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

Performance

RUD.TO vs. TPU.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 TD U.S. Equity Index ETF (TPU.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 8.99% return, which is significantly lower than TPU.TO's 12.48% return. Over the past 10 years, RUD.TO has underperformed TPU.TO with an annualized return of 13.02%, while TPU.TO has yielded a comparatively higher 16.10% annualized 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%

TPU.TO

1D
-0.27%
1M
7.38%
YTD
12.48%
6M
10.60%
1Y
29.73%
3Y*
23.84%
5Y*
16.57%
10Y*
16.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)
8.99%7.31%22.78%19.01%-7.35%31.62%8.82%19.60%1.05%9.17%
TPU.TO
TD U.S. Equity Index ETF
12.48%12.69%34.82%24.24%-14.31%26.02%18.73%25.02%3.03%13.31%

Correlation

The correlation between RUD.TO and TPU.TO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.85

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

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2016

0.81

The correlation between RUD.TO and TPU.TO has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

RUD.TO vs. TPU.TO - Sectors Allocation Comparison


Sectors
RUD.TO
TPU.TO

Technology

31.1%
35.3%

Consumer Cyclical

13.2%
10.0%

Financial Services

12.9%
11.5%

Industrials

8.7%
8.6%

Communication Services

8.4%
11.5%

Consumer Defensive

8.4%
4.8%

Healthcare

8.0%
8.8%

Energy

5.0%
3.6%

Utilities

3.0%
2.3%

Real Estate

0.8%
1.8%

Basic Materials

0.5%
1.8%

Technology

RUD.TO
31.1%
TPU.TO
35.3%

Consumer Cyclical

RUD.TO
13.2%
TPU.TO
10.0%

Financial Services

RUD.TO
12.9%
TPU.TO
11.5%

Industrials

RUD.TO
8.7%
TPU.TO
8.6%

Communication Services

RUD.TO
8.4%
TPU.TO
11.5%

Consumer Defensive

RUD.TO
8.4%
TPU.TO
4.8%

Healthcare

RUD.TO
8.0%
TPU.TO
8.8%

Energy

RUD.TO
5.0%
TPU.TO
3.6%

Utilities

RUD.TO
3.0%
TPU.TO
2.3%

Real Estate

RUD.TO
0.8%
TPU.TO
1.8%

Basic Materials

RUD.TO
0.5%
TPU.TO
1.8%

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Return for Risk

RUD.TO vs. TPU.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: 5858
Overall Rank
RUD.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RUD.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
RUD.TO Omega Ratio Rank: 5454
Omega Ratio Rank
RUD.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
RUD.TO Martin Ratio Rank: 6565
Martin Ratio Rank

TPU.TO
TPU.TO Risk / Return Rank: 7373
Overall Rank
TPU.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TPU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
TPU.TO Omega Ratio Rank: 7777
Omega Ratio Rank
TPU.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
TPU.TO Martin Ratio Rank: 6868
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. TPU.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 TD U.S. Equity Index ETF (TPU.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.TOTPU.TODifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.34

1.46

-0.13

Calmar ratioReturn relative to maximum drawdown

3.34

3.44

-0.10

Martin ratioReturn relative to average drawdown

11.90

12.86

-0.97

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

The current RUD.TO Sharpe Ratio is 1.81, which is comparable to the TPU.TO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of RUD.TO and TPU.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


RUD.TOTPU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

2.53

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

1.09

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.97

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.97

-0.16

Drawdowns

RUD.TO vs. TPU.TO - Drawdown Comparison

The maximum RUD.TO drawdown since its inception was -29.89%, which is greater than TPU.TO's maximum drawdown of -27.96%. Use the drawdown chart below to compare losses from any high point for RUD.TO and TPU.TO.


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Drawdown Indicators


RUD.TOTPU.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.89%

-27.96%

-1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-8.68%

+2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-28.33%

-19.30%

-9.03%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-23.73%

-4.60%

Max Drawdown (10Y)

Largest decline over 10 years

-29.89%

-27.96%

-1.93%

Current Drawdown

Current decline from peak

-0.40%

-0.27%

-0.13%

Average Drawdown

Average peak-to-trough decline

-3.99%

-3.96%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.32%

-0.46%

Volatility

RUD.TO vs. TPU.TO - Volatility Comparison

The current volatility for RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) is 2.59%, while TD U.S. Equity Index ETF (TPU.TO) has a volatility of 3.23%. This indicates that RUD.TO experiences smaller price fluctuations and is considered to be less risky than TPU.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.TOTPU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

3.23%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

8.83%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

11.81%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

15.31%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

16.60%

-1.07%

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

RUD.TO has a 0.43% expense ratio, which is higher than TPU.TO's 0.06% expense ratio.


Dividends

RUD.TO vs. TPU.TO - Dividend Comparison

RUD.TO's dividend yield for the trailing twelve months is around 1.37%, more than TPU.TO's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TPU.TO
TD U.S. Equity Index ETF
0.85%0.96%0.90%1.22%1.34%0.99%1.23%1.23%1.57%1.59%1.33%0.00%

Frequently Asked Questions


RUD.TO and TPU.TO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TPU.TO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TPU.TO is cheaper with a 0.06% expense ratio, compared with 0.43% for RUD.TO.

They also come from different issuers: RBC and TD. Their fees differ too: 0.43% for RUD.TO and 0.06% for TPU.TO.

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