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BMO Conservative ETF (ZCON.TO) Sharpe Ratio: 1.14

ZCON.TO's Sharpe Ratio of 1.14 indicates that for each unit of volatility, it generates 1.14 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ZCON.TO Sharpe Ratio Rank

ZCON.TO Sharpe Ratio Rank: 62.663
Above Average

ZCON.TO ranks above 62.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

ZCON.TO Sharpe Ratio Market Positioning

The chart shows ZCON.TO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.46 or lower
  • Yellow zone (middle 50%): 0.46 to 1.40
  • Green zone (top 25%): 1.40 or higher
  • Top 1%: 5.76+
  • Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares BMO Conservative ETF's Sharpe Ratio with other ETFs in the Diversified Portfolio category across multiple time periods, showing how ZCON.TO'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 Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VRIF.TOVanguard Retirement Income ETF Portfolio1.52
VGRO.TOVanguard Growth ETF Portfolio1.35
MGRW.TOMackenzie Growth Allocation ETF1.35
FGRO.NEOFidelity All-in-One Growth ETF1.34
FBAL.NEOFidelity All-in-One Balanced ETF1.33
VBAL.TOVanguard Balanced ETF Portfolio1.33
TGRO.TOTD Growth ETF Portfolio1.31
TCON.TOTD Conservative ETF Portfolio1.26
ZESG.TOBMO Balanced ESG ETF1.24
HBAL.TOGlobal X Balanced Asset Allocation ETF1.15
ZCON.TOBMO Conservative ETF1.14

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ZCON.TO'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 ZCON.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore ZCON.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

ZCON.TO Sortino Ratio