RUD.TO vs. STLA

Last updated Jun 4, 2026

RUD.TO (RBC Quant U.S. Dividend Leaders ETF (CAD)) is Large Cap Blend Equities fund actively managed by RBC, while STLA (Stellantis N.V.) is a stock. Over the past 5 years, RUD.TO returned 13.78%/yr vs -9.55%/yr for STLA. At a 0.43 correlation, their price movements are largely independent.

Performance

RUD.TO vs. STLA - 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 Stellantis N.V. (STLA). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

RUD.TO is traded in CAD, while STLA is traded in USD. To make them comparable, the STLA values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RUD.TO achieves a 8.99% return, which is significantly higher than STLA's -31.65% return.

RUD.TO

• 1D: -0.32%
• 1M: 5.71%
• YTD: 8.99%
• 6M: 6.16%
• 1Y: 22.08%
• 3Y*: 17.06%
• 5Y*: 13.78%
• 10Y*: 13.02%

STLA

• 1D: -3.90%
• 1M: 5.89%
• YTD: -31.65%
• 6M: -36.11%
• 1Y: -24.80%
• 3Y*: -15.24%
• 5Y*: -9.55%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RUD.TO vs. STLA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RUD.TO RBC Quant U.S. Dividend Leaders ETF (CAD)	8.99%	7.31%	22.78%	19.01%	-7.35%	27.86%
STLA Stellantis N.V.	-31.65%	-5.35%	-35.07%	75.20%	-12.40%	13.16%

Correlation

The correlation between RUD.TO and STLA is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jan 21, 2021	0.43

Return for Risk

RUD.TO vs. STLA — 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: 58
RUD.TO Sharpe Ratio Rank: 53
RUD.TO Sortino Ratio Rank: 51
RUD.TO Omega Ratio Rank: 54
RUD.TO Calmar Ratio Rank: 67
RUD.TO Martin Ratio Rank: 65

STLA

STLA Risk / Return Rank: 20
STLA Sharpe Ratio Rank: 19
STLA Sortino Ratio Rank: 21
STLA Omega Ratio Rank: 20
STLA Calmar Ratio Rank: 22
STLA Martin Ratio Rank: 17

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. STLA - 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 Stellantis N.V. (STLA). 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.TO	STLA	Difference
Sharpe ratio: Return per unit of total volatility	1.81	-0.49	+2.30
Sortino ratio: Return per unit of downside risk	2.47	-0.39	+2.86
Omega ratio: Gain probability vs. loss probability	1.34	0.95	+0.39
Calmar ratio: Return relative to maximum drawdown	3.34	-0.52	+3.85
Martin ratio: Return relative to average drawdown	11.90	-1.07	+12.97
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. STLA - Sharpe Ratio Comparison

The current RUD.TO Sharpe Ratio is 1.81, which is higher than the STLA Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of RUD.TO and STLA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RUD.TO	STLA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	-0.49	+2.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	-0.24	+1.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	-0.14	+0.95

Drawdowns

RUD.TO vs. STLA - Drawdown Comparison

The maximum RUD.TO drawdown since its inception was -29.89%, smaller than the maximum STLA drawdown of -72.39%. Use the drawdown chart below to compare losses from any high point for RUD.TO and STLA.

Drawdown Indicators

	RUD.TO	STLA	Difference
Max Drawdown Largest peak-to-trough decline	-29.89%	-72.39%	+42.50%
Max Drawdown (1Y) Largest decline over 1 year	-6.65%	-48.05%	+41.40%
Max Drawdown (3Y) Largest decline over 3 years	-28.33%	-72.39%	+44.06%
Max Drawdown (5Y) Largest decline over 5 years	-28.33%	-72.39%	+44.06%
Max Drawdown (10Y) Largest decline over 10 years	-29.89%	—	—
Current Drawdown Current decline from peak	-0.40%	-67.52%	+67.12%
Average Drawdown Average peak-to-trough decline	-3.99%	-27.25%	+23.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	23.20%	-21.34%

Volatility

RUD.TO vs. STLA - Volatility Comparison

The current volatility for RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) is 2.59%, while Stellantis N.V. (STLA) has a volatility of 13.57%. This indicates that RUD.TO experiences smaller price fluctuations and is considered to be less risky than STLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RUD.TO	STLA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	13.57%	-10.98%
Volatility (6M) Calculated over the trailing 6-month period	9.27%	40.11%	-30.84%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	50.97%	-38.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.38%	40.17%	-24.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.53%	39.65%	-24.12%

Dividends

RUD.TO vs. STLA - Dividend Comparison

RUD.TO's dividend yield for the trailing twelve months is around 1.37%, while STLA has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RUD.TO RBC Quant U.S. Dividend Leaders ETF (CAD)	1.37%	1.35%	1.16%	1.49%	1.57%	1.10%	1.64%	1.93%	2.01%	1.78%	1.73%	2.12%
STLA Stellantis N.V.	0.00%	14.26%	12.66%	6.32%	7.90%	2.66%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RUD.TO and STLA in my portfolio?

RUD.TO and STLA have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.