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CYH.TO vs. ZDIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CYH.TO vs. ZDIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and Zacks Dividend Fund (ZDIVX). The values are adjusted to include any dividend payments, if applicable.

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CYH.TO vs. ZDIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)
8.39%18.77%12.29%3.84%-2.47%23.43%-8.71%14.38%-6.21%13.16%
ZDIVX
Zacks Dividend Fund
1.50%9.96%25.99%2.06%4.86%24.04%-2.24%18.74%1.96%8.80%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, CYH.TO achieves a 8.39% return, which is significantly higher than ZDIVX's 1.50% return. Over the past 10 years, CYH.TO has underperformed ZDIVX with an annualized return of 8.28%, while ZDIVX has yielded a comparatively higher 10.81% annualized return.


CYH.TO

1D
1.19%
1M
-1.99%
YTD
8.39%
6M
11.63%
1Y
20.90%
3Y*
14.80%
5Y*
9.42%
10Y*
8.28%

ZDIVX

1D
0.06%
1M
-4.48%
YTD
1.50%
6M
2.28%
1Y
9.67%
3Y*
14.30%
5Y*
11.39%
10Y*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CYH.TO vs. ZDIVX - Expense Ratio Comparison

CYH.TO has a 0.66% expense ratio, which is lower than ZDIVX's 1.30% expense ratio.


Return for Risk

CYH.TO vs. ZDIVX — Risk / Return Rank

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

CYH.TO
CYH.TO Risk / Return Rank: 7979
Overall Rank
CYH.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CYH.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
CYH.TO Omega Ratio Rank: 8181
Omega Ratio Rank
CYH.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
CYH.TO Martin Ratio Rank: 8686
Martin Ratio Rank

ZDIVX
ZDIVX Risk / Return Rank: 4949
Overall Rank
ZDIVX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ZDIVX Sortino Ratio Rank: 4949
Sortino Ratio Rank
ZDIVX Omega Ratio Rank: 5353
Omega Ratio Rank
ZDIVX Calmar Ratio Rank: 4444
Calmar Ratio Rank
ZDIVX Martin Ratio Rank: 5050
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.

CYH.TO vs. ZDIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and Zacks Dividend Fund (ZDIVX). 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.


CYH.TOZDIVXDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.74

+0.65

Sortino ratio

Return per unit of downside risk

1.99

1.05

+0.94

Omega ratio

Gain probability vs. loss probability

1.31

1.16

+0.15

Calmar ratio

Return relative to maximum drawdown

1.87

0.80

+1.07

Martin ratio

Return relative to average drawdown

10.00

2.78

+7.21

CYH.TO vs. ZDIVX - Sharpe Ratio Comparison

The current CYH.TO Sharpe Ratio is 1.39, which is higher than the ZDIVX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CYH.TO and ZDIVX, 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


CYH.TOZDIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.74

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.98

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.74

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.72

-0.40

Correlation

The correlation between CYH.TO and ZDIVX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CYH.TO vs. ZDIVX - Dividend Comparison

CYH.TO's dividend yield for the trailing twelve months is around 3.41%, less than ZDIVX's 3.70% yield.


TTM20252024202320222021202020192018201720162015
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)
3.41%3.77%4.33%4.68%4.72%3.89%4.51%4.01%3.98%3.03%3.39%3.84%
ZDIVX
Zacks Dividend Fund
3.70%3.70%5.88%6.01%6.32%3.97%2.81%2.51%6.66%3.30%1.59%2.85%

Drawdowns

CYH.TO vs. ZDIVX - Drawdown Comparison

The maximum CYH.TO drawdown since its inception was -61.48%, which is greater than ZDIVX's maximum drawdown of -29.28%. Use the drawdown chart below to compare losses from any high point for CYH.TO and ZDIVX.


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Drawdown Indicators


CYH.TOZDIVXDifference

Max Drawdown

Largest peak-to-trough decline

-61.48%

-35.27%

-26.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-11.16%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.67%

-17.18%

-0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

-35.27%

-7.03%

Current Drawdown

Current decline from peak

-2.61%

-6.93%

+4.32%

Average Drawdown

Average peak-to-trough decline

-10.02%

-3.93%

-6.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.49%

-0.37%

Volatility

CYH.TO vs. ZDIVX - Volatility Comparison

iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) has a higher volatility of 4.10% compared to Zacks Dividend Fund (ZDIVX) at 3.51%. This indicates that CYH.TO's price experiences larger fluctuations and is considered to be riskier than ZDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYH.TOZDIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

3.51%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

7.63%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.15%

14.49%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

11.69%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

14.58%

+2.48%