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RS.TO vs. VEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RS.TO vs. VEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Real Estate Split Corp. (RS.TO) and Vanguard All-Equity ETF Portfolio (VEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RS.TO achieves a 14.65% return, which is significantly higher than VEQT.TO's 13.42% return.


RS.TO

1D
-0.41%
1M
-0.01%
YTD
14.65%
6M
18.22%
1Y
18.12%
3Y*
21.65%
5Y*
25.20%
10Y*

VEQT.TO

1D
0.59%
1M
5.93%
YTD
13.42%
6M
12.84%
1Y
32.66%
3Y*
22.69%
5Y*
14.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RS.TO vs. VEQT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RS.TO
Real Estate Split Corp.
14.65%-5.54%46.43%39.95%1.16%68.30%-1.68%
VEQT.TO
Vanguard All-Equity ETF Portfolio
13.42%20.37%24.73%16.70%-10.76%19.62%3.37%

Correlation

The correlation between RS.TO and VEQT.TO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.36

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

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2020

0.32

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Return for Risk

RS.TO vs. VEQT.TO — Risk / Return Rank

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

RS.TO
RS.TO Risk / Return Rank: 7373
Overall Rank
RS.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
RS.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
RS.TO Omega Ratio Rank: 7272
Omega Ratio Rank
RS.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
RS.TO Martin Ratio Rank: 7373
Martin Ratio Rank

VEQT.TO
VEQT.TO Risk / Return Rank: 8585
Overall Rank
VEQT.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VEQT.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
VEQT.TO Omega Ratio Rank: 8686
Omega Ratio Rank
VEQT.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
VEQT.TO Martin Ratio Rank: 8686
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.

RS.TO vs. VEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Split Corp. (RS.TO) and Vanguard All-Equity ETF Portfolio (VEQT.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.


RS.TOVEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.24

1.52

-0.29

Calmar ratioReturn relative to maximum drawdown

1.41

4.07

-2.67

Martin ratioReturn relative to average drawdown

4.28

17.94

-13.66

RS.TO vs. VEQT.TO - Sharpe Ratio Comparison

The current RS.TO Sharpe Ratio is 1.30, which is lower than the VEQT.TO Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of RS.TO and VEQT.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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Sharpe Ratios by Period


RS.TOVEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

2.83

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.10

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.91

+0.13

Drawdowns

RS.TO vs. VEQT.TO - Drawdown Comparison

The maximum RS.TO drawdown since its inception was -28.91%, smaller than the maximum VEQT.TO drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for RS.TO and VEQT.TO.


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Drawdown Indicators


RS.TOVEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.91%

-30.45%

+1.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-8.05%

-4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-28.91%

-15.46%

-13.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

-18.32%

-10.59%

Current Drawdown

Current decline from peak

-1.31%

0.00%

-1.31%

Average Drawdown

Average peak-to-trough decline

-6.90%

-3.71%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

1.83%

+2.42%

Volatility

RS.TO vs. VEQT.TO - Volatility Comparison

The current volatility for Real Estate Split Corp. (RS.TO) is 2.32%, while Vanguard All-Equity ETF Portfolio (VEQT.TO) has a volatility of 3.66%. This indicates that RS.TO experiences smaller price fluctuations and is considered to be less risky than VEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RS.TOVEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

3.66%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

9.39%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

11.61%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.54%

12.90%

+12.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.87%

15.77%

+10.10%

Dividends

RS.TO vs. VEQT.TO - Dividend Comparison

RS.TO's dividend yield for the trailing twelve months is around 15.95%, more than VEQT.TO's 1.25% yield.


PositionTTM2025202420232022202120202019
RS.TO
Real Estate Split Corp.
15.95%17.11%52.56%43.23%36.14%21.58%5.00%0.00%
VEQT.TO
Vanguard All-Equity ETF Portfolio
1.25%1.42%1.58%1.88%2.09%1.40%1.48%1.42%

Frequently Asked Questions


RS.TO and VEQT.TO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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