BLOV.TO vs. ZDY.TO
BLOV.TO (Brompton North American Low Volatility Dividend ETF) and ZDY.TO (BMO US Dividend ETF (CAD)) are both Dividend funds. Both are actively managed. Over the past 5 years, BLOV.TO returned 8.11%/yr vs 11.06%/yr for ZDY.TO. At a 0.19 correlation, their price movements are largely independent.
Performance
BLOV.TO vs. ZDY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BLOV.TO achieves a 13.00% return, which is significantly lower than ZDY.TO's 16.63% return.
BLOV.TO
- 1D
- -0.29%
- 1M
- 3.33%
- 6M
- 11.25%
- YTD
- 13.00%
- 1Y
- 19.70%
- 3Y*
- 12.63%
- 5Y*
- 8.11%
- 10Y*
- —
ZDY.TO
- 1D
- -0.36%
- 1M
- -0.95%
- 6M
- 11.93%
- YTD
- 16.63%
- 1Y
- 12.67%
- 3Y*
- 15.13%
- 5Y*
- 11.06%
- 10Y*
- 9.66%
BLOV.TO vs. ZDY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.00% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
ZDY.TO BMO US Dividend ETF (CAD) | 16.63% | -0.87% | 26.24% | 4.58% | 1.64% | 22.92% | 14.39% |
Correlation
The correlation between BLOV.TO and ZDY.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.19 |
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Return for Risk
BLOV.TO vs. ZDY.TO — Risk / Return Rank
BLOV.TO
ZDY.TO
BLOV.TO vs. ZDY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton North American Low Volatility Dividend ETF (BLOV.TO) and BMO US Dividend ETF (CAD) (ZDY.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.
| BLOV.TO | ZDY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.20 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 1.10 | +2.68 |
| Martin ratioReturn relative to average drawdown | 12.62 | 2.82 | +9.80 |
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Drawdowns
BLOV.TO vs. ZDY.TO - Drawdown Comparison
The maximum BLOV.TO drawdown since its inception was -46.98%, which is greater than ZDY.TO's maximum drawdown of -32.99%. Use the drawdown chart below to compare losses from any high point for BLOV.TO and ZDY.TO.
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Drawdown Indicators
| BLOV.TO | ZDY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -32.99% | -13.99% |
Max Drawdown (1Y)Largest decline over 1 year | -5.23% | -11.53% | +6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -41.86% | -15.33% | -26.53% |
Max Drawdown (5Y)Largest decline over 5 years | -46.98% | -15.33% | -31.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.99% | — |
Current DrawdownCurrent decline from peak | -1.76% | -2.48% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -4.47% | -3.40% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 4.50% | -2.94% |
Volatility
BLOV.TO vs. ZDY.TO - Volatility Comparison
Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a higher volatility of 4.67% compared to BMO US Dividend ETF (CAD) (ZDY.TO) at 2.23%. This indicates that BLOV.TO's price experiences larger fluctuations and is considered to be riskier than ZDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLOV.TO | ZDY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 2.23% | +2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 8.66% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.16% | 12.89% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.18% | 12.44% | +20.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.15% | 15.27% | +14.88% |
Dividends
BLOV.TO vs. ZDY.TO - Dividend Comparison
BLOV.TO's dividend yield for the trailing twelve months is around 3.72%, more than ZDY.TO's 1.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.72% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZDY.TO BMO US Dividend ETF (CAD) | 1.52% | 1.80% | 1.97% | 2.43% | 2.48% | 2.33% | 3.65% | 3.02% | 2.80% | 2.63% | 2.46% | 2.54% |
Frequently Asked Questions
BLOV.TO and ZDY.TO have a correlation of 0.21, 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.
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