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BIGY.TO vs. ZLU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

BIGY.TO vs. ZLU.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Evolve US Equity UltraYield ETF (BIGY.TO) and BMO Low Volatility US Equity ETF (CAD) (ZLU.TO).

BIGY.TO and ZLU.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BIGY.TO is an actively managed fund by Evolve. It was launched on Sep 9, 2025. ZLU.TO is an actively managed fund by BMO. It was launched on Mar 19, 2013.

Performance

BIGY.TO vs. ZLU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve US Equity UltraYield ETF (BIGY.TO) and BMO Low Volatility US Equity ETF (CAD) (ZLU.TO). The values are adjusted to include any dividend payments, if applicable.

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BIGY.TO vs. ZLU.TO - Yearly Performance Comparison

2026 (YTD)2025
BIGY.TO
Evolve US Equity UltraYield ETF		-19.53%0.64%
ZLU.TO
BMO Low Volatility US Equity ETF (CAD)		7.06%-4.06%

Returns By Period

In the year-to-date period, BIGY.TO achieves a -19.53% return, which is significantly lower than ZLU.TO's 7.06% return.

BIGY.TO

1D
0.00%
1M
-10.56%
YTD
-19.53%
6M
-23.89%
1Y
—
3Y*
—
5Y*
—
10Y*
—

ZLU.TO

1D
0.93%
1M
-3.57%
YTD
7.06%
6M
0.48%
1Y
0.80%
3Y*
9.14%
5Y*
10.02%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Evolve US Equity UltraYield ETF

BMO Low Volatility US Equity ETF (CAD)

Often compared with BIGY.TO:
BIGY.TO vs. HHIS.TOBIGY.TO vs. LLHE.TOBIGY.TO vs. CANY.TOBIGY.TO vs. SIXY.TOBIGY.TO vs. HYLD.TOBIGY.TO vs. SDAY.NEOBIGY.TO vs. QQQY.TO
Often compared with ZLU.TO:
ZLU.TO vs. ZSP.TOZLU.TO vs. XMU.TOZLU.TO vs. ZDY.TOZLU.TO vs. ZID.TOZLU.TO vs. XEQT.TOZLU.TO vs. XBAL.TOZLU.TO vs. VGRO.TO

BIGY.TO vs. ZLU.TO - Expense Ratio Comparison

BIGY.TO has a 0.40% expense ratio, which is higher than ZLU.TO's 0.33% expense ratio.

BIGY.TO
Evolve US Equity UltraYield ETF
ZLU.TO
BMO Low Volatility US Equity ETF (CAD)

Return for Risk

BIGY.TO vs. ZLU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BIGY.TO
ZLU.TO
ZLU.TO Risk / Return Rank: 1515
Overall Rank
ZLU.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ZLU.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
ZLU.TO Omega Ratio Rank: 1313
Omega Ratio Rank
ZLU.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
ZLU.TO Martin Ratio Rank: 1616
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.

BIGY.TO vs. ZLU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve US Equity UltraYield ETF (BIGY.TO) and BMO Low Volatility US Equity ETF (CAD) (ZLU.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BIGY.TO vs. ZLU.TO - Sharpe Ratio Comparison

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Sharpe Ratios by Period

BIGY.TOZLU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.06

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.89

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.66

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.09

0.97

-2.06

Correlation

The correlation between BIGY.TO and ZLU.TO is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BIGY.TO vs. ZLU.TO - Dividend Comparison

BIGY.TO's dividend yield for the trailing twelve months is around 23.72%, more than ZLU.TO's 1.77% yield.

TTM20252024202320222021202020192018201720162015
BIGY.TO
Evolve US Equity UltraYield ETF		23.72%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZLU.TO
BMO Low Volatility US Equity ETF (CAD)		1.77%1.89%1.89%2.29%1.87%1.69%1.75%1.51%1.81%1.91%2.26%1.73%

Drawdowns

BIGY.TO vs. ZLU.TO - Drawdown Comparison

The maximum BIGY.TO drawdown since its inception was -27.82%, which is greater than ZLU.TO's maximum drawdown of -25.49%. Use the drawdown chart below to compare losses from any high point for BIGY.TO and ZLU.TO.

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Drawdown Indicators

BIGY.TOZLU.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.82%

-25.49%

-2.33%

Max Drawdown (1Y)

Largest decline over 1 year

—

-8.43%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-10.40%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.49%

—

Current Drawdown

Current decline from peak

-27.82%

-4.12%

-23.70%

Average Drawdown

Average peak-to-trough decline

-10.27%

-3.10%

-7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

4.70%

—

Volatility

BIGY.TO vs. ZLU.TO - Volatility Comparison

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Volatility by Period

BIGY.TOZLU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.44%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

8.18%

—

Volatility (1Y)

Calculated over the trailing 1-year period

29.34%

12.75%

+16.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.34%

11.37%

+17.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.34%

13.92%

+15.42%