COMM.TO vs. ZLB.TO
Compare and contrast key facts about BMO Global Communications Index ETF (COMM.TO) and BMO Low Volatility Canadian Equity ETF (ZLB.TO).
COMM.TO and ZLB.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COMM.TO is a passively managed fund by BMO that tracks the performance of the Solactive Media and Communications Index. It was launched on May 2, 2018. ZLB.TO is an actively managed fund by BMO. It was launched on Oct 21, 2011.
Performance
COMM.TO vs. ZLB.TO - Performance Comparison
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COMM.TO vs. ZLB.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COMM.TO BMO Global Communications Index ETF | -0.97% | 10.13% | 38.71% | 31.81% | -23.48% | 10.09% | 21.23% | 21.63% | -2.67% |
ZLB.TO BMO Low Volatility Canadian Equity ETF | 1.42% | 20.31% | 15.20% | 9.29% | -0.46% | 22.81% | 1.39% | 21.80% | -0.88% |
Returns By Period
In the year-to-date period, COMM.TO achieves a -0.97% return, which is significantly lower than ZLB.TO's 1.42% return.
COMM.TO
- 1D
- 2.01%
- 1M
- -1.74%
- YTD
- -0.97%
- 6M
- -6.49%
- 1Y
- 10.68%
- 3Y*
- 19.69%
- 5Y*
- 10.13%
- 10Y*
- —
ZLB.TO
- 1D
- 1.23%
- 1M
- -2.74%
- YTD
- 1.42%
- 6M
- 2.74%
- 1Y
- 15.44%
- 3Y*
- 12.86%
- 5Y*
- 11.57%
- 10Y*
- 10.13%
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COMM.TO vs. ZLB.TO - Expense Ratio Comparison
Both COMM.TO and ZLB.TO have an expense ratio of 0.39%.
Return for Risk
COMM.TO vs. ZLB.TO — Risk / Return Rank
COMM.TO
ZLB.TO
COMM.TO vs. ZLB.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Global Communications Index ETF (COMM.TO) and BMO Low Volatility Canadian Equity ETF (ZLB.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.
| COMM.TO | ZLB.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.48 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.99 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.30 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.57 | -1.70 |
Martin ratioReturn relative to average drawdown | 1.92 | 8.71 | -6.79 |
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
| COMM.TO | ZLB.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.48 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 1.22 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.12 | -0.36 |
Correlation
The correlation between COMM.TO and ZLB.TO is 0.39, 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
COMM.TO vs. ZLB.TO - Dividend Comparison
COMM.TO's dividend yield for the trailing twelve months is around 1.06%, less than ZLB.TO's 1.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMM.TO BMO Global Communications Index ETF | 1.06% | 1.07% | 1.13% | 1.51% | 2.09% | 1.60% | 1.31% | 1.52% | 1.24% | 0.00% | 0.00% | 0.00% |
ZLB.TO BMO Low Volatility Canadian Equity ETF | 1.92% | 1.93% | 2.28% | 2.56% | 2.56% | 2.29% | 2.72% | 2.34% | 2.65% | 2.42% | 2.82% | 2.25% |
Drawdowns
COMM.TO vs. ZLB.TO - Drawdown Comparison
The maximum COMM.TO drawdown since its inception was -29.87%, smaller than the maximum ZLB.TO drawdown of -33.96%. Use the drawdown chart below to compare losses from any high point for COMM.TO and ZLB.TO.
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Drawdown Indicators
| COMM.TO | ZLB.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.87% | -33.96% | +4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -6.53% | -4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -13.04% | -16.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.96% | — |
Current DrawdownCurrent decline from peak | -8.72% | -3.08% | -5.64% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -2.51% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.04% | 1.93% | +3.11% |
Volatility
COMM.TO vs. ZLB.TO - Volatility Comparison
BMO Global Communications Index ETF (COMM.TO) has a higher volatility of 5.86% compared to BMO Low Volatility Canadian Equity ETF (ZLB.TO) at 3.64%. This indicates that COMM.TO's price experiences larger fluctuations and is considered to be riskier than ZLB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMM.TO | ZLB.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 3.64% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 7.64% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 10.52% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 9.57% | +4.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 12.19% | +3.47% |