HIG.TO vs. ZHU.TO
HIG.TO (Brompton Global Healthcare Income & Growth ETF) and ZHU.TO (BMO Equal Weight US Health Care Index ETF) are both Health & Biotech Equities funds. Over the past 5 years, HIG.TO returned 0.67%/yr vs 1.91%/yr for ZHU.TO. At a 0.42 correlation, their price movements are largely independent.
Performance
HIG.TO vs. ZHU.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HIG.TO achieves a -3.42% return, which is significantly lower than ZHU.TO's 7.61% return.
HIG.TO
- 1D
- 0.55%
- 1M
- 2.42%
- 6M
- -5.56%
- YTD
- -3.42%
- 1Y
- 8.20%
- 3Y*
- 3.66%
- 5Y*
- 0.67%
- 10Y*
- 5.22%
ZHU.TO
- 1D
- -1.97%
- 1M
- 6.46%
- 6M
- 4.51%
- YTD
- 7.61%
- 1Y
- 20.80%
- 3Y*
- 5.46%
- 5Y*
- 1.91%
- 10Y*
- —
HIG.TO vs. ZHU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | -3.42% | 13.94% | -0.33% | -1.53% | -14.75% | 24.68% | 5.06% | 15.69% |
ZHU.TO BMO Equal Weight US Health Care Index ETF | 7.61% | 3.43% | 5.43% | -1.57% | -9.75% | 16.84% | 17.53% | 13.77% |
Correlation
The correlation between HIG.TO and ZHU.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.42 |
The correlation between HIG.TO and ZHU.TO shifts across timeframes, from 0.24 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HIG.TO vs. ZHU.TO — Risk / Return Rank
HIG.TO
ZHU.TO
HIG.TO vs. ZHU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Global Healthcare Income & Growth ETF (HIG.TO) and BMO Equal Weight US Health Care Index ETF (ZHU.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.
| HIG.TO | ZHU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.22 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.91 | -1.33 |
| Martin ratioReturn relative to average drawdown | 1.37 | 4.20 | -2.83 |
Loading charts...
Drawdowns
HIG.TO vs. ZHU.TO - Drawdown Comparison
The maximum HIG.TO drawdown since its inception was -31.83%, which is greater than ZHU.TO's maximum drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for HIG.TO and ZHU.TO.
Loading charts...
Drawdown Indicators
| HIG.TO | ZHU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -27.25% | -4.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -10.95% | -3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -14.18% | -21.51% | +7.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -27.25% | +2.67% |
Max Drawdown (10Y)Largest decline over 10 years | -31.83% | — | — |
Current DrawdownCurrent decline from peak | -7.98% | -4.08% | -3.90% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -8.79% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 4.97% | +1.04% |
Volatility
HIG.TO vs. ZHU.TO - Volatility Comparison
Brompton Global Healthcare Income & Growth ETF (HIG.TO) has a higher volatility of 6.30% compared to BMO Equal Weight US Health Care Index ETF (ZHU.TO) at 5.62%. This indicates that HIG.TO's price experiences larger fluctuations and is considered to be riskier than ZHU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HIG.TO | ZHU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 5.62% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 12.83% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 17.64% | -2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 16.26% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 17.61% | -0.24% |
Dividends
HIG.TO vs. ZHU.TO - Dividend Comparison
HIG.TO's dividend yield for the trailing twelve months is around 9.00%, more than ZHU.TO's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | 9.00% | 8.32% | 8.71% | 8.03% | 6.97% | 5.29% | 6.22% | 6.12% | 7.11% | 6.43% | 6.47% | 1.80% |
ZHU.TO BMO Equal Weight US Health Care Index ETF | 0.50% | 0.54% | 0.58% | 0.97% | 0.43% | 0.13% | 0.37% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HIG.TO and ZHU.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for HIG.TO and ZHU.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer