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

VGG.TO vs. RUD.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO).

VGG.TO and RUD.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGG.TO is a passively managed fund by Vanguard that tracks the performance of the S&P U.S. Dividend Growers Index. It was launched on Aug 2, 2013. RUD.TO is an actively managed fund by RBC. It was launched on Jan 9, 2014.

Performance

VGG.TO vs. RUD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF		-0.63%8.61%26.49%11.58%-4.21%22.23%12.67%23.32%5.20%13.99%
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		-0.24%7.31%22.78%19.01%-7.35%31.62%8.82%19.60%1.05%9.17%

Returns By Period

In the year-to-date period, VGG.TO achieves a -0.63% return, which is significantly lower than RUD.TO's -0.24% return. Both investments have delivered pretty close results over the past 10 years, with VGG.TO having a 12.42% annualized return and RUD.TO not far behind at 12.14%.

VGG.TO

1D
0.04%
1M
-3.32%
YTD
-0.63%
6M
-0.45%
1Y
9.33%
3Y*
14.36%
5Y*
11.49%
10Y*
12.42%

RUD.TO

1D
0.35%
1M
-2.60%
YTD
-0.24%
6M
-1.89%
1Y
12.35%
3Y*
14.63%
5Y*
11.99%
10Y*
12.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard U.S. Dividend Appreciation Index ETF

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

Often compared with VGG.TO:
VGG.TO vs. VFV.TOVGG.TO vs. VIGVGG.TO vs. SCHDVGG.TO vs. VUN.TOVGG.TO vs. DGROVGG.TO vs. ZUQ.TOVGG.TO vs. ZNQ.TO
Often compared with RUD.TO:
RUD.TO vs. ZGQ.TORUD.TO vs. ZUQ.TORUD.TO vs. XGRO.TORUD.TO vs. XDIV.TORUD.TO vs. CEW.TORUD.TO vs. IOORUD.TO vs. QQC.TO

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

VGG.TO has a 0.30% expense ratio, which is lower than RUD.TO's 0.43% expense ratio.

RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)
VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF

Return for Risk

VGG.TO vs. RUD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VGG.TO
VGG.TO Risk / Return Rank: 3131
Overall Rank
VGG.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VGG.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
VGG.TO Omega Ratio Rank: 3131
Omega Ratio Rank
VGG.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
VGG.TO Martin Ratio Rank: 3232
Martin Ratio Rank
RUD.TO
RUD.TO Risk / Return Rank: 3535
Overall Rank
RUD.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RUD.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
RUD.TO Omega Ratio Rank: 3737
Omega Ratio Rank
RUD.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
RUD.TO Martin Ratio Rank: 3838
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.

VGG.TO vs. RUD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.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.

VGG.TORUD.TODifference

Sharpe ratio

Return per unit of total volatility

0.61

0.67

-0.06

Sortino ratio

Return per unit of downside risk

0.93

1.03

-0.10

Omega ratio

Gain probability vs. loss probability

1.14

1.16

-0.02

Calmar ratio

Return relative to maximum drawdown

0.76

0.94

-0.18

Martin ratio

Return relative to average drawdown

2.87

3.78

-0.92

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current VGG.TO Sharpe Ratio is 0.61, which is comparable to the RUD.TO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of VGG.TO and RUD.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VGG.TORUD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.67

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.78

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.78

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.77

+0.17

Correlation

The correlation between VGG.TO and RUD.TO is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

VGG.TO vs. RUD.TO - Dividend Comparison

VGG.TO's dividend yield for the trailing twelve months is around 1.11%, less than RUD.TO's 1.42% yield.

TTM20252024202320222021202020192018201720162015
VGG.TO
Vanguard U.S. Dividend Appreciation Index ETF		1.11%1.16%1.23%1.37%1.35%1.21%1.25%1.24%1.50%1.46%1.63%1.70%
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		1.42%1.35%1.16%1.49%1.57%1.10%1.64%1.93%2.01%1.78%1.73%2.12%

Drawdowns

VGG.TO vs. RUD.TO - Drawdown Comparison

The maximum VGG.TO drawdown since its inception was -24.58%, smaller than the maximum RUD.TO drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for VGG.TO and RUD.TO.

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Drawdown Indicators

VGG.TORUD.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.58%

-29.89%

+5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-12.79%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-28.33%

+9.81%

Max Drawdown (10Y)

Largest decline over 10 years

-24.58%

-29.89%

+5.31%

Current Drawdown

Current decline from peak

-4.39%

-8.32%

+3.93%

Average Drawdown

Average peak-to-trough decline

-2.96%

-3.99%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.18%

-0.22%

Volatility

VGG.TO vs. RUD.TO - Volatility Comparison

The current volatility for Vanguard U.S. Dividend Appreciation Index ETF (VGG.TO) is 4.03%, while RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) has a volatility of 4.76%. This indicates that VGG.TO experiences smaller price fluctuations and is considered to be less risky than RUD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VGG.TORUD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

4.76%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

10.12%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.39%

18.58%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.66%

15.39%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

15.55%

-0.56%