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KNGC.TO vs. ZLU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

KNGC.TO vs. ZLU.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Brompton Canadian Cash Flow Kings ETF (KNGC.TO) and BMO Low Volatility US Equity ETF (CAD) (ZLU.TO).

KNGC.TO and ZLU.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KNGC.TO is a passively managed fund by Brompton that tracks the performance of the Brompton Index One Canadian Cash Flow Kings Index. It was launched on May 30, 2024. ZLU.TO is an actively managed fund by BMO. It was launched on Mar 19, 2013.

Performance

KNGC.TO vs. ZLU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Canadian Cash Flow Kings ETF (KNGC.TO) and BMO Low Volatility US Equity ETF (CAD) (ZLU.TO). The values are adjusted to include any dividend payments, if applicable.

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KNGC.TO vs. ZLU.TO - Yearly Performance Comparison

2026 (YTD)20252024
KNGC.TO
Brompton Canadian Cash Flow Kings ETF		17.07%41.07%110,085.50%
ZLU.TO
BMO Low Volatility US Equity ETF (CAD)		7.40%1.95%11.65%

Returns By Period

In the year-to-date period, KNGC.TO achieves a 17.07% return, which is significantly higher than ZLU.TO's 7.40% return.

KNGC.TO

1D
0.06%
1M
0.71%
YTD
17.07%
6M
26.53%
1Y
63.85%
3Y*
—
5Y*
—
10Y*
—

ZLU.TO

1D
0.31%
1M
-3.83%
YTD
7.40%
6M
0.42%
1Y
2.06%
3Y*
9.25%
5Y*
10.08%
10Y*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Brompton Canadian Cash Flow Kings ETF

BMO Low Volatility US Equity ETF (CAD)

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Often compared with ZLU.TO:
ZLU.TO vs. ZSP.TOZLU.TO vs. XMU.TOZLU.TO vs. ZDY.TOZLU.TO vs. ZID.TOZLU.TO vs. XEQT.TOZLU.TO vs. XBAL.TOZLU.TO vs. VGRO.TO

KNGC.TO vs. ZLU.TO - Expense Ratio Comparison

KNGC.TO has a 0.17% expense ratio, which is lower than ZLU.TO's 0.33% expense ratio.

ZLU.TO
BMO Low Volatility US Equity ETF (CAD)
KNGC.TO
Brompton Canadian Cash Flow Kings ETF

Return for Risk

KNGC.TO vs. ZLU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KNGC.TO
KNGC.TO Risk / Return Rank: 9898
Overall Rank
KNGC.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KNGC.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
KNGC.TO Omega Ratio Rank: 9898
Omega Ratio Rank
KNGC.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
KNGC.TO Martin Ratio Rank: 9898
Martin Ratio Rank
ZLU.TO
ZLU.TO Risk / Return Rank: 1414
Overall Rank
ZLU.TO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ZLU.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
ZLU.TO Omega Ratio Rank: 1414
Omega Ratio Rank
ZLU.TO Calmar Ratio Rank: 1414
Calmar Ratio Rank
ZLU.TO Martin Ratio Rank: 1414
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.

KNGC.TO vs. ZLU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Canadian Cash Flow Kings ETF (KNGC.TO) and BMO Low Volatility US Equity ETF (CAD) (ZLU.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.

KNGC.TOZLU.TODifference

Sharpe ratio

Return per unit of total volatility

4.06

0.16

+3.89

Sortino ratio

Return per unit of downside risk

4.72

0.29

+4.42

Omega ratio

Gain probability vs. loss probability

1.87

1.04

+0.83

Calmar ratio

Return relative to maximum drawdown

5.55

0.13

+5.42

Martin ratio

Return relative to average drawdown

29.18

0.26

+28.92

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KNGC.TO vs. ZLU.TO - Sharpe Ratio Comparison

The current KNGC.TO Sharpe Ratio is 4.06, which is higher than the ZLU.TO Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of KNGC.TO and ZLU.TO, 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

KNGC.TOZLU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.06

0.16

+3.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.89

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.67

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.97

-0.90

Correlation

The correlation between KNGC.TO and ZLU.TO is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

KNGC.TO vs. ZLU.TO - Dividend Comparison

KNGC.TO's dividend yield for the trailing twelve months is around 1.31%, less than ZLU.TO's 1.76% yield.

TTM20252024202320222021202020192018201720162015
KNGC.TO
Brompton Canadian Cash Flow Kings ETF		1.31%1.69%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZLU.TO
BMO Low Volatility US Equity ETF (CAD)		1.76%1.89%1.89%2.29%1.87%1.69%1.75%1.51%1.81%1.91%2.26%1.73%

Drawdowns

KNGC.TO vs. ZLU.TO - Drawdown Comparison

The maximum KNGC.TO drawdown since its inception was -20.25%, smaller than the maximum ZLU.TO drawdown of -25.49%. Use the drawdown chart below to compare losses from any high point for KNGC.TO and ZLU.TO.

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Drawdown Indicators

KNGC.TOZLU.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.25%

-25.49%

+5.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-8.43%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

—

-10.40%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.49%

—

Current Drawdown

Current decline from peak

0.00%

-3.83%

+3.83%

Average Drawdown

Average peak-to-trough decline

-3.30%

-3.10%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

4.32%

-2.08%

Volatility

KNGC.TO vs. ZLU.TO - Volatility Comparison

The current volatility for Brompton Canadian Cash Flow Kings ETF (KNGC.TO) is 2.74%, while BMO Low Volatility US Equity ETF (CAD) (ZLU.TO) has a volatility of 3.36%. This indicates that KNGC.TO experiences smaller price fluctuations and is considered to be less risky than ZLU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KNGC.TOZLU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

3.36%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

8.13%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

12.64%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80,206.60%

11.37%

+80,195.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80,206.60%

13.92%

+80,192.68%