BDIV.TO vs. ZDH.TO
BDIV.TO (Brompton Global Dividend Growth ETF) and ZDH.TO (BMO International Dividend Hedged to CAD ETF) are both Global Equity Income funds. Over the past 5 years, BDIV.TO returned 10.85%/yr vs 14.37%/yr for ZDH.TO. At a 0.39 correlation, their price movements are largely independent.
Performance
BDIV.TO vs. ZDH.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BDIV.TO achieves a 10.93% return, which is significantly lower than ZDH.TO's 13.60% return.
BDIV.TO
- 1D
- 0.35%
- 1M
- 0.13%
- 6M
- 8.69%
- YTD
- 10.93%
- 1Y
- 20.16%
- 3Y*
- 20.02%
- 5Y*
- 10.85%
- 10Y*
- —
ZDH.TO
- 1D
- 0.60%
- 1M
- 1.65%
- 6M
- 10.10%
- YTD
- 13.60%
- 1Y
- 29.49%
- 3Y*
- 17.75%
- 5Y*
- 14.37%
- 10Y*
- 10.72%
BDIV.TO vs. ZDH.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BDIV.TO Brompton Global Dividend Growth ETF | 10.93% | 18.14% | 25.34% | 11.23% | -16.24% | 22.15% | -0.56% | 22.02% | -6.67% |
ZDH.TO BMO International Dividend Hedged to CAD ETF | 13.60% | 22.25% | 10.75% | 17.44% | 3.43% | 19.87% | -9.45% | 19.93% | -4.81% |
Correlation
The correlation between BDIV.TO and ZDH.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2018 | 0.39 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BDIV.TO vs. ZDH.TO — Risk / Return Rank
BDIV.TO
ZDH.TO
BDIV.TO vs. ZDH.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Global Dividend Growth ETF (BDIV.TO) and BMO International Dividend Hedged to CAD ETF (ZDH.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BDIV.TO | ZDH.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.47 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.32 | -1.10 |
| Martin ratioReturn relative to average drawdown | 9.64 | 13.96 | -4.31 |
Loading charts...
Drawdowns
BDIV.TO vs. ZDH.TO - Drawdown Comparison
The maximum BDIV.TO drawdown since its inception was -36.44%, roughly equal to the maximum ZDH.TO drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for BDIV.TO and ZDH.TO.
Loading charts...
Drawdown Indicators
| BDIV.TO | ZDH.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.44% | -37.62% | +1.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -8.92% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -13.65% | -13.74% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -13.74% | -10.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.62% | — |
Current DrawdownCurrent decline from peak | -2.36% | -0.14% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -4.03% | -2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.12% | -0.02% |
Volatility
BDIV.TO vs. ZDH.TO - Volatility Comparison
Brompton Global Dividend Growth ETF (BDIV.TO) has a higher volatility of 3.94% compared to BMO International Dividend Hedged to CAD ETF (ZDH.TO) at 3.05%. This indicates that BDIV.TO's price experiences larger fluctuations and is considered to be riskier than ZDH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BDIV.TO | ZDH.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.05% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 9.65% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 11.75% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.72% | 13.30% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 16.31% | +2.39% |
Dividends
BDIV.TO vs. ZDH.TO - Dividend Comparison
BDIV.TO's dividend yield for the trailing twelve months is around 5.74%, more than ZDH.TO's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDIV.TO Brompton Global Dividend Growth ETF | 5.74% | 6.05% | 6.43% | 7.21% | 7.11% | 5.30% | 6.12% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% |
ZDH.TO BMO International Dividend Hedged to CAD ETF | 2.72% | 3.09% | 4.03% | 4.25% | 4.06% | 3.72% | 5.35% | 4.88% | 5.37% | 4.43% | 4.38% | 1.67% |
Frequently Asked Questions
BDIV.TO and ZDH.TO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Brompton and BMO.
Find the right allocation for BDIV.TO and ZDH.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer