BMO S&P/TSX Capped Composite Index ETF (ZCN.TO)

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BMO S&P/TSX Capped Composite Index ETF (ZCN.TO) returned 6.53% year-to-date (YTD) and 20.30% over the past 12 months. Over the past 10 years, ZCN.TO returned 8.91% annually, underperforming the S&P 500 benchmark at 10.68%.

The table below presents the monthly returns of ZCN.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

With an overall rank of 90, ZCN.TO is among the top 10% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

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.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BMO S&P/TSX Capped Composite Index ETF Sharpe ratios as of May 27, 2025 (values are recalculated daily):

• 1-Year: 1.42
• 5-Year: 1.13
• 10-Year: 0.59
• All Time: 0.57

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of BMO S&P/TSX Capped Composite Index ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

BMO S&P/TSX Capped Composite Index ETF provided a 2.63% dividend yield over the last twelve months, with an annual payout of CA$0.92 per share. The fund has been increasing its distributions for 10 consecutive years.

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.

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.

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 chart below shows the rolling one-month volatility.