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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in BMO Balanced ESG 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
ZESG.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 Balanced ESG ETF (ZESG.TO) has returned -1.73% so far this year and 11.23% over the past 12 months.
BMO Balanced ESG ETF
- 1D
- 1.70%
- 1M
- -3.57%
- YTD
- -1.73%
- 6M
- -0.25%
- 1Y
- 11.23%
- 3Y*
- 11.96%
- 5Y*
- 7.37%
- 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 21, 2020, ZESG.TO's average daily return is -0.03%, while the average monthly return is -0.69%.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +6.2%, while the worst month was Jan 2020 at -100.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ZESG.TO closed higher 45% of trading days. The best single day was Mar 27, 2020 with a return of +7.1%, while the worst single day was Jan 23, 2020 at -100.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.50% | 1.41% | -3.57% | -1.73% | |||||||||
| 2025 | 2.57% | -0.41% | -2.90% | -1.78% | 4.19% | 2.08% | 1.46% | 1.36% | 3.80% | 2.13% | 0.25% | -0.85% | 12.26% |
| 2024 | 0.87% | 2.56% | 2.17% | -2.02% | 1.80% | 2.06% | 2.36% | 0.16% | 2.64% | -0.03% | 3.90% | -0.78% | 16.70% |
| 2023 | 4.56% | -1.13% | 2.30% | 1.12% | -0.95% | 1.13% | 2.10% | 0.16% | -3.93% | 0.16% | 6.19% | 2.98% | 15.27% |
| 2022 | -4.94% | -2.03% | 0.25% | -4.19% | -1.95% | -5.25% | 4.84% | -1.78% | -3.42% | 3.01% | 3.74% | -2.27% | -13.70% |
| 2021 | -0.66% | 0.73% | 0.88% | 1.44% | 0.31% | 2.84% | 2.14% | 2.18% | -2.75% | 2.51% | 0.32% | 2.67% | 13.20% |
Benchmark Metrics
BMO Balanced ESG ETF has an annualized alpha of -11.22%, beta of 0.21, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 22, 2020.
- This ETF participated in 311.06% of S&P 500 Index downside but only 58.95% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.21 may look defensive, but with R² of 0.01 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.01 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
- -11.22%
- Beta
- 0.21
- R²
- 0.01
- Upside Capture
- 58.95%
- Downside Capture
- 311.06%
Expense Ratio
ZESG.TO has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
ZESG.TO ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BMO Balanced ESG ETF (ZESG.TO) and compare them to a chosen benchmark (S&P 500 Index).
| ZESG.TO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.69 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.06 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.14 | +0.27 |
Martin ratioReturn relative to average drawdown | 5.61 | 4.22 | +1.40 |
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 ZESG.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 Balanced ESG ETF provided a 1.78% dividend yield over the last twelve months, with an annual payout of CA$0.25 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | CA$0.25 | CA$0.24 | CA$0.24 | CA$0.25 | CA$0.25 | CA$0.24 | CA$0.24 |
Dividend yield | 1.78% | 1.71% | 1.89% | 2.22% | 2.53% | 2.05% | 2.27% |
Monthly Dividends
The table displays the monthly dividend distributions for BMO Balanced ESG 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$0.07 | CA$0.07 | |||||||||
| 2025 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.24 |
| 2024 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.24 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.07 | CA$0.25 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.07 | CA$0.25 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.00 | CA$0.00 | CA$0.06 | CA$0.24 |
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 Balanced ESG 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 Balanced ESG ETF was 100.00%, occurring on Mar 23, 2020. The portfolio has not yet recovered.
The current BMO Balanced ESG ETF drawdown is 100.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -100% | Jan 23, 2020 | 42 | Mar 23, 2020 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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