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

Performance

RQO.TO vs. RCDB.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Target 2026 Corporate Bond Index ETF (RQO.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, RQO.TO achieves a 1.23% return, which is significantly lower than RCDB.NEO's 1.36% return.


RQO.TO

1D
0.05%
1M
0.24%
6M
1.17%
YTD
1.23%
1Y
2.90%
3Y*
5.11%
5Y*
1.59%
10Y*

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)

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


2026 (YTD)202520242023202220212020
RQO.TO
RBC Target 2026 Corporate Bond Index ETF
1.23%3.57%5.40%6.86%-7.50%-2.27%0.63%
RCDB.NEO
RBC Canadian Discount Bond ETF
1.36%3.75%5.58%5.68%-4.07%-0.68%0.68%

Correlation

The correlation between RQO.TO and RCDB.NEO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.58

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

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2020

0.55

Over the past year, the correlation between RQO.TO and RCDB.NEO has dropped to 0.25 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

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

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

RQO.TO
RQO.TO Risk / Return Rank: 9898
Overall Rank
RQO.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RQO.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
RQO.TO Omega Ratio Rank: 9898
Omega Ratio Rank
RQO.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
RQO.TO Martin Ratio Rank: 9999
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.

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

This table presents a comparison of risk-adjusted performance metrics for RBC Target 2026 Corporate Bond Index ETF (RQO.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.


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

+2.57

Sortino ratioReturn per unit of downside risk

+4.92

Omega ratioGain probability vs. loss probability

2.05

1.29

+0.76

Calmar ratioReturn relative to maximum drawdown

27.50

2.25

+25.24

Martin ratioReturn relative to average drawdown

91.66

7.88

+83.78

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

The current RQO.TO Sharpe Ratio is 4.12, which is higher than the RCDB.NEO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of RQO.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

RQO.TO vs. RCDB.NEO - Drawdown Comparison

The maximum RQO.TO drawdown since its inception was -12.86%, 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 RQO.TO and RCDB.NEO.


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Drawdown Indicators


RQO.TORCDB.NEODifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

-8.31%

-4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

-1.59%

+1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

-1.59%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-11.65%

-6.90%

-4.75%

Current Drawdown

Current decline from peak

0.00%

-0.19%

+0.19%

Average Drawdown

Average peak-to-trough decline

-3.73%

-1.39%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.45%

-0.42%

Volatility

RQO.TO vs. RCDB.NEO - Volatility Comparison

The current volatility for RBC Target 2026 Corporate Bond Index ETF (RQO.TO) is 0.15%, while RBC Canadian Discount Bond ETF (RCDB.NEO) has a volatility of 0.63%. This indicates that RQO.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


RQO.TORCDB.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.63%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

0.47%

1.69%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

0.72%

2.31%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.98%

2.84%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.93%

5.44%

-2.51%

Dividends

RQO.TO vs. RCDB.NEO - Dividend Comparison

RQO.TO's dividend yield for the trailing twelve months is around 3.03%, more than RCDB.NEO's 2.17% yield.


PositionTTM2025202420232022202120202019
RCDB.NEO
RBC Canadian Discount Bond ETF
2.17%1.96%1.58%1.22%1.16%1.33%1.68%0.78%
RQO.TO
RBC Target 2026 Corporate Bond Index ETF
3.03%2.66%2.56%1.98%1.86%1.97%0.52%0.00%

Frequently Asked Questions


RQO.TO and RCDB.NEO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RQO.TO is categorized as Corporate Bonds, while RCDB.NEO is Short-Term Bond.

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