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RUD.TO vs. CEW.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

RUD.TO vs. CEW.TO

Last updated Apr 1, 2026

Compare and contrast key facts about RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) and iShares Equal Weight Banc & Lifeco ETF (CEW.TO).

RUD.TO and CEW.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RUD.TO is an actively managed fund by RBC. It was launched on Jan 9, 2014. CEW.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl Fin Svc GR CAD. It was launched on Feb 6, 2008.

Performance

RUD.TO vs. CEW.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) and iShares Equal Weight Banc & Lifeco ETF (CEW.TO). The values are adjusted to include any dividend payments, if applicable.

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RUD.TO vs. CEW.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		-0.58%7.31%22.78%19.01%-7.35%31.62%8.82%19.60%1.05%9.17%
CEW.TO
iShares Equal Weight Banc & Lifeco ETF		-0.53%32.58%29.48%17.04%-6.85%29.26%-0.63%25.38%-12.85%11.88%

Returns By Period

In the year-to-date period, RUD.TO achieves a -0.58% return, which is significantly lower than CEW.TO's -0.53% return. Over the past 10 years, RUD.TO has underperformed CEW.TO with an annualized return of 12.10%, while CEW.TO has yielded a comparatively higher 13.75% annualized return.

RUD.TO

1D
2.07%
1M
-2.35%
YTD
-0.58%
6M
-1.37%
1Y
11.64%
3Y*
14.50%
5Y*
11.91%
10Y*
12.10%

CEW.TO

1D
2.37%
1M
-2.95%
YTD
-0.53%
6M
9.23%
1Y
32.00%
3Y*
24.23%
5Y*
15.52%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 U.S. Dividend Leaders ETF (CAD)

iShares Equal Weight Banc & Lifeco ETF

Often compared with RUD.TO:
RUD.TO vs. VGG.TORUD.TO vs. ZGQ.TORUD.TO vs. ZUQ.TORUD.TO vs. XGRO.TORUD.TO vs. XDIV.TORUD.TO vs. IOORUD.TO vs. QQC.TO
Often compared with CEW.TO:
CEW.TO vs. XFN.TOCEW.TO vs. XDIV.TOCEW.TO vs. BMOCEW.TO vs. RY.TOCEW.TO vs. TEC.TOCEW.TO vs. SPYCEW.TO vs. VOO

RUD.TO vs. CEW.TO - Expense Ratio Comparison

RUD.TO has a 0.43% expense ratio, which is lower than CEW.TO's 0.61% expense ratio.

CEW.TO
iShares Equal Weight Banc & Lifeco ETF
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)

Return for Risk

RUD.TO vs. CEW.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RUD.TO
RUD.TO Risk / Return Rank: 3838
Overall Rank
RUD.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RUD.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
RUD.TO Omega Ratio Rank: 3737
Omega Ratio Rank
RUD.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
RUD.TO Martin Ratio Rank: 4343
Martin Ratio Rank
CEW.TO
CEW.TO Risk / Return Rank: 9494
Overall Rank
CEW.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CEW.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CEW.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CEW.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
CEW.TO Martin Ratio Rank: 9393
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.

RUD.TO vs. CEW.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) and iShares Equal Weight Banc & Lifeco ETF (CEW.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.

RUD.TOCEW.TODifference

Sharpe ratio

Return per unit of total volatility

0.63

2.39

-1.76

Sortino ratio

Return per unit of downside risk

0.98

3.04

-2.06

Omega ratio

Gain probability vs. loss probability

1.15

1.47

-0.32

Calmar ratio

Return relative to maximum drawdown

1.01

3.44

-2.42

Martin ratio

Return relative to average drawdown

4.08

13.20

-9.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RUD.TO vs. CEW.TO - Sharpe Ratio Comparison

The current RUD.TO Sharpe Ratio is 0.63, which is lower than the CEW.TO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of RUD.TO and CEW.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

RUD.TOCEW.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.39

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

1.17

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.81

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.55

+0.22

Correlation

The correlation between RUD.TO and CEW.TO is 0.44, 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

RUD.TO vs. CEW.TO - Dividend Comparison

RUD.TO's dividend yield for the trailing twelve months is around 1.42%, less than CEW.TO's 2.81% yield.

TTM20252024202320222021202020192018201720162015
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		1.42%1.35%1.16%1.49%1.57%1.10%1.64%1.93%2.01%1.78%1.73%2.12%
CEW.TO
iShares Equal Weight Banc & Lifeco ETF		2.81%2.75%3.32%3.87%3.84%2.93%3.61%3.20%2.95%2.47%2.54%2.74%

Drawdowns

RUD.TO vs. CEW.TO - Drawdown Comparison

The maximum RUD.TO drawdown since its inception was -29.89%, smaller than the maximum CEW.TO drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for RUD.TO and CEW.TO.

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Drawdown Indicators

RUD.TOCEW.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.89%

-53.58%

+23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-9.67%

-3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-22.46%

-5.87%

Max Drawdown (10Y)

Largest decline over 10 years

-29.89%

-43.66%

+13.77%

Current Drawdown

Current decline from peak

-8.63%

-4.35%

-4.28%

Average Drawdown

Average peak-to-trough decline

-3.99%

-7.08%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.52%

+0.65%

Volatility

RUD.TO vs. CEW.TO - Volatility Comparison

The current volatility for RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) is 4.83%, while iShares Equal Weight Banc & Lifeco ETF (CEW.TO) has a volatility of 5.49%. This indicates that RUD.TO experiences smaller price fluctuations and is considered to be less risky than CEW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RUD.TOCEW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

5.49%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

9.40%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

13.49%

+5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

13.34%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

16.99%

-1.44%