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CEW.TO vs. BMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEW.TO vs. BMO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Equal Weight Banc & Lifeco ETF (CEW.TO) and Bank of Montreal (BMO). The values are adjusted to include any dividend payments, if applicable.

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CEW.TO vs. BMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEW.TO
iShares Equal Weight Banc & Lifeco ETF
-0.53%32.58%29.48%17.04%-6.85%29.26%-0.63%25.38%-12.85%11.88%
BMO
Bank of Montreal
6.62%33.19%11.82%12.70%-6.17%46.81%1.59%17.44%-7.81%9.20%
Different Trading Currencies

CEW.TO is traded in CAD, while BMO is traded in USD. To make them comparable, the BMO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CEW.TO achieves a -0.53% return, which is significantly lower than BMO's 6.62% return. Both investments have delivered pretty close results over the past 10 years, with CEW.TO having a 13.75% annualized return and BMO not far ahead at 14.20%.


CEW.TO

1D
2.37%
1M
-2.95%
YTD
-0.53%
6M
9.23%
1Y
32.00%
3Y*
24.23%
5Y*
15.52%
10Y*
13.75%

BMO

1D
2.76%
1M
-4.11%
YTD
6.62%
6M
5.71%
1Y
42.67%
3Y*
21.73%
5Y*
15.93%
10Y*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CEW.TO vs. BMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEW.TO
CEW.TO Risk / Return Rank: 9494
Overall Rank
CEW.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CEW.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CEW.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CEW.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
CEW.TO Martin Ratio Rank: 9393
Martin Ratio Rank

BMO
BMO Risk / Return Rank: 9393
Overall Rank
BMO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BMO Sortino Ratio Rank: 9292
Sortino Ratio Rank
BMO Omega Ratio Rank: 9393
Omega Ratio Rank
BMO Calmar Ratio Rank: 9191
Calmar Ratio Rank
BMO Martin Ratio Rank: 9494
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.

CEW.TO vs. BMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Equal Weight Banc & Lifeco ETF (CEW.TO) and Bank of Montreal (BMO). 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.


CEW.TOBMODifference

Sharpe ratio

Return per unit of total volatility

2.39

2.26

+0.12

Sortino ratio

Return per unit of downside risk

3.04

2.87

+0.18

Omega ratio

Gain probability vs. loss probability

1.47

1.42

+0.05

Calmar ratio

Return relative to maximum drawdown

3.44

4.20

-0.77

Martin ratio

Return relative to average drawdown

13.20

13.28

-0.08

CEW.TO vs. BMO - Sharpe Ratio Comparison

The current CEW.TO Sharpe Ratio is 2.39, which is comparable to the BMO Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of CEW.TO and BMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEW.TOBMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.26

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

0.88

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.69

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.80

-0.25

Correlation

The correlation between CEW.TO and BMO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CEW.TO vs. BMO - Dividend Comparison

CEW.TO's dividend yield for the trailing twelve months is around 2.81%, less than BMO's 3.50% yield.


TTM20252024202320222021202020192018201720162015
CEW.TO
iShares Equal Weight Banc & Lifeco ETF
2.81%2.75%3.32%3.87%3.84%2.93%3.61%3.20%2.95%2.47%2.54%2.74%
BMO
Bank of Montreal
3.50%3.55%4.60%4.76%4.62%3.95%4.15%3.96%4.78%4.45%4.73%5.74%

Drawdowns

CEW.TO vs. BMO - Drawdown Comparison

The maximum CEW.TO drawdown since its inception was -53.58%, which is greater than BMO's maximum drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for CEW.TO and BMO.


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Drawdown Indicators


CEW.TOBMODifference

Max Drawdown

Largest peak-to-trough decline

-53.58%

-68.17%

+14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-11.62%

+1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-22.46%

-33.94%

+11.48%

Max Drawdown (10Y)

Largest decline over 10 years

-43.66%

-50.97%

+7.31%

Current Drawdown

Current decline from peak

-4.35%

-9.08%

+4.73%

Average Drawdown

Average peak-to-trough decline

-7.08%

-11.49%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

3.28%

-0.76%

Volatility

CEW.TO vs. BMO - Volatility Comparison

The current volatility for iShares Equal Weight Banc & Lifeco ETF (CEW.TO) is 5.49%, while Bank of Montreal (BMO) has a volatility of 7.62%. This indicates that CEW.TO experiences smaller price fluctuations and is considered to be less risky than BMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEW.TOBMODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

7.62%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

14.06%

-4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

13.49%

18.94%

-5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

18.24%

-4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

20.54%

-3.55%