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RUSB.TO vs. RCDC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RUSB.TO vs. RCDC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Short Term U.S. Corporate Bond ETF (RUSB.TO) and RBC Canadian Dividend Covered Call ETF (RCDC.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, RUSB.TO achieves a 3.34% return, which is significantly lower than RCDC.TO's 18.28% return.


RUSB.TO

1D
-1.54%
1M
0.69%
6M
1.97%
YTD
3.34%
1Y
6.49%
3Y*
7.53%
5Y*
4.61%
10Y*

RCDC.TO

1D
0.33%
1M
3.16%
6M
17.00%
YTD
18.28%
1Y
32.77%
3Y*
20.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RUSB.TO vs. RCDC.TO - Yearly Performance Comparison


2026 (YTD)202520242023
RUSB.TO
RBC Short Term U.S. Corporate Bond ETF
3.34%1.61%13.88%3.26%
RCDC.TO
RBC Canadian Dividend Covered Call ETF
18.28%19.29%17.27%1.66%

Correlation

The correlation between RUSB.TO and RCDC.TO is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2023

-0.04

The correlation between RUSB.TO and RCDC.TO shifts across timeframes, from -0.04 (3 years) to 0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RUSB.TO vs. RCDC.TO — Risk / Return Rank

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

RUSB.TO
RUSB.TO Risk / Return Rank: 3535
Overall Rank
RUSB.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RUSB.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
RUSB.TO Omega Ratio Rank: 3838
Omega Ratio Rank
RUSB.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
RUSB.TO Martin Ratio Rank: 3232
Martin Ratio Rank

RCDC.TO
RCDC.TO Risk / Return Rank: 9696
Overall Rank
RCDC.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RCDC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
RCDC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
RCDC.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
RCDC.TO Martin Ratio Rank: 9797
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.

RUSB.TO vs. RCDC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Short Term U.S. Corporate Bond ETF (RUSB.TO) and RBC Canadian Dividend Covered Call ETF (RCDC.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.


RUSB.TORCDC.TODifference
Sharpe ratioReturn per unit of total volatility

-2.89

Sortino ratioReturn per unit of downside risk

-4.18

Omega ratioGain probability vs. loss probability

1.22

1.74

-0.52

Calmar ratioReturn relative to maximum drawdown

1.81

6.06

-4.25

Martin ratioReturn relative to average drawdown

3.97

30.18

-26.21

RUSB.TO vs. RCDC.TO - Sharpe Ratio Comparison

The current RUSB.TO Sharpe Ratio is 1.01, which is lower than the RCDC.TO Sharpe Ratio of 3.90. The chart below compares the historical Sharpe Ratios of RUSB.TO and RCDC.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

RUSB.TO vs. RCDC.TO - Drawdown Comparison

The maximum RUSB.TO drawdown since its inception was -14.28%, which is greater than RCDC.TO's maximum drawdown of -10.88%. Use the drawdown chart below to compare losses from any high point for RUSB.TO and RCDC.TO.


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Drawdown Indicators


RUSB.TORCDC.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.28%

-10.88%

-3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.60%

-5.43%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-5.26%

-10.88%

+5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-8.10%

Current Drawdown

Current decline from peak

-1.54%

0.00%

-1.54%

Average Drawdown

Average peak-to-trough decline

-4.11%

-1.82%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.09%

+0.55%

Volatility

RUSB.TO vs. RCDC.TO - Volatility Comparison

RBC Short Term U.S. Corporate Bond ETF (RUSB.TO) and RBC Canadian Dividend Covered Call ETF (RCDC.TO) have volatilities of 2.05% and 2.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RUSB.TORCDC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

2.10%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

6.71%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

6.45%

8.45%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.05%

10.08%

-3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.96%

10.08%

-3.12%

Dividends

RUSB.TO vs. RCDC.TO - Dividend Comparison

RUSB.TO's dividend yield for the trailing twelve months is around 4.13%, less than RCDC.TO's 6.15% yield.


PositionTTM202520242023202220212020201920182017
RCDC.TO
RBC Canadian Dividend Covered Call ETF
6.15%6.38%6.46%6.49%0.00%0.00%0.00%0.00%0.00%0.00%
RUSB.TO
RBC Short Term U.S. Corporate Bond ETF
4.13%3.96%3.38%3.26%2.48%2.30%2.78%2.80%1.90%0.41%

Frequently Asked Questions


RUSB.TO and RCDC.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RUSB.TO is categorized as Short-Term Bond, while RCDC.TO is Derivative Income.

Portfolio Optimizer

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