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IYW vs. ZLB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYW vs. ZLB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Technology ETF (IYW) and BMO Low Volatility Canadian Equity ETF (ZLB.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IYW achieves a 22.66% return, which is significantly higher than ZLB.TO's 3.48% return. Over the past 10 years, IYW has outperformed ZLB.TO with an annualized return of 25.63%, while ZLB.TO has yielded a comparatively lower 9.71% annualized return.


IYW

1D
0.61%
1M
1.73%
YTD
22.66%
6M
23.40%
1Y
47.94%
3Y*
32.06%
5Y*
21.19%
10Y*
25.63%

ZLB.TO

1D
-0.17%
1M
2.35%
YTD
3.48%
6M
1.29%
1Y
10.61%
3Y*
13.47%
5Y*
8.05%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYW vs. ZLB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYW
iShares U.S. Technology ETF
22.66%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%
ZLB.TO
BMO Low Volatility Canadian Equity ETF
3.48%26.16%6.31%12.07%-6.29%22.99%3.98%27.16%-10.30%19.18%

Correlation

The correlation between IYW and ZLB.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.26

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

0.33

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

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2011

0.35

Over the past year, the correlation between IYW and ZLB.TO has dropped to 0.12 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

IYW vs. ZLB.TO — Risk / Return Rank

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

IYW
IYW Risk / Return Rank: 6969
Overall Rank
IYW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 7373
Sortino Ratio Rank
IYW Omega Ratio Rank: 7474
Omega Ratio Rank
IYW Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
Martin Ratio Rank

ZLB.TO
ZLB.TO Risk / Return Rank: 4848
Overall Rank
ZLB.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ZLB.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
ZLB.TO Omega Ratio Rank: 4949
Omega Ratio Rank
ZLB.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
ZLB.TO Martin Ratio Rank: 4848
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.

IYW vs. ZLB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and BMO Low Volatility Canadian Equity ETF (ZLB.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.


IYWZLB.TODifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.38

1.20

+0.18

Calmar ratioReturn relative to maximum drawdown

2.70

1.74

+0.97

Martin ratioReturn relative to average drawdown

8.68

4.73

+3.95

IYW vs. ZLB.TO - Sharpe Ratio Comparison

The current IYW Sharpe Ratio is 2.24, which is higher than the ZLB.TO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IYW and ZLB.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

IYW vs. ZLB.TO - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.90%, which is greater than ZLB.TO's maximum drawdown of -39.55%. Use the drawdown chart below to compare losses from any high point for IYW and ZLB.TO.


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Drawdown Indicators


IYWZLB.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-39.55%

-42.35%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-6.13%

-11.68%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-12.27%

-14.20%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

-20.63%

-18.81%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

-39.55%

+0.11%

Current Drawdown

Current decline from peak

-5.81%

-1.30%

-4.51%

Average Drawdown

Average peak-to-trough decline

-34.62%

-4.08%

-30.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

2.25%

+3.29%

Volatility

IYW vs. ZLB.TO - Volatility Comparison

iShares U.S. Technology ETF (IYW) has a higher volatility of 9.41% compared to BMO Low Volatility Canadian Equity ETF (ZLB.TO) at 2.75%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier than ZLB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYWZLB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.41%

2.75%

+6.66%

Volatility (6M)

Calculated over the trailing 6-month period

17.67%

8.17%

+9.50%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

10.05%

+11.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.07%

11.65%

+14.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.20%

13.90%

+11.30%

IYW vs. ZLB.TO - Expense Ratio Comparison

IYW has a 0.38% expense ratio, which is lower than ZLB.TO's 0.39% expense ratio.


Dividends

IYW vs. ZLB.TO - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.11%, less than ZLB.TO's 1.88% yield.


PositionTTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
ZLB.TO
BMO Low Volatility Canadian Equity ETF
1.88%1.99%2.37%2.67%2.66%2.39%2.83%2.44%2.76%2.55%2.94%2.34%

Frequently Asked Questions


IYW and ZLB.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IYW is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IYW is cheaper with a 0.38% expense ratio, compared with 0.39% for ZLB.TO.

IYW is categorized as Technology Equities, while ZLB.TO is Canada Equities. They also come from different issuers: iShares and BMO. Their fees differ too: 0.38% for IYW and 0.39% for ZLB.TO.

Portfolio Optimizer

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