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RUDH.TO vs. FCCD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RUDH.TO vs. FCCD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Quant U.S. Dividend Leaders CAD Hedged ETF (RUDH.TO) and Fidelity Canadian High Dividend Index ETF (FCCD.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, RUDH.TO achieves a 7.78% return, which is significantly lower than FCCD.TO's 16.19% return.


RUDH.TO

1D
0.17%
1M
2.17%
6M
6.98%
YTD
7.78%
1Y
14.55%
3Y*
14.35%
5Y*
8.40%
10Y*
12.79%

FCCD.TO

1D
0.49%
1M
0.63%
6M
12.66%
YTD
16.19%
1Y
31.91%
3Y*
19.95%
5Y*
12.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RUDH.TO vs. FCCD.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RUDH.TO
RBC Quant U.S. Dividend Leaders CAD Hedged ETF
7.78%8.78%5.71%36.05%-20.27%46.37%0.96%40.86%-10.84%
FCCD.TO
Fidelity Canadian High Dividend Index ETF
16.19%25.05%16.92%3.35%-4.04%29.46%-8.44%20.71%-8.25%

Correlation

The correlation between RUDH.TO and FCCD.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

0.24

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

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2018

0.31

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Return for Risk

RUDH.TO vs. FCCD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RUDH.TO
RUDH.TO Risk / Return Rank: 2727
Overall Rank
RUDH.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RUDH.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
RUDH.TO Omega Ratio Rank: 3434
Omega Ratio Rank
RUDH.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
RUDH.TO Martin Ratio Rank: 2525
Martin Ratio Rank

FCCD.TO
FCCD.TO Risk / Return Rank: 9696
Overall Rank
FCCD.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FCCD.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
FCCD.TO Omega Ratio Rank: 9696
Omega Ratio Rank
FCCD.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
FCCD.TO Martin Ratio Rank: 9696
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.

RUDH.TO vs. FCCD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Quant U.S. Dividend Leaders CAD Hedged ETF (RUDH.TO) and Fidelity Canadian High Dividend Index ETF (FCCD.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.


RUDH.TOFCCD.TODifference
Sharpe ratioReturn per unit of total volatility

-2.87

Sortino ratioReturn per unit of downside risk

-3.97

Omega ratioGain probability vs. loss probability

1.20

1.68

-0.48

Calmar ratioReturn relative to maximum drawdown

1.09

5.66

-4.56

Martin ratioReturn relative to average drawdown

2.73

25.97

-23.24

RUDH.TO vs. FCCD.TO - Sharpe Ratio Comparison

The current RUDH.TO Sharpe Ratio is 0.81, which is lower than the FCCD.TO Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of RUDH.TO and FCCD.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

RUDH.TO vs. FCCD.TO - Drawdown Comparison

The maximum RUDH.TO drawdown since its inception was -50.85%, which is greater than FCCD.TO's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for RUDH.TO and FCCD.TO.


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Drawdown Indicators


RUDH.TOFCCD.TODifference

Max Drawdown

Largest peak-to-trough decline

-50.85%

-43.53%

-7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-5.67%

-7.71%

Max Drawdown (3Y)

Largest decline over 3 years

-34.44%

-9.94%

-24.50%

Max Drawdown (5Y)

Largest decline over 5 years

-50.85%

-19.24%

-31.61%

Max Drawdown (10Y)

Largest decline over 10 years

-50.85%

Current Drawdown

Current decline from peak

-15.69%

0.00%

-15.69%

Average Drawdown

Average peak-to-trough decline

-16.27%

-6.30%

-9.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

1.23%

+4.12%

Volatility

RUDH.TO vs. FCCD.TO - Volatility Comparison

RBC Quant U.S. Dividend Leaders CAD Hedged ETF (RUDH.TO) has a higher volatility of 3.24% compared to Fidelity Canadian High Dividend Index ETF (FCCD.TO) at 2.50%. This indicates that RUDH.TO's price experiences larger fluctuations and is considered to be riskier than FCCD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RUDH.TOFCCD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

2.50%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

7.03%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

8.71%

+9.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.57%

11.52%

+81.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.23%

17.00%

+71.23%

Dividends

RUDH.TO vs. FCCD.TO - Dividend Comparison

RUDH.TO's dividend yield for the trailing twelve months is around 1.56%, less than FCCD.TO's 2.97% yield.


PositionTTM20252024202320222021202020192018201720162015
FCCD.TO
Fidelity Canadian High Dividend Index ETF
2.97%3.56%4.27%4.65%4.01%3.02%4.74%3.80%0.16%0.00%0.00%0.00%
RUDH.TO
RBC Quant U.S. Dividend Leaders CAD Hedged ETF
1.56%1.47%2.78%3.26%4.27%2.36%3.68%4.01%4.96%4.03%4.32%4.94%

Frequently Asked Questions


RUDH.TO and FCCD.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 Fidelity.

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