LONG.TO vs. ZHU.TO
LONG.TO (CI Global Longevity Economy Fund) and ZHU.TO (BMO Equal Weight US Health Care Index ETF) are both Health & Biotech Equities funds. Over the past 5 years, LONG.TO returned 10.40%/yr vs 2.44%/yr for ZHU.TO. At a 0.30 correlation, their price movements are largely independent.
Performance
LONG.TO vs. ZHU.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with LONG.TO having a 7.64% return and ZHU.TO slightly higher at 7.66%.
LONG.TO
- 1D
- 0.82%
- 1M
- 0.20%
- YTD
- 7.64%
- 6M
- 7.66%
- 1Y
- 21.51%
- 3Y*
- 17.35%
- 5Y*
- 10.40%
- 10Y*
- —
ZHU.TO
- 1D
- -0.60%
- 1M
- 9.89%
- YTD
- 7.66%
- 6M
- 7.98%
- 1Y
- 20.88%
- 3Y*
- 5.56%
- 5Y*
- 2.44%
- 10Y*
- —
LONG.TO vs. ZHU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LONG.TO CI Global Longevity Economy Fund | 7.64% | 6.19% | 25.86% | 19.50% | -9.01% | 11.77% | 22.32% |
ZHU.TO BMO Equal Weight US Health Care Index ETF | 7.66% | 3.43% | 5.43% | -1.57% | -9.75% | 16.84% | 11.59% |
Correlation
The correlation between LONG.TO and ZHU.TO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2020 | 0.30 |
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Return for Risk
LONG.TO vs. ZHU.TO — Risk / Return Rank
LONG.TO
ZHU.TO
LONG.TO vs. ZHU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Global Longevity Economy Fund (LONG.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.
| LONG.TO | ZHU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.91 | -0.46 |
| Martin ratioReturn relative to average drawdown | 5.21 | 4.19 | +1.02 |
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Drawdowns
LONG.TO vs. ZHU.TO - Drawdown Comparison
The maximum LONG.TO drawdown since its inception was -23.65%, smaller than the maximum ZHU.TO drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for LONG.TO and ZHU.TO.
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Drawdown Indicators
| LONG.TO | ZHU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.65% | -27.25% | +3.60% |
Max Drawdown (1Y)Largest decline over 1 year | -16.39% | -10.95% | -5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -22.45% | -21.51% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -23.65% | -27.25% | +3.60% |
Current DrawdownCurrent decline from peak | -1.91% | -0.60% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -8.83% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 4.99% | -0.41% |
Volatility
LONG.TO vs. ZHU.TO - Volatility Comparison
CI Global Longevity Economy Fund (LONG.TO) has a higher volatility of 6.73% compared to BMO Equal Weight US Health Care Index ETF (ZHU.TO) at 6.01%. This indicates that LONG.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.
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Volatility by Period
| LONG.TO | ZHU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 6.01% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 13.94% | 12.63% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 17.34% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 16.17% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 17.60% | +0.12% |
Dividends
LONG.TO vs. ZHU.TO - Dividend Comparison
LONG.TO has not paid dividends to shareholders, while ZHU.TO's dividend yield for the trailing twelve months is around 0.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
LONG.TO CI Global Longevity Economy Fund | 0.00% | 0.00% | 0.00% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
LONG.TO and ZHU.TO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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