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HXDM.TO vs. ZDB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HXDM.TO vs. ZDB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) and BMO Discount Bond (ZDB.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, HXDM.TO achieves a 9.69% return, which is significantly higher than ZDB.TO's 1.53% return.


HXDM.TO

1D
-0.48%
1M
5.65%
YTD
9.69%
6M
9.95%
1Y
21.59%
3Y*
16.62%
5Y*
10.52%
10Y*

ZDB.TO

1D
-0.13%
1M
1.48%
YTD
1.53%
6M
0.70%
1Y
2.71%
3Y*
4.07%
5Y*
0.56%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HXDM.TO vs. ZDB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HXDM.TO
Global X Intl Developed Markets Equity Index Corporate Class ETF
9.69%24.06%11.07%15.09%-8.78%10.16%4.59%15.19%-7.21%5.87%
ZDB.TO
BMO Discount Bond
1.53%2.03%4.26%6.69%-11.99%-2.77%9.50%6.74%1.33%2.20%

Correlation

The correlation between HXDM.TO and ZDB.TO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.31

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

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2017

0.10

Over the past year, HXDM.TO and ZDB.TO have become more correlated (0.42) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

HXDM.TO vs. ZDB.TO — Risk / Return Rank

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

HXDM.TO
HXDM.TO Risk / Return Rank: 4141
Overall Rank
HXDM.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
HXDM.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
HXDM.TO Omega Ratio Rank: 4141
Omega Ratio Rank
HXDM.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
HXDM.TO Martin Ratio Rank: 4545
Martin Ratio Rank

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

HXDM.TO vs. ZDB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) and BMO Discount Bond (ZDB.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.


HXDM.TOZDB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.27

1.11

+0.16

Calmar ratioReturn relative to maximum drawdown

1.90

0.97

+0.93

Martin ratioReturn relative to average drawdown

7.36

2.23

+5.13

HXDM.TO vs. ZDB.TO - Sharpe Ratio Comparison

The current HXDM.TO Sharpe Ratio is 1.46, which is higher than the ZDB.TO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of HXDM.TO and ZDB.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


HXDM.TOZDB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.63

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.09

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.38

+0.20

Drawdowns

HXDM.TO vs. ZDB.TO - Drawdown Comparison

The maximum HXDM.TO drawdown since its inception was -28.43%, which is greater than ZDB.TO's maximum drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for HXDM.TO and ZDB.TO.


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Drawdown Indicators


HXDM.TOZDB.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.43%

-18.09%

-10.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-2.79%

-8.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.65%

-5.07%

-9.58%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

-16.25%

-7.62%

Max Drawdown (10Y)

Largest decline over 10 years

-18.09%

Current Drawdown

Current decline from peak

-2.03%

-1.45%

-0.58%

Average Drawdown

Average peak-to-trough decline

-4.75%

-4.21%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

1.22%

+1.72%

Volatility

HXDM.TO vs. ZDB.TO - Volatility Comparison

Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) has a higher volatility of 5.80% compared to BMO Discount Bond (ZDB.TO) at 1.55%. This indicates that HXDM.TO's price experiences larger fluctuations and is considered to be riskier than ZDB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXDM.TOZDB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

1.55%

+4.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

3.32%

+9.22%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

4.34%

+10.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

6.52%

+7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

6.40%

+9.02%

HXDM.TO vs. ZDB.TO - Expense Ratio Comparison

HXDM.TO has a 0.20% expense ratio, which is higher than ZDB.TO's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HXDM.TO vs. ZDB.TO - Dividend Comparison

HXDM.TO has not paid dividends to shareholders, while ZDB.TO's dividend yield for the trailing twelve months is around 2.00%.


PositionTTM20252024202320222021202020192018201720162015
HXDM.TO
Global X Intl Developed Markets Equity 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%
ZDB.TO
BMO Discount Bond
2.00%2.28%2.38%2.42%2.52%2.16%2.06%2.20%2.07%2.06%1.95%1.99%

Frequently Asked Questions


HXDM.TO and ZDB.TO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZDB.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZDB.TO is cheaper with a 0.10% expense ratio, compared with 0.20% for HXDM.TO.

HXDM.TO is categorized as International Equity, while ZDB.TO is Canadian Government Bonds. HXDM.TO tracks Global X EAFE Futures Roll Index (Total Return), while ZDB.TO tracks FTSE Canada Universe Discount Bond Index. They also come from different issuers: Global X and BMO. Their fees differ too: 0.20% for HXDM.TO and 0.10% for ZDB.TO.

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