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CMR.TO vs. ZCS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMR.TO vs. ZCS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Premium Money Market ETF (CMR.TO) and BMO Short Corporate Bond Index ETF (ZCS.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMR.TO achieves a 0.97% return, which is significantly lower than ZCS.TO's 1.29% return. Over the past 10 years, CMR.TO has underperformed ZCS.TO with an annualized return of 1.89%, while ZCS.TO has yielded a comparatively higher 2.79% annualized return.


CMR.TO

1D
0.00%
1M
0.19%
YTD
0.97%
6M
1.05%
1Y
2.37%
3Y*
3.73%
5Y*
2.94%
10Y*
1.89%

ZCS.TO

1D
-0.04%
1M
1.02%
YTD
1.29%
6M
1.26%
1Y
3.96%
3Y*
5.98%
5Y*
2.85%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMR.TO vs. ZCS.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMR.TO
iShares Premium Money Market ETF
0.97%2.68%4.70%4.70%1.71%0.00%0.47%1.63%1.29%0.63%
ZCS.TO
BMO Short Corporate Bond Index ETF
1.29%4.41%7.42%6.67%-4.48%-0.76%6.10%5.01%1.23%1.04%

Correlation

The correlation between CMR.TO and ZCS.TO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2009

0.03

The correlation between CMR.TO and ZCS.TO shifts across timeframes, from -0.08 (1 year) to 0.04 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CMR.TO vs. ZCS.TO — Risk / Return Rank

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

CMR.TO
CMR.TO Risk / Return Rank: 9999
Overall Rank
CMR.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 9999
Martin Ratio Rank

ZCS.TO
ZCS.TO Risk / Return Rank: 5656
Overall Rank
ZCS.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ZCS.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
ZCS.TO Omega Ratio Rank: 6767
Omega Ratio Rank
ZCS.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
ZCS.TO Martin Ratio Rank: 5555
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.

CMR.TO vs. ZCS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Premium Money Market ETF (CMR.TO) and BMO Short Corporate Bond Index ETF (ZCS.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.


CMR.TOZCS.TODifference
Sharpe ratioReturn per unit of total volatility

+8.66

Sortino ratioReturn per unit of downside risk

+18.50

Omega ratioGain probability vs. loss probability

9.57

1.41

+8.16

Calmar ratioReturn relative to maximum drawdown

25.44

2.44

+23.00

Martin ratioReturn relative to average drawdown

187.33

9.64

+177.68

CMR.TO vs. ZCS.TO - Sharpe Ratio Comparison

The current CMR.TO Sharpe Ratio is 10.61, which is higher than the ZCS.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of CMR.TO and ZCS.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CMR.TOZCS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.61

1.95

+8.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

10.67

1.00

+9.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

7.02

0.64

+6.38

Sharpe Ratio (All Time)

Calculated using the full available price history

3.84

0.80

+3.04

Drawdowns

CMR.TO vs. ZCS.TO - Drawdown Comparison

The maximum CMR.TO drawdown since its inception was -0.52%, smaller than the maximum ZCS.TO drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for CMR.TO and ZCS.TO.


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Drawdown Indicators


CMR.TOZCS.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-13.95%

+13.43%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

-1.63%

+1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-1.63%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-7.76%

+7.67%

Max Drawdown (10Y)

Largest decline over 10 years

-0.14%

-13.95%

+13.81%

Current Drawdown

Current decline from peak

-0.02%

-0.04%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.01%

-0.89%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.41%

-0.40%

Volatility

CMR.TO vs. ZCS.TO - Volatility Comparison

The current volatility for iShares Premium Money Market ETF (CMR.TO) is 0.05%, while BMO Short Corporate Bond Index ETF (ZCS.TO) has a volatility of 0.69%. This indicates that CMR.TO experiences smaller price fluctuations and is considered to be less risky than ZCS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMR.TOZCS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.69%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

1.79%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

2.05%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.28%

2.87%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.27%

4.38%

-4.11%

CMR.TO vs. ZCS.TO - Expense Ratio Comparison

CMR.TO has a 0.14% expense ratio, which is higher than ZCS.TO's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CMR.TO vs. ZCS.TO - Dividend Comparison

CMR.TO's dividend yield for the trailing twelve months is around 2.48%, less than ZCS.TO's 3.93% yield.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.48%2.81%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%
ZCS.TO
BMO Short Corporate Bond Index ETF
3.93%3.60%3.27%3.35%3.23%2.99%2.88%2.96%2.88%3.04%3.34%3.53%

Frequently Asked Questions


CMR.TO and ZCS.TO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZCS.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZCS.TO is cheaper with a 0.11% expense ratio, compared with 0.14% for CMR.TO.

CMR.TO is categorized as Money Market, while ZCS.TO is Canadian Government Bonds. They also come from different issuers: iShares and BMO. Their fees differ too: 0.14% for CMR.TO and 0.11% for ZCS.TO.

Portfolio Optimizer

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