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

RUD.TO vs. VUN.TO

Last updated Jun 25, 2026

RUD.TO (RBC Quant U.S. Dividend Leaders ETF (CAD)) and VUN.TO (Vanguard U.S. Total Market Index ETF) are both Large Cap Blend Equities funds. RUD.TO is actively managed, while VUN.TO is passively managed. Over the past 10 years, RUD.TO returned 17.30%/yr vs 15.74%/yr for VUN.TO. A 0.77 correlation means they provide meaningful diversification when combined. RUD.TO charges 0.43%/yr vs 0.17%/yr for VUN.TO.

Performance

RUD.TO vs. VUN.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 Vanguard U.S. Total Market Index ETF (VUN.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 10.54% return, which is significantly lower than VUN.TO's 12.60% return. Over the past 10 years, RUD.TO has outperformed VUN.TO with an annualized return of 17.30%, while VUN.TO has yielded a comparatively lower 15.74% annualized return.

RUD.TO

1D
-0.10%
1M
1.01%
YTD
10.54%
6M
6.51%
1Y
22.83%
3Y*
19.57%
5Y*
13.43%
10Y*
17.30%

VUN.TO

1D
0.00%
1M
0.79%
YTD
12.60%
6M
11.57%
1Y
26.74%
3Y*
23.29%
5Y*
14.73%
10Y*
15.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		10.54%7.35%25.76%23.90%-15.14%54.34%13.61%25.93%6.03%14.39%
VUN.TO
Vanguard U.S. Total Market Index ETF		12.60%11.43%33.76%23.00%-14.20%24.54%18.22%23.99%2.35%13.01%

Correlation

The correlation between RUD.TO and VUN.TO is 0.86, 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

0.86

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

0.84

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

0.84

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

0.79

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2014

0.77

The correlation between RUD.TO and VUN.TO has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

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

Sectors
RUD.TO
VUN.TO

Technology

31.1%
31.5%

Consumer Cyclical

13.2%
10.0%

Financial Services

12.9%
12.5%

Industrials

8.7%
9.9%

Communication Services

8.4%
9.7%

Consumer Defensive

8.4%
5.0%

Healthcare

8.0%
10.2%

Energy

5.0%
4.2%

Utilities

3.0%
2.5%

Real Estate

0.8%
2.5%

Basic Materials

0.5%
2.2%

Technology

RUD.TO
31.1%
VUN.TO
31.5%

Consumer Cyclical

RUD.TO
13.2%
VUN.TO
10.0%

Financial Services

RUD.TO
12.9%
VUN.TO
12.5%

Industrials

RUD.TO
8.7%
VUN.TO
9.9%

Communication Services

RUD.TO
8.4%
VUN.TO
9.7%

Consumer Defensive

RUD.TO
8.4%
VUN.TO
5.0%

Healthcare

RUD.TO
8.0%
VUN.TO
10.2%

Energy

RUD.TO
5.0%
VUN.TO
4.2%

Utilities

RUD.TO
3.0%
VUN.TO
2.5%

Real Estate

RUD.TO
0.8%
VUN.TO
2.5%

Basic Materials

RUD.TO
0.5%
VUN.TO
2.2%

Compare stocks, funds, or ETFs

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

Vanguard U.S. Total Market Index 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. QQC.TO
Often compared with VUN.TO:
VUN.TO vs. XUU.TOVUN.TO vs. VCN.TOVUN.TO vs. VOOVUN.TO vs. VTIVUN.TO vs. VEQT.TOVUN.TO vs. TPU.TOVUN.TO vs. VFV.TO

Return for Risk

RUD.TO vs. VUN.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: 6868
Overall Rank
RUD.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
RUD.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
RUD.TO Omega Ratio Rank: 6565
Omega Ratio Rank
RUD.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
RUD.TO Martin Ratio Rank: 7474
Martin Ratio Rank
VUN.TO
VUN.TO Risk / Return Rank: 7373
Overall Rank
VUN.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 7575
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 7070
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. VUN.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 Vanguard U.S. Total Market Index ETF (VUN.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.TOVUN.TODifference
Sharpe ratioReturn per unit of total volatility
1.85
2.16

-0.31

Sortino ratioReturn per unit of downside risk
2.53
2.97

-0.44

Omega ratioGain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

3.45

3.15

+0.30

Martin ratioReturn relative to average drawdown

12.28

11.67

+0.62

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

The current RUD.TO Sharpe Ratio is 1.85, which is comparable to the VUN.TO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of RUD.TO and VUN.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. VUN.TO - Drawdown Comparison

The maximum RUD.TO drawdown since its inception was -35.99%, which is greater than VUN.TO's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for RUD.TO and VUN.TO.

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Drawdown Indicators

RUD.TOVUN.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.99%

-28.19%

-7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-8.51%

+1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-28.31%

-19.88%

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-23.67%

-4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

-28.19%

-7.80%

Current Drawdown

Current decline from peak

-0.96%

-1.60%

+0.64%

Average Drawdown

Average peak-to-trough decline

-10.08%

-3.80%

-6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.30%

-0.44%

Volatility

RUD.TO vs. VUN.TO - Volatility Comparison

The current volatility for RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) is 3.61%, while Vanguard U.S. Total Market Index ETF (VUN.TO) has a volatility of 4.70%. This indicates that RUD.TO experiences smaller price fluctuations and is considered to be less risky than VUN.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.TOVUN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

4.70%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

9.65%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

12.50%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.34%

15.55%

+19.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.71%

16.75%

+27.96%

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

RUD.TO has a 0.43% expense ratio, which is higher than VUN.TO's 0.17% expense ratio.

Dividends

RUD.TO vs. VUN.TO - Dividend Comparison

RUD.TO's dividend yield for the trailing twelve months is around 1.38%, more than VUN.TO's 0.74% yield.

PositionTTM20252024202320222021202020192018201720162015
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		1.38%1.38%3.43%5.24%5.51%3.38%5.73%6.77%7.06%6.23%6.07%7.42%
VUN.TO
Vanguard U.S. Total Market Index ETF		0.74%0.84%0.93%1.10%1.21%0.97%1.15%1.45%1.52%1.39%1.50%1.49%

Frequently Asked Questions

RUD.TO and VUN.TO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUN.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUN.TO is cheaper with a 0.17% expense ratio, compared with 0.43% for RUD.TO.

They also come from different issuers: RBC and Vanguard. Their fees differ too: 0.43% for RUD.TO and 0.17% for VUN.TO.

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