BUR vs. ZEB.TO
Compare and contrast key facts about Burford Capital Ltd (BUR) and BMO Equal Weight Banks Index ETF (ZEB.TO).
ZEB.TO is a passively managed fund by BMO that tracks the performance of the Solactive Equal Weight Canada Banks Index. It was launched on Oct 19, 2009.
Performance
BUR vs. ZEB.TO - Performance Comparison
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BUR vs. ZEB.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BUR Burford Capital Ltd | -49.33% | -29.24% | -17.52% | 93.24% | -21.63% | 10.98% | 3.09% | -52.91% | 35.14% | 128.53% |
ZEB.TO BMO Equal Weight Banks Index ETF | 0.61% | 50.31% | 14.74% | 13.40% | -16.38% | 40.41% | 5.59% | 21.85% | -15.92% | 22.15% |
Different Trading Currencies
BUR is traded in USD, while ZEB.TO is traded in CAD. To make them comparable, the ZEB.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BUR achieves a -49.33% return, which is significantly lower than ZEB.TO's -1.88% return. Over the past 10 years, BUR has underperformed ZEB.TO with an annualized return of 5.04%, while ZEB.TO has yielded a comparatively higher 13.52% annualized return.
BUR
- 1D
- 12.16%
- 1M
- -46.45%
- YTD
- -49.33%
- 6M
- -61.96%
- 1Y
- -65.39%
- 3Y*
- -25.04%
- 5Y*
- -13.59%
- 10Y*
- 5.04%
ZEB.TO
- 1D
- 0.00%
- 1M
- -7.99%
- YTD
- -1.88%
- 6M
- 11.98%
- 1Y
- 53.42%
- 3Y*
- 23.41%
- 5Y*
- 13.84%
- 10Y*
- 13.52%
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Return for Risk
BUR vs. ZEB.TO — Risk / Return Rank
BUR
ZEB.TO
BUR vs. ZEB.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burford Capital Ltd (BUR) and BMO Equal Weight Banks Index ETF (ZEB.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.
| BUR | ZEB.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.96 | 3.62 | -4.58 |
Sortino ratioReturn per unit of downside risk | -1.32 | 4.70 | -6.02 |
Omega ratioGain probability vs. loss probability | 0.76 | 1.69 | -0.93 |
Calmar ratioReturn relative to maximum drawdown | -0.91 | 5.54 | -6.45 |
Martin ratioReturn relative to average drawdown | -2.37 | 23.94 | -26.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BUR | ZEB.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.96 | 3.62 | -4.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.83 | -1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.67 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.56 | -0.42 |
Correlation
The correlation between BUR and ZEB.TO is 0.25, 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
BUR vs. ZEB.TO - Dividend Comparison
BUR's dividend yield for the trailing twelve months is around 2.77%, less than ZEB.TO's 2.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUR Burford Capital Ltd | 2.77% | 1.40% | 0.98% | 0.80% | 1.53% | 1.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZEB.TO BMO Equal Weight Banks Index ETF | 2.95% | 2.95% | 3.98% | 4.75% | 4.29% | 3.13% | 4.15% | 3.65% | 3.64% | 3.02% | 3.19% | 3.70% |
Drawdowns
BUR vs. ZEB.TO - Drawdown Comparison
The maximum BUR drawdown since its inception was -86.92%, which is greater than ZEB.TO's maximum drawdown of -45.16%. Use the drawdown chart below to compare losses from any high point for BUR and ZEB.TO.
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Drawdown Indicators
| BUR | ZEB.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.92% | -39.69% | -47.23% |
Max Drawdown (1Y)Largest decline over 1 year | -72.66% | -8.44% | -64.22% |
Max Drawdown (5Y)Largest decline over 5 years | -74.95% | -25.97% | -48.98% |
Max Drawdown (10Y)Largest decline over 10 years | -86.92% | -39.69% | -47.23% |
Current DrawdownCurrent decline from peak | -82.03% | -5.86% | -76.17% |
Average DrawdownAverage peak-to-trough decline | -38.96% | -5.70% | -33.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.82% | 2.17% | +25.65% |
Volatility
BUR vs. ZEB.TO - Volatility Comparison
Burford Capital Ltd (BUR) has a higher volatility of 66.17% compared to BMO Equal Weight Banks Index ETF (ZEB.TO) at 5.45%. This indicates that BUR's price experiences larger fluctuations and is considered to be riskier than ZEB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUR | ZEB.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 66.17% | 5.45% | +60.72% |
Volatility (6M)Calculated over the trailing 6-month period | 71.49% | 10.76% | +60.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.48% | 14.83% | +53.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.44% | 16.82% | +33.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.99% | 20.20% | +38.79% |