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CVD.TO vs. ZFH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVD.TO vs. ZFH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Convertible Bond Index ETF (CVD.TO) and BMO Floating Rate High Yield ETF (ZFH.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, CVD.TO achieves a 3.23% return, which is significantly higher than ZFH.TO's 2.17% return. Over the past 10 years, CVD.TO has underperformed ZFH.TO with an annualized return of 4.53%, while ZFH.TO has yielded a comparatively higher 5.61% annualized return.


CVD.TO

1D
-0.28%
1M
0.49%
YTD
3.23%
6M
0.06%
1Y
7.61%
3Y*
7.90%
5Y*
4.33%
10Y*
4.53%

ZFH.TO

1D
0.00%
1M
0.62%
YTD
2.17%
6M
1.34%
1Y
5.99%
3Y*
9.48%
5Y*
6.72%
10Y*
5.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVD.TO vs. ZFH.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVD.TO
iShares Convertible Bond Index ETF
3.23%7.09%12.68%3.64%-4.63%5.33%3.67%10.28%-2.68%4.06%
ZFH.TO
BMO Floating Rate High Yield ETF
2.17%5.53%11.55%13.55%-0.94%4.73%-3.93%11.12%0.72%5.39%

Correlation

The correlation between CVD.TO and ZFH.TO is -0.05, 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

-0.05

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

0.06

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

0.06

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

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2014

0.08

The correlation between CVD.TO and ZFH.TO shifts across timeframes, from -0.05 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

CVD.TO vs. ZFH.TO - Sectors Allocation Comparison


Sectors
CVD.TO
ZFH.TO

Real Estate

100.0%
6.8%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

CVD.TO
100.0%
ZFH.TO
6.8%

Basic Materials

CVD.TO

-

ZFH.TO

-

Communication Services

CVD.TO

-

ZFH.TO

-

Consumer Cyclical

CVD.TO

-

ZFH.TO

-

Consumer Defensive

CVD.TO

-

ZFH.TO

-

Energy

CVD.TO

-

ZFH.TO

-

Financial Services

CVD.TO

-

ZFH.TO

-

Healthcare

CVD.TO

-

ZFH.TO

-

Industrials

CVD.TO

-

ZFH.TO

-

Technology

CVD.TO

-

ZFH.TO

-

Utilities

CVD.TO

-

ZFH.TO

-

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Return for Risk

CVD.TO vs. ZFH.TO — Risk / Return Rank

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

CVD.TO
CVD.TO Risk / Return Rank: 3333
Overall Rank
CVD.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CVD.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
CVD.TO Omega Ratio Rank: 3232
Omega Ratio Rank
CVD.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
CVD.TO Martin Ratio Rank: 3737
Martin Ratio Rank

ZFH.TO
ZFH.TO Risk / Return Rank: 4343
Overall Rank
ZFH.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ZFH.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
ZFH.TO Omega Ratio Rank: 4747
Omega Ratio Rank
ZFH.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
ZFH.TO Martin Ratio Rank: 4040
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.

CVD.TO vs. ZFH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Convertible Bond Index ETF (CVD.TO) and BMO Floating Rate High Yield ETF (ZFH.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.


CVD.TOZFH.TODifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.22

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

1.93

1.84

+0.09

Martin ratioReturn relative to average drawdown

5.61

6.33

-0.72

CVD.TO vs. ZFH.TO - Sharpe Ratio Comparison

The current CVD.TO Sharpe Ratio is 1.05, which is lower than the ZFH.TO Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of CVD.TO and ZFH.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


CVD.TOZFH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.54

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

1.05

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.68

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.64

-0.18

Drawdowns

CVD.TO vs. ZFH.TO - Drawdown Comparison

The maximum CVD.TO drawdown since its inception was -23.51%, which is greater than ZFH.TO's maximum drawdown of -20.98%. Use the drawdown chart below to compare losses from any high point for CVD.TO and ZFH.TO.


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Drawdown Indicators


CVD.TOZFH.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.51%

-20.98%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-3.27%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-6.40%

-5.07%

Max Drawdown (5Y)

Largest decline over 5 years

-14.62%

-9.53%

-5.09%

Max Drawdown (10Y)

Largest decline over 10 years

-23.51%

-20.98%

-2.53%

Current Drawdown

Current decline from peak

-2.00%

-0.20%

-1.80%

Average Drawdown

Average peak-to-trough decline

-2.39%

-1.80%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.95%

+0.41%

Volatility

CVD.TO vs. ZFH.TO - Volatility Comparison

iShares Convertible Bond Index ETF (CVD.TO) and BMO Floating Rate High Yield ETF (ZFH.TO) have volatilities of 0.95% and 0.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVD.TOZFH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.96%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

5.52%

3.01%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

7.29%

3.92%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.25%

6.42%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.43%

8.33%

+1.10%

CVD.TO vs. ZFH.TO - Expense Ratio Comparison

CVD.TO has a 0.49% expense ratio, which is higher than ZFH.TO's 0.40% expense ratio.


Dividends

CVD.TO vs. ZFH.TO - Dividend Comparison

CVD.TO's dividend yield for the trailing twelve months is around 4.95%, less than ZFH.TO's 5.21% yield.


PositionTTM20252024202320222021202020192018201720162015
CVD.TO
iShares Convertible Bond Index ETF
4.95%4.91%5.14%5.33%5.05%4.61%4.48%4.52%4.97%4.65%4.51%4.94%
ZFH.TO
BMO Floating Rate High Yield ETF
5.21%5.52%7.72%6.98%4.75%4.48%4.51%4.27%4.45%4.58%4.64%4.94%

Frequently Asked Questions


CVD.TO and ZFH.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZFH.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZFH.TO is cheaper with a 0.40% expense ratio, compared with 0.49% for CVD.TO.

They also come from different issuers: iShares and BMO. Their fees differ too: 0.49% for CVD.TO and 0.40% for ZFH.TO.

Portfolio Optimizer

Find the right allocation for CVD.TO and ZFH.TO

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