall Rank
RPF.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RPF.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
RPF.TO Omega Ratio Rank: 9898
Omega Ratio Rank
RPF.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
RPF.TO Martin Ratio Rank: 8989
Martin Ratio Rank

XPF.TO
XPF.TO Risk / Return Rank: 4949
Overall Rank
XPF.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XPF.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
XPF.TO Omega Ratio Rank: 5151
Omega Ratio Rank
XPF.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
XPF.TO Martin Ratio Rank: 4545
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.

RPF.TO vs. XPF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Canadian Preferred Share ETF (RPF.TO) and iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) (XPF.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.


RPF.TOXPF.TODifference

Sharpe ratio

Return per unit of total volatility

2.68

0.99

+1.69

Sortino ratio

Return per unit of downside risk

3.18

1.30

+1.89

Omega ratio

Gain probability vs. loss probability

1.69

1.19

+0.49

Calmar ratio

Return relative to maximum drawdown

2.15

1.12

+1.03

Martin ratio

Return relative to average drawdown

11.72

4.29

+7.43

RPF.TO vs. XPF.TO - Sharpe Ratio Comparison

The current RPF.TO Sharpe Ratio is 2.68, which is higher than the XPF.TO Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of RPF.TO and XPF.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RPF.TOXPF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

0.99

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.30

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.28

+0.33

Correlation

The correlation between RPF.TO and XPF.TO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RPF.TO vs. XPF.TO - Dividend Comparison

RPF.TO's dividend yield for the trailing twelve months is around 5.11%, less than XPF.TO's 5.28% yield.


TTM20252024202320222021202020192018201720162015
RPF.TO
RBC Canadian Preferred Share ETF
5.11%5.08%5.48%6.17%5.65%4.22%5.24%5.06%4.51%3.94%1.10%0.00%
XPF.TO
iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged)
5.28%5.08%5.21%5.74%5.46%4.30%4.95%5.12%4.94%4.59%5.14%5.11%

Drawdowns

RPF.TO vs. XPF.TO - Drawdown Comparison

The maximum RPF.TO drawdown since its inception was -45.69%, roughly equal to the maximum XPF.TO drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for RPF.TO and XPF.TO.


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Drawdown Indicators


RPF.TOXPF.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.69%

-43.52%

-2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-5.49%

-3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-26.37%

-24.67%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-43.52%

Current Drawdown

Current decline from peak

-0.56%

-3.59%

+3.03%

Average Drawdown

Average peak-to-trough decline

-7.77%

-4.82%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.44%

+0.16%

Volatility

RPF.TO vs. XPF.TO - Volatility Comparison

The current volatility for RBC Canadian Preferred Share ETF (RPF.TO) is 1.57%, while iShares S&P/TSX North American Preferred Stock Index ETF (CAD-Hedged) (XPF.TO) has a volatility of 1.97%. This indicates that RPF.TO experiences smaller price fluctuations and is considered to be less risky than XPF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPF.TOXPF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

1.97%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.18%

4.16%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.08%

6.64%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

8.50%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.44%

14.43%

-1.99%