PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BMO S&P/TSX Capped Composite Index ETF (ZCN.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP05574G109
IssuerBMO
Inception DateMay 29, 2009
RegionNorth America (Canada)
CategoryCanada Equities
Index TrackedS&P/TSX Capped Composite Index
Distribution PolicyDistributing
Home Pagewww.bmogam.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ZCN.TO has an expense ratio of 0.06% which is considered to be low.


Expense ratio chart for ZCN.TO: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Share Price Chart


Loading data...

Compare to other instruments

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


BMO S&P/TSX Capped Composite Index ETF

Popular comparisons: ZCN.TO vs. XIC.TO, ZCN.TO vs. XIU.TO, ZCN.TO vs. XID.TO, ZCN.TO vs. VDY.TO, ZCN.TO vs. XEQT.TO, ZCN.TO vs. VOO, ZCN.TO vs. ewjv, ZCN.TO vs. ZSP.TO, ZCN.TO vs. XUU.TO, ZCN.TO vs. VFV.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in BMO S&P/TSX Capped Composite 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.


200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
204.32%
588.73%
ZCN.TO (BMO S&P/TSX Capped Composite Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

BMO S&P/TSX Capped Composite Index ETF had a return of 7.48% year-to-date (YTD) and 11.84% in the last 12 months. Over the past 10 years, BMO S&P/TSX Capped Composite Index ETF had an annualized return of 7.61%, while the S&P 500 had an annualized return of 10.71%, indicating that BMO S&P/TSX Capped Composite Index ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.48%8.76%
1 month0.30%-0.32%
6 months15.64%18.48%
1 year11.84%25.36%
5 years (annualized)9.81%12.60%
10 years (annualized)7.61%10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.61%1.77%4.20%-1.79%
2023-3.18%7.51%3.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ZCN.TO is 53, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ZCN.TO is 5353
ZCN.TO (BMO S&P/TSX Capped Composite Index ETF)
The Sharpe Ratio Rank of ZCN.TO is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of ZCN.TO is 4949Sortino Ratio Rank
The Omega Ratio Rank of ZCN.TO is 5050Omega Ratio Rank
The Calmar Ratio Rank of ZCN.TO is 6262Calmar Ratio Rank
The Martin Ratio Rank of ZCN.TO is 5656Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BMO S&P/TSX Capped Composite Index ETF (ZCN.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ZCN.TO
Sharpe ratio
The chart of Sharpe ratio for ZCN.TO, currently valued at 1.08, compared to the broader market0.002.004.001.08
Sortino ratio
The chart of Sortino ratio for ZCN.TO, currently valued at 1.58, compared to the broader market-2.000.002.004.006.008.0010.001.58
Omega ratio
The chart of Omega ratio for ZCN.TO, currently valued at 1.20, compared to the broader market0.501.001.502.002.501.20
Calmar ratio
The chart of Calmar ratio for ZCN.TO, currently valued at 1.13, compared to the broader market0.002.004.006.008.0010.0012.0014.001.13
Martin ratio
The chart of Martin ratio for ZCN.TO, currently valued at 4.28, compared to the broader market0.0020.0040.0060.0080.004.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market0.002.004.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.008.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.0012.0014.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.43, compared to the broader market0.0020.0040.0060.0080.008.43

Sharpe Ratio

The current BMO S&P/TSX Capped Composite Index ETF Sharpe ratio is 1.08. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BMO S&P/TSX Capped Composite Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2024FebruaryMarchAprilMay
1.08
2.82
ZCN.TO (BMO S&P/TSX Capped Composite Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

BMO S&P/TSX Capped Composite Index ETF granted a 3.08% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.92 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$0.92CA$0.92CA$0.85CA$0.78CA$0.76CA$0.72CA$0.61CA$0.59CA$0.59CA$0.59CA$0.53CA$0.58

Dividend yield

3.08%3.29%3.27%2.74%3.24%3.13%3.16%2.71%2.84%3.33%2.66%3.17%

Monthly Dividends

The table displays the monthly dividend distributions for BMO S&P/TSX Capped Composite Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.00CA$0.00CA$0.23CA$0.00
2023CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.23
2022CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.22
2021CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.21
2020CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.19
2019CA$0.00CA$0.00CA$0.16CA$0.00CA$0.00CA$0.16CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.23
2018CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.16
2017CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.15
2016CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14
2015CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.17
2014CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.15
2013CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.20%
-0.03%
ZCN.TO (BMO S&P/TSX Capped Composite Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BMO S&P/TSX Capped Composite 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 S&P/TSX Capped Composite Index ETF was 37.18%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.

The current BMO S&P/TSX Capped Composite Index ETF drawdown is 0.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.18%Feb 21, 202022Mar 23, 2020178Dec 4, 2020200
-23.05%Mar 7, 2011146Oct 4, 2011531Nov 14, 2013677
-21.65%Apr 16, 2015192Jan 20, 2016188Oct 19, 2016380
-16.25%Apr 5, 202270Jul 14, 2022364Dec 27, 2023434
-15.52%Jul 16, 2018113Dec 24, 201857Mar 18, 2019170

Volatility

Volatility Chart

The current BMO S&P/TSX Capped Composite Index ETF volatility is 2.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
2.90%
3.52%
ZCN.TO (BMO S&P/TSX Capped Composite Index ETF)
Benchmark (^GSPC)