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MSFH.TO vs. ZWT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFH.TO vs. ZWT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Microsoft High Income Shares ETF Class A Units (MSFH.TO) and BMO Covered Call Technology ETF (ZWT.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, MSFH.TO achieves a -14.71% return, which is significantly lower than ZWT.TO's 16.20% return.


MSFH.TO

1D
2.09%
1M
-0.58%
6M
-11.58%
YTD
-14.71%
1Y
-16.47%
3Y*
5Y*
10Y*

ZWT.TO

1D
-0.80%
1M
-1.69%
6M
14.81%
YTD
16.20%
1Y
30.88%
3Y*
32.15%
5Y*
20.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFH.TO vs. ZWT.TO - Yearly Performance Comparison


2026 (YTD)20252024
MSFH.TO
Harvest Microsoft High Income Shares ETF Class A Units
-14.71%6.58%5.90%
ZWT.TO
BMO Covered Call Technology ETF
16.20%18.15%15.37%

Correlation

The correlation between MSFH.TO and ZWT.TO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2024

0.55

The correlation between MSFH.TO and ZWT.TO shifts across timeframes, from 0.40 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MSFH.TO vs. ZWT.TO — Risk / Return Rank

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

MSFH.TO
MSFH.TO Risk / Return Rank: 44
Overall Rank
MSFH.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSFH.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
MSFH.TO Omega Ratio Rank: 44
Omega Ratio Rank
MSFH.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
MSFH.TO Martin Ratio Rank: 55
Martin Ratio Rank

ZWT.TO
ZWT.TO Risk / Return Rank: 5050
Overall Rank
ZWT.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ZWT.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
ZWT.TO Omega Ratio Rank: 5151
Omega Ratio Rank
ZWT.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
ZWT.TO Martin Ratio Rank: 4545
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.

MSFH.TO vs. ZWT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Microsoft High Income Shares ETF Class A Units (MSFH.TO) and BMO Covered Call Technology ETF (ZWT.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.


MSFH.TOZWT.TODifference
Sharpe ratioReturn per unit of total volatility

-2.22

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

0.90

1.26

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.54

1.95

-2.48

Martin ratioReturn relative to average drawdown

-0.97

6.04

-7.01

MSFH.TO vs. ZWT.TO - Sharpe Ratio Comparison

The current MSFH.TO Sharpe Ratio is -0.68, which is lower than the ZWT.TO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of MSFH.TO and ZWT.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

MSFH.TO vs. ZWT.TO - Drawdown Comparison

The maximum MSFH.TO drawdown since its inception was -31.00%, smaller than the maximum ZWT.TO drawdown of -35.84%. Use the drawdown chart below to compare losses from any high point for MSFH.TO and ZWT.TO.


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Drawdown Indicators


MSFH.TOZWT.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.00%

-35.84%

+4.84%

Max Drawdown (1Y)

Largest decline over 1 year

-31.00%

-15.93%

-15.07%

Max Drawdown (3Y)

Largest decline over 3 years

-26.27%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

Current Drawdown

Current decline from peak

-23.17%

-3.51%

-19.66%

Average Drawdown

Average peak-to-trough decline

-9.87%

-8.72%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.11%

5.12%

+11.99%

Volatility

MSFH.TO vs. ZWT.TO - Volatility Comparison

Harvest Microsoft High Income Shares ETF Class A Units (MSFH.TO) has a higher volatility of 10.91% compared to BMO Covered Call Technology ETF (ZWT.TO) at 7.69%. This indicates that MSFH.TO's price experiences larger fluctuations and is considered to be riskier than ZWT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFH.TOZWT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.91%

7.69%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

21.78%

16.48%

+5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

24.35%

20.25%

+4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.48%

23.64%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.48%

23.16%

+0.32%

Dividends

MSFH.TO vs. ZWT.TO - Dividend Comparison

MSFH.TO's dividend yield for the trailing twelve months is around 19.13%, more than ZWT.TO's 4.59% yield.


PositionTTM20252024202320222021
MSFH.TO
Harvest Microsoft High Income Shares ETF Class A Units
19.13%14.88%4.59%0.00%0.00%0.00%
ZWT.TO
BMO Covered Call Technology ETF
4.59%4.46%3.34%3.83%6.54%4.00%

Frequently Asked Questions


MSFH.TO and ZWT.TO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Harvest and BMO.

Portfolio Optimizer

Find the right allocation for MSFH.TO and ZWT.TO

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