XTOT.TO vs. RUD.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO).

XTOT.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. XTOT.TO is a passively managed fund by iShares that tracks the performance of the S&P Total Market Index. It was launched on May 28, 2025. RUD.TO is an actively managed fund by RBC. It was launched on Jan 9, 2014.

Performance

XTOT.TO vs. RUD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.TO) and RBC Quant U.S. Dividend Leaders ETF (CAD) (RUD.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF	-2.69%	15.99%
RUD.TO RBC Quant U.S. Dividend Leaders ETF (CAD)	-0.58%	12.80%

Returns By Period

In the year-to-date period, XTOT.TO achieves a -2.69% return, which is significantly lower than RUD.TO's -0.58% return.

XTOT.TO

• 1D: 3.22%
• 1M: -2.94%
• YTD: -2.69%
• 6M: -1.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RUD.TO

• 1D: 2.07%
• 1M: -2.35%
• YTD: -0.58%
• 6M: -1.37%
• 1Y: 11.64%
• 3Y*: 14.50%
• 5Y*: 11.91%
• 10Y*: 12.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XTOT.TO has a 0.07% expense ratio, which is lower than RUD.TO's 0.43% expense ratio.

RUD.TO

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

XTOT.TO

iShares Core S&P Total U.S. Stock Market Index ETF

Return for Risk

XTOT.TO vs. RUD.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: 38
RUD.TO Sharpe Ratio Rank: 34
RUD.TO Sortino Ratio Rank: 34
RUD.TO Omega Ratio Rank: 37
RUD.TO Calmar Ratio Rank: 40
RUD.TO Martin Ratio Rank: 43

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	XTOT.TO	RUD.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.63	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.78	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	0.77	+0.42

Correlation

The correlation between XTOT.TO and RUD.TO is 0.80, 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

XTOT.TO vs. RUD.TO - Dividend Comparison

XTOT.TO's dividend yield for the trailing twelve months is around 0.71%, less than RUD.TO's 1.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XTOT.TO iShares Core S&P Total U.S. Stock Market Index ETF	0.71%	0.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

XTOT.TO vs. RUD.TO - Drawdown Comparison

The maximum XTOT.TO drawdown since its inception was -9.64%, smaller than the maximum RUD.TO drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for XTOT.TO and RUD.TO.

Drawdown Indicators

	XTOT.TO	RUD.TO	Difference
Max Drawdown Largest peak-to-trough decline	-9.64%	-29.89%	+20.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.79%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.33%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.89%	—
Current Drawdown Current decline from peak	-6.73%	-8.63%	+1.90%
Average Drawdown Average peak-to-trough decline	-1.94%	-3.99%	+2.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.17%	—

Volatility

Volatility by Period

	XTOT.TO	RUD.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.83%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.18%	18.61%	-5.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.18%	15.39%	-2.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.18%	15.55%	-2.37%