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

VUN.TO vs. RUD.TO

Last updated Jun 24, 2026

VUN.TO (Vanguard U.S. Total Market Index ETF) and RUD.TO (RBC Quant U.S. Dividend Leaders ETF (CAD)) are both Large Cap Blend Equities funds. VUN.TO is passively managed, while RUD.TO is actively managed. Over the past 10 years, VUN.TO returned 15.74%/yr vs 17.31%/yr for RUD.TO. A 0.77 correlation means they provide meaningful diversification when combined. VUN.TO charges 0.17%/yr vs 0.43%/yr for RUD.TO.

Performance

VUN.TO vs. RUD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Total Market Index ETF (VUN.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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Returns By Period

In the year-to-date period, VUN.TO achieves a 12.60% return, which is significantly higher than RUD.TO's 10.65% return. Over the past 10 years, VUN.TO has underperformed RUD.TO with an annualized return of 15.74%, while RUD.TO has yielded a comparatively higher 17.31% annualized return.

VUN.TO

1D
-1.00%
1M
2.11%
YTD
12.60%
6M
11.72%
1Y
28.22%
3Y*
23.29%
5Y*
14.77%
10Y*
15.74%

RUD.TO

1D
-0.80%
1M
2.34%
YTD
10.65%
6M
6.89%
1Y
23.66%
3Y*
19.61%
5Y*
16.39%
10Y*
17.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
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%
RUD.TO
RBC Quant U.S. Dividend Leaders ETF (CAD)		10.65%7.35%25.76%23.90%-15.14%54.34%13.61%25.93%6.03%14.39%

Correlation

The correlation between VUN.TO and RUD.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

0.83

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

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

Sectors
VUN.TO
RUD.TO

Technology

31.5%
31.1%

Financial Services

12.5%
12.9%

Healthcare

10.2%
8.0%

Consumer Cyclical

10.0%
13.2%

Industrials

9.9%
8.7%

Communication Services

9.7%
8.4%

Consumer Defensive

5.0%
8.4%

Energy

4.2%
5.0%

Utilities

2.5%
3.0%

Real Estate

2.5%
0.8%

Basic Materials

2.2%
0.5%

Technology

VUN.TO
31.5%
RUD.TO
31.1%

Financial Services

VUN.TO
12.5%
RUD.TO
12.9%

Healthcare

VUN.TO
10.2%
RUD.TO
8.0%

Consumer Cyclical

VUN.TO
10.0%
RUD.TO
13.2%

Industrials

VUN.TO
9.9%
RUD.TO
8.7%

Communication Services

VUN.TO
9.7%
RUD.TO
8.4%

Consumer Defensive

VUN.TO
5.0%
RUD.TO
8.4%

Energy

VUN.TO
4.2%
RUD.TO
5.0%

Utilities

VUN.TO
2.5%
RUD.TO
3.0%

Real Estate

VUN.TO
2.5%
RUD.TO
0.8%

Basic Materials

VUN.TO
2.2%
RUD.TO
0.5%

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. Total Market Index ETF

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

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. SPY
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

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VUN.TO
VUN.TO Risk / Return Rank: 7272
Overall Rank
VUN.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 7474
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 6969
Martin Ratio Rank
RUD.TO
RUD.TO Risk / Return Rank: 6666
Overall Rank
RUD.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
RUD.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
RUD.TO Omega Ratio Rank: 6464
Omega Ratio Rank
RUD.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
RUD.TO Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (VUN.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.

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.

VUN.TORUD.TODifference
Sharpe ratioReturn per unit of total volatility
2.27
1.91

+0.35

Sortino ratioReturn per unit of downside risk
3.12
2.61

+0.50

Omega ratioGain probability vs. loss probability

1.41

1.36

+0.06

Calmar ratioReturn relative to maximum drawdown

3.33

3.58

-0.25

Martin ratioReturn relative to average drawdown

12.32

12.74

-0.41

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

The current VUN.TO Sharpe Ratio is 2.27, which is comparable to the RUD.TO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VUN.TO and RUD.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

VUN.TO vs. RUD.TO - Drawdown Comparison

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

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Drawdown Indicators

VUN.TORUD.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-35.99%

+7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-6.65%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-19.88%

-28.31%

+8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-23.67%

-28.31%

+4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-28.19%

-35.99%

+7.80%

Current Drawdown

Current decline from peak

-1.60%

-0.87%

-0.73%

Average Drawdown

Average peak-to-trough decline

-3.80%

-10.08%

+6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

1.86%

+0.44%

Volatility

VUN.TO vs. RUD.TO - Volatility Comparison

Vanguard U.S. Total Market Index ETF (VUN.TO) has a higher volatility of 4.74% compared to RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO) at 3.70%. This indicates that VUN.TO's price experiences larger fluctuations and is considered to be riskier 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

VUN.TORUD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

3.70%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

9.78%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

12.44%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

35.34%

-19.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

44.72%

-27.97%

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

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

Dividends

VUN.TO vs. RUD.TO - Dividend Comparison

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

VUN.TO and RUD.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: Vanguard and RBC. Their fees differ too: 0.17% for VUN.TO and 0.43% for RUD.TO.

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