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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in BMO Clean Energy Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
ZCLN.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.
Returns By Period
BMO Clean Energy Index ETF (ZCLN.TO) has returned 12.59% so far this year and 55.63% over the past 12 months.
BMO Clean Energy Index ETF
- 1D
- 3.39%
- 1M
- 2.58%
- YTD
- 12.59%
- 6M
- 16.82%
- 1Y
- 55.63%
- 3Y*
- -0.61%
- 5Y*
- -2.35%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.80%
- 1M
- -3.22%
- YTD
- -3.34%
- 6M
- -2.48%
- 1Y
- 12.46%
- 3Y*
- 17.80%
- 5Y*
- 12.48%
- 10Y*
- 12.91%
Monthly Returns
Based on dividend-adjusted daily data since Jan 26, 2021, ZCLN.TO's average daily return is -0.02%, while the average monthly return is -0.41%.
Historically, 44% of months were positive and 56% were negative. The best month was Jul 2022 with a return of +19.5%, while the worst month was Feb 2021 at -14.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ZCLN.TO closed higher 47% of trading days. The best single day was Feb 24, 2022 with a return of +9.4%, while the worst single day was Feb 22, 2021 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.22% | -0.42% | 2.58% | 12.59% | |||||||||
| 2025 | 1.03% | -3.23% | 2.03% | -0.64% | 6.90% | 3.45% | 3.70% | 7.34% | 8.93% | 12.62% | -2.50% | -5.51% | 37.90% |
| 2024 | -10.12% | 0.83% | 0.41% | -3.41% | 11.31% | -9.65% | 6.18% | -0.73% | 2.53% | -7.67% | -5.49% | -4.30% | -20.23% |
| 2023 | 2.68% | -2.76% | 0.59% | -4.23% | -2.18% | -1.50% | -1.32% | -9.55% | -8.84% | -9.77% | 7.38% | 8.97% | -20.37% |
| 2022 | -10.44% | 10.29% | 1.94% | -9.20% | 4.08% | -4.64% | 19.45% | 2.04% | -8.24% | -3.77% | 10.94% | -6.39% | 1.41% |
| 2021 | -6.89% | -14.15% | -7.50% | -5.98% | -4.01% | 6.63% | -2.43% | 4.25% | -6.91% | 14.14% | -4.09% | -10.58% | -34.06% |
Benchmark Metrics
BMO Clean Energy Index ETF has an annualized alpha of -13.58%, beta of 0.78, and R² of 0.19 versus S&P 500 Index. Calculated based on daily prices since January 27, 2021.
- This ETF participated in 113.55% of S&P 500 Index downside but only 27.18% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.19 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -13.58%
- Beta
- 0.78
- R²
- 0.19
- Upside Capture
- 27.18%
- Downside Capture
- 113.55%
Expense Ratio
ZCLN.TO has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ZCLN.TO ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BMO Clean Energy Index ETF (ZCLN.TO) and compare them to a chosen benchmark (S&P 500 Index).
| ZCLN.TO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 0.69 | +1.41 |
Sortino ratioReturn per unit of downside risk | 2.77 | 1.06 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.17 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 4.23 | 1.14 | +3.09 |
Martin ratioReturn relative to average drawdown | 11.99 | 4.22 | +7.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ZCLN.TO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
BMO Clean Energy Index ETF provided a 1.52% dividend yield over the last twelve months, with an annual payout of CA$0.30 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | CA$0.30 | CA$0.30 | CA$0.27 | CA$0.22 | CA$0.19 | CA$0.17 |
Dividend yield | 1.52% | 1.71% | 2.13% | 1.37% | 0.93% | 0.83% |
Monthly Dividends
The table displays the monthly dividend distributions for BMO Clean Energy Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | |||||||||
| 2025 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.30 | CA$0.30 |
| 2024 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.27 | CA$0.27 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.22 | CA$0.22 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.19 | CA$0.19 |
| 2021 | CA$0.17 | CA$0.17 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BMO Clean Energy Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BMO Clean Energy Index ETF was 61.07%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current BMO Clean Energy Index ETF drawdown is 34.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.07% | Jan 27, 2021 | 1054 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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