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CWIN.TO vs. ZUD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWIN.TO vs. ZUD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and BMO US Dividend Hedged to CAD ETF (ZUD.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, CWIN.TO achieves a 21.63% return, which is significantly higher than ZUD.TO's 14.83% return.


CWIN.TO

1D
-0.04%
1M
2.83%
6M
19.10%
YTD
21.63%
1Y
39.32%
3Y*
5Y*
10Y*

ZUD.TO

1D
-0.13%
1M
0.08%
6M
12.59%
YTD
14.83%
1Y
21.18%
3Y*
15.62%
5Y*
9.94%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWIN.TO vs. ZUD.TO - Yearly Performance Comparison


Correlation

The correlation between CWIN.TO and ZUD.TO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2025

0.42

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Return for Risk

CWIN.TO vs. ZUD.TO — Risk / Return Rank

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

CWIN.TO
CWIN.TO Risk / Return Rank: 9595
Overall Rank
CWIN.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CWIN.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CWIN.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CWIN.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
CWIN.TO Martin Ratio Rank: 9494
Martin Ratio Rank

ZUD.TO
ZUD.TO Risk / Return Rank: 7979
Overall Rank
ZUD.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ZUD.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
ZUD.TO Omega Ratio Rank: 7474
Omega Ratio Rank
ZUD.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
ZUD.TO Martin Ratio Rank: 8383
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.

CWIN.TO vs. ZUD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and BMO US Dividend Hedged to CAD ETF (ZUD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CWIN.TOZUD.TODifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.60

1.35

+0.25

Calmar ratioReturn relative to maximum drawdown

5.52

3.75

+1.77

Martin ratioReturn relative to average drawdown

20.43

13.06

+7.37

CWIN.TO vs. ZUD.TO - Sharpe Ratio Comparison

The current CWIN.TO Sharpe Ratio is 3.16, which is higher than the ZUD.TO Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of CWIN.TO and ZUD.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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Drawdowns

CWIN.TO vs. ZUD.TO - Drawdown Comparison

The maximum CWIN.TO drawdown since its inception was -10.87%, smaller than the maximum ZUD.TO drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for CWIN.TO and ZUD.TO.


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Drawdown Indicators


CWIN.TOZUD.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.87%

-40.60%

+29.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-5.67%

-1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

Current Drawdown

Current decline from peak

-0.13%

-0.77%

+0.64%

Average Drawdown

Average peak-to-trough decline

-1.35%

-4.07%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.63%

+0.30%

Volatility

CWIN.TO vs. ZUD.TO - Volatility Comparison

HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) has a higher volatility of 3.60% compared to BMO US Dividend Hedged to CAD ETF (ZUD.TO) at 2.72%. This indicates that CWIN.TO's price experiences larger fluctuations and is considered to be riskier than ZUD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWIN.TOZUD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

2.72%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

7.81%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

12.51%

11.05%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.77%

15.19%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.77%

16.98%

-3.21%

CWIN.TO vs. ZUD.TO - Expense Ratio Comparison

CWIN.TO has a 0.65% expense ratio, which is higher than ZUD.TO's 0.30% expense ratio.


Dividends

CWIN.TO vs. ZUD.TO - Dividend Comparison

CWIN.TO's dividend yield for the trailing twelve months is around 3.09%, more than ZUD.TO's 1.46% yield.


PositionTTM20252024202320222021202020192018201720162015
CWIN.TO
HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units
3.09%3.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZUD.TO
BMO US Dividend Hedged to CAD ETF
1.46%1.68%2.17%2.54%2.77%2.50%3.76%3.13%3.11%2.69%2.61%2.97%

Frequently Asked Questions


CWIN.TO and ZUD.TO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZUD.TO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZUD.TO is cheaper with a 0.30% expense ratio, compared with 0.65% for CWIN.TO.

They also come from different issuers: Hamilton and BMO. Their fees differ too: 0.65% for CWIN.TO and 0.30% for ZUD.TO.

Portfolio Optimizer

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