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TDOC.TO vs. ZHU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDOC.TO vs. ZHU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Global Healthcare Leaders Index ETF (TDOC.TO) and BMO Equal Weight US Health Care Index ETF (ZHU.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, TDOC.TO achieves a 0.57% return, which is significantly lower than ZHU.TO's 7.61% return.


TDOC.TO

1D
0.00%
1M
3.81%
6M
-3.26%
YTD
0.57%
1Y
12.75%
3Y*
6.84%
5Y*
5.10%
10Y*

ZHU.TO

1D
-1.97%
1M
6.46%
6M
4.51%
YTD
7.61%
1Y
20.80%
3Y*
5.46%
5Y*
1.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDOC.TO vs. ZHU.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TDOC.TO
TD Global Healthcare Leaders Index ETF
0.57%8.36%10.24%1.71%-1.37%15.59%
ZHU.TO
BMO Equal Weight US Health Care Index ETF
7.61%3.43%5.43%-1.57%-9.75%13.59%

Correlation

The correlation between TDOC.TO and ZHU.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.32

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

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.44

The correlation between TDOC.TO and ZHU.TO shifts across timeframes, from 0.25 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TDOC.TO vs. ZHU.TO — Risk / Return Rank

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

TDOC.TO
TDOC.TO Risk / Return Rank: 2828
Overall Rank
TDOC.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TDOC.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
TDOC.TO Omega Ratio Rank: 2828
Omega Ratio Rank
TDOC.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
TDOC.TO Martin Ratio Rank: 2424
Martin Ratio Rank

ZHU.TO
ZHU.TO Risk / Return Rank: 4040
Overall Rank
ZHU.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ZHU.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
ZHU.TO Omega Ratio Rank: 3939
Omega Ratio Rank
ZHU.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
ZHU.TO Martin Ratio Rank: 3434
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.

TDOC.TO vs. ZHU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Global Healthcare Leaders Index ETF (TDOC.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.


TDOC.TOZHU.TODifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.16

1.22

-0.05

Calmar ratioReturn relative to maximum drawdown

1.09

1.91

-0.82

Martin ratioReturn relative to average drawdown

2.58

4.20

-1.62

TDOC.TO vs. ZHU.TO - Sharpe Ratio Comparison

The current TDOC.TO Sharpe Ratio is 0.90, which is comparable to the ZHU.TO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TDOC.TO and ZHU.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

TDOC.TO vs. ZHU.TO - Drawdown Comparison

The maximum TDOC.TO drawdown since its inception was -17.52%, smaller than the maximum ZHU.TO drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for TDOC.TO and ZHU.TO.


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Drawdown Indicators


TDOC.TOZHU.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.52%

-27.25%

+9.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-10.95%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-12.66%

-21.51%

+8.85%

Max Drawdown (5Y)

Largest decline over 5 years

-17.52%

-27.25%

+9.73%

Current Drawdown

Current decline from peak

-4.61%

-4.08%

-0.53%

Average Drawdown

Average peak-to-trough decline

-4.82%

-8.79%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

4.97%

-0.03%

Volatility

TDOC.TO vs. ZHU.TO - Volatility Comparison

The current volatility for TD Global Healthcare Leaders Index ETF (TDOC.TO) is 5.09%, while BMO Equal Weight US Health Care Index ETF (ZHU.TO) has a volatility of 5.62%. This indicates that TDOC.TO experiences smaller price fluctuations and is considered to be less risky 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


TDOC.TOZHU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

5.62%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

12.83%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.24%

17.64%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.07%

16.26%

-3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.93%

17.61%

-4.68%

Dividends

TDOC.TO vs. ZHU.TO - Dividend Comparison

TDOC.TO's dividend yield for the trailing twelve months is around 1.19%, more than ZHU.TO's 0.50% yield.


PositionTTM2025202420232022202120202019
TDOC.TO
TD Global Healthcare Leaders Index ETF
1.19%1.09%3.68%0.98%1.16%0.60%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


TDOC.TO and ZHU.TO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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