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BMO Broad Commodity ETF (CAD Units) (ZCOM.NEO) Sharpe Ratio

ETF · Currency in CAD · Last updated Jun 5, 2026

The fund seeks to replicate the performance of the Bloomberg Commodity Index Total Return by investing in derivative instruments, providing diversified exposure to energy, metals, and agricultural commodities markets.

Sharpe ratio is not yet available for ZCOM.NEO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares BMO Broad Commodity ETF (CAD Units)'s Sharpe Ratio with other ETFs in the Commodities category across multiple time periods, showing how ZCOM.NEO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CCOM.TOCI Auspice Broad Commodity Fund ETF Hedged Units1.95
HUC.TOGlobal X Crude Oil ETF1.48
HUG.TOGlobal X Gold ETF1.06
HUN.TOGlobal X Natural Gas ETF-0.49
ZCOM.NEOBMO Broad Commodity ETF (CAD Units)—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ZCOM.NEO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ZCOM.NEO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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