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PSB.TO vs. ZCS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSB.TO vs. ZCS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) and BMO Short Corporate Bond Index ETF (ZCS.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, PSB.TO achieves a 1.43% return, which is significantly higher than ZCS.TO's 1.31% return. Both investments have delivered pretty close results over the past 10 years, with PSB.TO having a 2.68% annualized return and ZCS.TO not far ahead at 2.77%.


PSB.TO

1D
0.22%
1M
-0.29%
6M
0.99%
YTD
1.43%
1Y
3.77%
3Y*
6.09%
5Y*
2.87%
10Y*
2.68%
ALL TIME*
2.79%

ZCS.TO

1D
0.14%
1M
-0.38%
6M
0.95%
YTD
1.31%
1Y
3.64%
3Y*
6.13%
5Y*
2.83%
10Y*
2.77%
ALL TIME*
2.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$69.46KCA$67.57KCA$89.62K
CA$1.39MCA$1.61MCA$1.72M

PSB.TO vs. ZCS.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
1.43%4.68%7.08%6.44%-3.89%-0.97%6.08%4.25%1.59%0.23%
ZCS.TO
BMO Short Corporate Bond Index ETF
1.31%4.41%7.42%6.67%-4.48%-0.76%6.10%5.01%1.23%1.04%

Correlation

The correlation between PSB.TO and ZCS.TO is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.63

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

0.69

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2011

0.48

The correlation between PSB.TO and ZCS.TO shifts across timeframes, from 0.48 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PSB.TO vs. ZCS.TO — Risk / Return Rank

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

PSB.TO
PSB.TO Risk / Return Rank: 6363
Overall Rank
PSB.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PSB.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
PSB.TO Omega Ratio Rank: 5656
Omega Ratio Rank
PSB.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSB.TO Martin Ratio Rank: 6868
Martin Ratio Rank

ZCS.TO
ZCS.TO Risk / Return Rank: 7373
Overall Rank
ZCS.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ZCS.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
ZCS.TO Omega Ratio Rank: 8484
Omega Ratio Rank
ZCS.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
ZCS.TO Martin Ratio Rank: 7171
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.

PSB.TO vs. ZCS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) and BMO Short Corporate Bond Index ETF (ZCS.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.


PSB.TOZCS.TODifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.11

Calmar ratioReturn relative to maximum drawdown

2.74

2.24

+0.50

Martin ratioReturn relative to average drawdown

8.30

8.84

-0.54

PSB.TO vs. ZCS.TO - Sharpe Ratio Comparison

The current PSB.TO Sharpe Ratio is 1.37, which is comparable to the ZCS.TO Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of PSB.TO and ZCS.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

PSB.TO vs. ZCS.TO - Drawdown Comparison

The maximum PSB.TO drawdown since its inception was -13.24%, smaller than the maximum ZCS.TO drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for PSB.TO and ZCS.TO.


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Drawdown Indicators


PSB.TOZCS.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

-13.95%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-1.63%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-1.89%

-1.63%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-7.93%

-7.76%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-13.24%

-13.95%

+0.71%

Current Drawdown

Current decline from peak

-0.33%

-0.43%

+0.10%

Average Drawdown

Average peak-to-trough decline

-1.00%

-0.89%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.41%

+0.04%

Volatility

PSB.TO vs. ZCS.TO - Volatility Comparison

Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) has a higher volatility of 0.74% compared to BMO Short Corporate Bond Index ETF (ZCS.TO) at 0.59%. This indicates that PSB.TO's price experiences larger fluctuations and is considered to be riskier than ZCS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSB.TOZCS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.59%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

1.82%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

2.75%

2.11%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

2.90%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

4.38%

+0.47%

PSB.TO vs. ZCS.TO - Expense Ratio Comparison

PSB.TO has a 0.28% expense ratio, which is higher than ZCS.TO's 0.11% expense ratio.


Dividends

PSB.TO vs. ZCS.TO - Dividend Comparison

PSB.TO's dividend yield for the trailing twelve months is around 3.21%, less than ZCS.TO's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
3.21%3.18%3.12%3.09%3.13%2.91%2.74%3.00%3.37%3.61%4.01%4.04%
ZCS.TO
BMO Short Corporate Bond Index ETF
3.96%3.60%3.27%3.35%3.23%2.99%2.88%2.96%2.88%3.04%3.34%3.53%

Frequently Asked Questions


PSB.TO and ZCS.TO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZCS.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZCS.TO is cheaper with a 0.11% expense ratio, compared with 0.28% for PSB.TO.

PSB.TO tracks FTSE Canada Investment Grade 1-5 Year Laddered Corporate Bond Index, while ZCS.TO tracks FTSE Canada Short Term Corporate Bond Index. They also come from different issuers: Invesco and BMO. Their fees differ too: 0.28% for PSB.TO and 0.11% for ZCS.TO.

Portfolio Optimizer

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