SBC.TO vs. ZEM.TO

Last updated Jun 4, 2026

SBC.TO (Brompton Split Banc Corp.) is a stock, while ZEM.TO (BMO MSCI Emerging Markets Index ETF) is Emerging Markets Equities fund tracking the MSCI Emerging Markets Index. Over the past 10 years, SBC.TO returned 20.70%/yr vs 11.09%/yr for ZEM.TO. At a 0.34 correlation, their price movements are largely independent.

Performance

SBC.TO vs. ZEM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Split Banc Corp. (SBC.TO) and BMO MSCI Emerging Markets Index ETF (ZEM.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SBC.TO achieves a 32.35% return, which is significantly higher than ZEM.TO's 29.19% return. Over the past 10 years, SBC.TO has outperformed ZEM.TO with an annualized return of 20.70%, while ZEM.TO has yielded a comparatively lower 11.09% annualized return.

SBC.TO

• 1D: 0.65%
• 1M: 8.67%
• YTD: 32.35%
• 6M: 42.96%
• 1Y: 114.91%
• 3Y*: 45.26%
• 5Y*: 23.81%
• 10Y*: 20.70%

ZEM.TO

• 1D: -0.57%
• 1M: 10.97%
• YTD: 29.19%
• 6M: 29.85%
• 1Y: 58.51%
• 3Y*: 25.35%
• 5Y*: 10.01%
• 10Y*: 11.09%

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

SBC.TO vs. ZEM.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBC.TO Brompton Split Banc Corp.	32.35%	73.30%	21.93%	-7.95%	-3.13%	70.49%	-7.21%	24.33%	-12.84%	22.65%
ZEM.TO BMO MSCI Emerging Markets Index ETF	29.19%	27.66%	15.21%	7.38%	-15.80%	-2.64%	16.41%	13.20%	-8.06%	30.19%

Correlation

The correlation between SBC.TO and ZEM.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Oct 27, 2009	0.34

Return for Risk

SBC.TO vs. ZEM.TO — Risk / Return Rank

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

SBC.TO

SBC.TO Risk / Return Rank: 97
SBC.TO Sharpe Ratio Rank: 99
SBC.TO Sortino Ratio Rank: 99
SBC.TO Omega Ratio Rank: 98
SBC.TO Calmar Ratio Rank: 95
SBC.TO Martin Ratio Rank: 97

ZEM.TO

ZEM.TO Risk / Return Rank: 85
ZEM.TO Sharpe Ratio Rank: 84
ZEM.TO Sortino Ratio Rank: 81
ZEM.TO Omega Ratio Rank: 86
ZEM.TO Calmar Ratio Rank: 87
ZEM.TO Martin Ratio Rank: 86

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.

SBC.TO vs. ZEM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Split Banc Corp. (SBC.TO) and BMO MSCI Emerging Markets Index ETF (ZEM.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.

	SBC.TO	ZEM.TO	Difference
Sharpe ratio: Return per unit of total volatility	5.24	2.79	+2.45
Sortino ratio: Return per unit of downside risk	5.84	3.70	+2.14
Omega ratio: Gain probability vs. loss probability	1.82	1.54	+0.28
Calmar ratio: Return relative to maximum drawdown	6.86	5.05	+1.81
Martin ratio: Return relative to average drawdown	26.92	18.35	+8.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBC.TO vs. ZEM.TO - Sharpe Ratio Comparison

The current SBC.TO Sharpe Ratio is 5.24, which is higher than the ZEM.TO Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of SBC.TO and ZEM.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.

Sharpe Ratios by Period

	SBC.TO	ZEM.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.24	2.79	+2.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.11	0.59	+0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.60	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.42	-0.02

Drawdowns

SBC.TO vs. ZEM.TO - Drawdown Comparison

The maximum SBC.TO drawdown since its inception was -78.75%, which is greater than ZEM.TO's maximum drawdown of -34.79%. Use the drawdown chart below to compare losses from any high point for SBC.TO and ZEM.TO.

Drawdown Indicators

	SBC.TO	ZEM.TO	Difference
Max Drawdown Largest peak-to-trough decline	-78.75%	-34.79%	-43.96%
Max Drawdown (1Y) Largest decline over 1 year	-16.84%	-11.64%	-5.20%
Max Drawdown (3Y) Largest decline over 3 years	-26.85%	-13.59%	-13.26%
Max Drawdown (5Y) Largest decline over 5 years	-41.43%	-30.69%	-10.74%
Max Drawdown (10Y) Largest decline over 10 years	-66.79%	-34.79%	-32.00%
Current Drawdown Current decline from peak	-4.34%	-0.57%	-3.77%
Average Drawdown Average peak-to-trough decline	-11.83%	-10.00%	-1.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.28%	3.20%	+1.08%

Volatility

SBC.TO vs. ZEM.TO - Volatility Comparison

The current volatility for Brompton Split Banc Corp. (SBC.TO) is 7.44%, while BMO MSCI Emerging Markets Index ETF (ZEM.TO) has a volatility of 8.78%. This indicates that SBC.TO experiences smaller price fluctuations and is considered to be less risky than ZEM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBC.TO	ZEM.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.44%	8.78%	-1.34%
Volatility (6M) Calculated over the trailing 6-month period	17.20%	18.99%	-1.79%
Volatility (1Y) Calculated over the trailing 1-year period	22.07%	21.06%	+1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.60%	17.21%	+4.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.15%	18.56%	+9.59%

Dividends

SBC.TO vs. ZEM.TO - Dividend Comparison

SBC.TO's dividend yield for the trailing twelve months is around 7.25%, more than ZEM.TO's 1.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBC.TO Brompton Split Banc Corp.	7.25%	8.08%	12.03%	12.89%	10.45%	8.97%	11.32%	9.20%	10.43%	8.11%	7.74%	10.48%
ZEM.TO BMO MSCI Emerging Markets Index ETF	1.73%	2.23%	2.56%	2.87%	2.89%	2.50%	1.69%	2.42%	2.20%	1.76%	4.19%	2.45%

Frequently Asked Questions

Can I hold both SBC.TO and ZEM.TO in my portfolio?

SBC.TO and ZEM.TO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.