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

RUD.TO vs. DRFU.TO

Last updated Jul 17, 2026
Documentation

RUD.TO (RBC Quant U.S. Dividend Leaders ETF (CAD)) and DRFU.TO (Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 5 years, RUD.TO returned 15.88%/yr vs 14.84%/yr for DRFU.TO. At a 0.20 correlation, their price movements are largely independent.

Performance

RUD.TO vs. DRFU.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 Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.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, RUD.TO achieves a 12.65% return, which is significantly lower than DRFU.TO's 15.27% return.

RUD.TO

1D
0.00%
1M
1.79%
6M
9.45%
YTD
12.65%
1Y
21.93%
3Y*
18.81%
5Y*
15.88%
10Y*
16.91%

DRFU.TO

1D
0.00%
1M
1.44%
6M
14.13%
YTD
15.27%
1Y
29.62%
3Y*
24.00%
5Y*
14.84%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		12.65%7.35%25.76%23.90%-15.14%54.34%13.61%25.93%-6.73%
DRFU.TO
Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF		15.27%12.18%37.32%5.44%-9.19%29.41%7.31%21.84%-8.47%

Correlation

The correlation between RUD.TO and DRFU.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

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

0.30

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

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2018

0.20

The correlation between RUD.TO and DRFU.TO shifts across timeframes, from 0.20 (all time) to 0.30 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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RBC Quant U.S. Dividend Leaders ETF (CAD)

Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF

Often compared with RUD.TO:
RUD.TO vs. VGG.TORUD.TO vs. ZUQ.TORUD.TO vs. ZGQ.TORUD.TO vs. CEW.TORUD.TO vs. FCUV.TORUD.TO vs. XGRO.TORUD.TO vs. XDIV.TO
Often compared with DRFU.TO:
DRFU.TO vs. DANC.TODRFU.TO vs. DCG.TODRFU.TO vs. DCS.TODRFU.TO vs. DRFD.TODRFU.TO vs. DRFE.TODRFU.TO vs. DRFG.TODRFU.TO vs. DRMC.TO

Return for Risk

RUD.TO vs. DRFU.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: 7373
Overall Rank
RUD.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RUD.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
RUD.TO Omega Ratio Rank: 7070
Omega Ratio Rank
RUD.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
RUD.TO Martin Ratio Rank: 7979
Martin Ratio Rank
DRFU.TO
DRFU.TO Risk / Return Rank: 8989
Overall Rank
DRFU.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DRFU.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
DRFU.TO Omega Ratio Rank: 9595
Omega Ratio Rank
DRFU.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
DRFU.TO Martin Ratio Rank: 8989
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. DRFU.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 Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.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.

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.

RUD.TODRFU.TODifference
Sharpe ratioReturn per unit of total volatility
1.77
2.09

-0.31

Sortino ratioReturn per unit of downside risk
2.44
3.60

-1.16

Omega ratioGain probability vs. loss probability

1.33

1.61

-0.28

Calmar ratioReturn relative to maximum drawdown

3.31

4.23

-0.92

Martin ratioReturn relative to average drawdown

11.78

15.29

-3.50

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

The current RUD.TO Sharpe Ratio is 1.77, which is comparable to the DRFU.TO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of RUD.TO and DRFU.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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Drawdowns

RUD.TO vs. DRFU.TO - Drawdown Comparison

The maximum RUD.TO drawdown since its inception was -35.99%, which is greater than DRFU.TO's maximum drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for RUD.TO and DRFU.TO.

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Drawdown Indicators

RUD.TODRFU.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.99%

-19.89%

-16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-6.89%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-28.31%

-19.89%

-8.42%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-19.89%

-8.42%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

—

—

Current Drawdown

Current decline from peak

-0.64%

0.00%

-0.64%

Average Drawdown

Average peak-to-trough decline

-10.03%

-4.91%

-5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.90%

-0.03%

Volatility

RUD.TO vs. DRFU.TO - Volatility Comparison

RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) has a higher volatility of 2.60% compared to Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF (DRFU.TO) at 2.31%. This indicates that RUD.TO's price experiences larger fluctuations and is considered to be riskier than DRFU.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.TODRFU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

2.31%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

11.31%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

13.97%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.44%

16.37%

+18.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.69%

16.49%

+28.20%

Dividends

RUD.TO vs. DRFU.TO - Dividend Comparison

RUD.TO's dividend yield for the trailing twelve months is around 1.36%, more than DRFU.TO's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
DRFU.TO
Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF		1.01%0.76%0.60%0.80%1.05%1.08%1.38%1.37%0.41%0.00%0.00%0.00%
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		1.36%1.38%3.43%5.24%5.51%3.38%5.73%6.77%7.06%6.23%6.07%7.42%

Frequently Asked Questions

RUD.TO and DRFU.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: RBC and Desjardins.

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