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BMO Gold Bullion ETF (CAD Units) (ZGLD.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
CA05611P2035
CUSIP
05611P203
Issuer
BMO
Inception Date
Mar 8, 2024
Category
Gold
Leveraged
1x (No leverage)
Index Tracked
Gold Bullion
Domicile
Canada
Distribution Policy
Accumulating
Asset Class
Commodity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in BMO Gold Bullion ETF (CAD Units), 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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S&P 500 Index

Different Benchmark Currency

ZGLD.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 Gold Bullion ETF (CAD Units) (ZGLD.TO) has returned 10.24% so far this year and 44.65% over the past 12 months.


BMO Gold Bullion ETF (CAD Units)

1D
3.69%
1M
-9.21%
YTD
10.24%
6M
21.20%
1Y
44.65%
3Y*
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 11, 2024, ZGLD.TO's average daily return is +0.16%, while the average monthly return is +3.32%. At this rate, your investment would double in approximately 1.8 years.

Historically, 76% of months were positive and 24% were negative. The best month was Sep 2025 with a return of +13.3%, while the worst month was Mar 2026 at -9.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, ZGLD.TO closed higher 57% of trading days. The best single day was Feb 3, 2026 with a return of +6.1%, while the worst single day was Jan 30, 2026 at -9.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.77%8.64%-9.21%10.24%
20257.57%1.40%8.87%1.07%-0.53%-0.41%1.14%4.06%13.26%4.38%3.98%1.29%55.82%
20242.11%5.02%1.38%-0.69%6.18%-0.25%5.42%7.47%-1.77%0.77%28.23%

Benchmark Metrics

BMO Gold Bullion ETF (CAD Units) has an annualized alpha of 46.20%, beta of 0.03, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 12, 2024.

  • This ETF captured 104.82% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -138.70%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.03 may look defensive, but with R² of 0.00 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 0.00 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
46.20%
Beta
0.03
0.00
Upside Capture
104.82%
Downside Capture
-138.70%

Expense Ratio

ZGLD.TO has an expense ratio of 0.23%, which is considered low.


Return for Risk

Risk / Return Rank

ZGLD.TO ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ZGLD.TO Risk / Return Rank: 8383
Overall Rank
ZGLD.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ZGLD.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
ZGLD.TO Omega Ratio Rank: 8181
Omega Ratio Rank
ZGLD.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
ZGLD.TO Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BMO Gold Bullion ETF (CAD Units) (ZGLD.TO) and compare them to a chosen benchmark (S&P 500 Index).


ZGLD.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.73

0.69

+1.04

Sortino ratio

Return per unit of downside risk

2.20

1.06

+1.14

Omega ratio

Gain probability vs. loss probability

1.33

1.17

+0.16

Calmar ratio

Return relative to maximum drawdown

2.75

1.14

+1.61

Martin ratio

Return relative to average drawdown

9.61

4.22

+5.40

Explore ZGLD.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 Gold Bullion ETF (CAD Units) doesn't pay dividends

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 Gold Bullion ETF (CAD Units). 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 Gold Bullion ETF (CAD Units) was 17.23%, occurring on Mar 23, 2026. The portfolio has not yet recovered.

The current BMO Gold Bullion ETF (CAD Units) drawdown is 10.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.23%Mar 3, 202615Mar 23, 2026
-12.8%Jan 29, 20263Feb 2, 202619Mar 2, 202622
-10.55%Oct 21, 20257Oct 29, 202539Dec 23, 202546
-6.61%Oct 31, 202410Nov 13, 202439Jan 10, 202549
-6.2%Apr 22, 202517May 14, 202574Aug 29, 202591

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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