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RTEC.NEO vs. XCHP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RTEC.NEO vs. XCHP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Global Technology Fund ETF Series (RTEC.NEO) and iShares Semiconductor Index ETF (XCHP.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, RTEC.NEO achieves a 19.79% return, which is significantly lower than XCHP.TO's 106.85% return.


RTEC.NEO

1D
-0.54%
1M
13.43%
YTD
19.79%
6M
17.83%
1Y
44.85%
3Y*
36.43%
5Y*
10Y*

XCHP.TO

1D
2.19%
1M
35.96%
YTD
106.85%
6M
98.47%
1Y
192.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTEC.NEO vs. XCHP.TO - Yearly Performance Comparison


2026 (YTD)202520242023
RTEC.NEO
RBC Global Technology Fund ETF Series
19.79%17.18%43.07%6.65%
XCHP.TO
iShares Semiconductor Index ETF
106.85%33.58%21.73%15.27%

Correlation

The correlation between RTEC.NEO and XCHP.TO is 0.54, 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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.57

The correlation between RTEC.NEO and XCHP.TO has been stable across timeframes, ranging from 0.54 to 0.57 - a consistent structural relationship.

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Return for Risk

RTEC.NEO vs. XCHP.TO — Risk / Return Rank

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

RTEC.NEO
RTEC.NEO Risk / Return Rank: 6262
Overall Rank
RTEC.NEO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RTEC.NEO Sortino Ratio Rank: 6666
Sortino Ratio Rank
RTEC.NEO Omega Ratio Rank: 7878
Omega Ratio Rank
RTEC.NEO Calmar Ratio Rank: 5151
Calmar Ratio Rank
RTEC.NEO Martin Ratio Rank: 3939
Martin Ratio Rank

XCHP.TO
XCHP.TO Risk / Return Rank: 9797
Overall Rank
XCHP.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XCHP.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
XCHP.TO Omega Ratio Rank: 9595
Omega Ratio Rank
XCHP.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XCHP.TO Martin Ratio Rank: 9797
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.

RTEC.NEO vs. XCHP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Global Technology Fund ETF Series (RTEC.NEO) and iShares Semiconductor Index ETF (XCHP.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.


RTEC.NEOXCHP.TODifference
Sharpe ratioReturn per unit of total volatility

-3.30

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.52

1.75

-0.23

Calmar ratioReturn relative to maximum drawdown

2.75

13.99

-11.24

Martin ratioReturn relative to average drawdown

8.56

49.96

-41.40

RTEC.NEO vs. XCHP.TO - Sharpe Ratio Comparison

The current RTEC.NEO Sharpe Ratio is 2.55, which is lower than the XCHP.TO Sharpe Ratio of 5.86. The chart below compares the historical Sharpe Ratios of RTEC.NEO and XCHP.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


RTEC.NEOXCHP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

5.86

-3.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.67

1.91

-0.24

Drawdowns

RTEC.NEO vs. XCHP.TO - Drawdown Comparison

The maximum RTEC.NEO drawdown since its inception was -25.78%, smaller than the maximum XCHP.TO drawdown of -38.95%. Use the drawdown chart below to compare losses from any high point for RTEC.NEO and XCHP.TO.


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Drawdown Indicators


RTEC.NEOXCHP.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.78%

-38.95%

+13.17%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

-14.22%

-2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-25.78%

Current Drawdown

Current decline from peak

-0.54%

0.00%

-0.54%

Average Drawdown

Average peak-to-trough decline

-3.57%

-8.67%

+5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

3.95%

+1.31%

Volatility

RTEC.NEO vs. XCHP.TO - Volatility Comparison

The current volatility for RBC Global Technology Fund ETF Series (RTEC.NEO) is 4.75%, while iShares Semiconductor Index ETF (XCHP.TO) has a volatility of 13.24%. This indicates that RTEC.NEO experiences smaller price fluctuations and is considered to be less risky than XCHP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RTEC.NEOXCHP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

13.24%

-8.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.01%

26.74%

-12.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.65%

34.06%

-16.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.15%

38.53%

-16.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.15%

38.53%

-16.38%

RTEC.NEO vs. XCHP.TO - Expense Ratio Comparison

RTEC.NEO has a 1.02% expense ratio, which is higher than XCHP.TO's 0.39% expense ratio.


Dividends

RTEC.NEO vs. XCHP.TO - Dividend Comparison

RTEC.NEO has not paid dividends to shareholders, while XCHP.TO's dividend yield for the trailing twelve months is around 0.21%.


PositionTTM202520242023
RTEC.NEO
RBC Global Technology Fund ETF Series
0.00%0.00%0.00%0.00%
XCHP.TO
iShares Semiconductor Index ETF
0.21%0.43%0.29%0.17%

Frequently Asked Questions


RTEC.NEO and XCHP.TO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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