META.TO vs. ZEB.TO

Last updated Jun 6, 2026

META.TO (Meta CDR (CAD Hedged)) is a stock, while ZEB.TO (BMO Equal Weight Banks Index ETF) is Financials Equities fund tracking the Solactive Equal Weight Canada Banks Index.

Performance

META.TO vs. ZEB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Meta CDR (CAD Hedged) (META.TO) and BMO Equal Weight Banks Index ETF (ZEB.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

META.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ZEB.TO

• 1D: -0.17%
• 1M: 4.37%
• YTD: 20.98%
• 6M: 23.74%
• 1Y: 62.65%
• 3Y*: 33.54%
• 5Y*: 18.52%
• 10Y*: 15.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

META.TO vs. ZEB.TO — Risk / Return Rank

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

ZEB.TO

ZEB.TO Risk / Return Rank: 97
ZEB.TO Sharpe Ratio Rank: 98
ZEB.TO Sortino Ratio Rank: 98
ZEB.TO Omega Ratio Rank: 97
ZEB.TO Calmar Ratio Rank: 95
ZEB.TO Martin Ratio Rank: 96

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.

META.TO vs. ZEB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta CDR (CAD Hedged) (META.TO) and BMO Equal Weight Banks Index ETF (ZEB.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	META.TO	ZEB.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	4.95	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.38	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.94	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.89	—

Drawdowns

Drawdown Indicators

	META.TO	ZEB.TO	Difference
Max Drawdown Largest peak-to-trough decline	—	-39.69%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.44%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.80%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.97%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.69%	—
Current Drawdown Current decline from peak	—	-0.56%	—
Average Drawdown Average peak-to-trough decline	—	-5.65%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.96%	—

Volatility

Volatility by Period

	META.TO	ZEB.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.72%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.16%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.71%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.52%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.91%	—

Dividends

META.TO vs. ZEB.TO - Dividend Comparison

META.TO has not paid dividends to shareholders, while ZEB.TO's dividend yield for the trailing twelve months is around 2.50%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
META.TO Meta CDR (CAD Hedged)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ZEB.TO BMO Equal Weight Banks Index ETF	2.50%	2.95%	3.98%	4.75%	4.29%	3.13%	4.15%	3.65%	3.64%	3.02%	3.19%	3.70%