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HBB.TO vs. ZST.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBB.TO vs. ZST.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) and BMO Ultra Short-Term Bond ETF (ZST.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, HBB.TO achieves a 1.48% return, which is significantly higher than ZST.TO's 1.08% return. Over the past 10 years, HBB.TO has underperformed ZST.TO with an annualized return of 1.30%, while ZST.TO has yielded a comparatively higher 2.34% annualized return.


HBB.TO

1D
-0.04%
1M
1.71%
YTD
1.48%
6M
0.58%
1Y
2.70%
3Y*
3.63%
5Y*
0.33%
10Y*
1.30%

ZST.TO

1D
0.02%
1M
0.25%
YTD
1.08%
6M
0.26%
1Y
1.68%
3Y*
3.84%
5Y*
2.95%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBB.TO vs. ZST.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HBB.TO
Global X Canadian Select Universe Bond Index Corporate Class ETF
1.48%1.84%3.96%5.76%-11.94%-2.35%8.33%5.81%1.19%1.98%
ZST.TO
BMO Ultra Short-Term Bond ETF
1.08%2.03%5.16%5.33%1.19%0.22%1.74%2.36%1.95%1.43%

Correlation

The correlation between HBB.TO and ZST.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 (3Y)
Calculated over the trailing 3-year period

0.31

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

0.31

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

0.26

Correlation (All Time)
Calculated using the full available price history since May 9, 2014

0.23

The correlation between HBB.TO and ZST.TO shifts across timeframes, from 0.23 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HBB.TO vs. ZST.TO — Risk / Return Rank

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

HBB.TO
HBB.TO Risk / Return Rank: 1919
Overall Rank
HBB.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HBB.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
HBB.TO Omega Ratio Rank: 1818
Omega Ratio Rank
HBB.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
HBB.TO Martin Ratio Rank: 1919
Martin Ratio Rank

ZST.TO
ZST.TO Risk / Return Rank: 4747
Overall Rank
ZST.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ZST.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
ZST.TO Omega Ratio Rank: 9696
Omega Ratio Rank
ZST.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZST.TO Martin Ratio Rank: 3030
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.

HBB.TO vs. ZST.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) and BMO Ultra Short-Term Bond ETF (ZST.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.


HBB.TOZST.TODifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.11

1.83

-0.72

Calmar ratioReturn relative to maximum drawdown

0.97

1.68

-0.71

Martin ratioReturn relative to average drawdown

2.20

4.51

-2.31

HBB.TO vs. ZST.TO - Sharpe Ratio Comparison

The current HBB.TO Sharpe Ratio is 0.61, which is lower than the ZST.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of HBB.TO and ZST.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


HBB.TOZST.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.56

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

4.12

-4.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

3.30

-3.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.81

-1.51

Drawdowns

HBB.TO vs. ZST.TO - Drawdown Comparison

The maximum HBB.TO drawdown since its inception was -18.23%, which is greater than ZST.TO's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for HBB.TO and ZST.TO.


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Drawdown Indicators


HBB.TOZST.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.23%

-1.06%

-17.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-1.01%

-1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-5.56%

-1.01%

-4.55%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-1.01%

-15.18%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

-1.06%

-17.17%

Current Drawdown

Current decline from peak

-2.97%

-0.00%

-2.97%

Average Drawdown

Average peak-to-trough decline

-4.58%

-0.13%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

0.37%

+0.86%

Volatility

HBB.TO vs. ZST.TO - Volatility Comparison

Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) has a higher volatility of 1.58% compared to BMO Ultra Short-Term Bond ETF (ZST.TO) at 0.08%. This indicates that HBB.TO's price experiences larger fluctuations and is considered to be riskier than ZST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBB.TOZST.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

0.08%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

3.43%

1.05%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

1.08%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.54%

0.72%

+5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

0.71%

+6.38%

HBB.TO vs. ZST.TO - Expense Ratio Comparison

HBB.TO has a 0.09% expense ratio, which is lower than ZST.TO's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HBB.TO vs. ZST.TO - Dividend Comparison

HBB.TO has not paid dividends to shareholders, while ZST.TO's dividend yield for the trailing twelve months is around 2.55%.


PositionTTM20252024202320222021202020192018201720162015
HBB.TO
Global X Canadian Select Universe Bond Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZST.TO
BMO Ultra Short-Term Bond ETF
2.55%2.82%4.65%4.79%2.75%2.29%2.65%2.82%3.43%4.05%3.92%3.90%

Frequently Asked Questions


HBB.TO and ZST.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, HBB.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HBB.TO is cheaper with a 0.09% expense ratio, compared with 0.17% for ZST.TO.

HBB.TO is categorized as Total Bond Market, while ZST.TO is Canadian Government Bonds. They also come from different issuers: Global X and BMO. Their fees differ too: 0.09% for HBB.TO and 0.17% for ZST.TO.

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