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TUSB.TO vs. ZSDB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUSB.TO vs. ZSDB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Select U.S. Short Term Corporate Bond Ladder ETF (TUSB.TO) and BMO Short-Term Discount Bond ETF (ZSDB.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, TUSB.TO achieves a 3.41% return, which is significantly higher than ZSDB.TO's 0.97% return.


TUSB.TO

1D
-0.21%
1M
0.48%
6M
1.98%
YTD
3.41%
1Y
6.93%
3Y*
7.96%
5Y*
5.41%
10Y*

ZSDB.TO

1D
0.13%
1M
-0.02%
6M
0.91%
YTD
0.97%
1Y
0.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUSB.TO vs. ZSDB.TO - Yearly Performance Comparison


2026 (YTD)202520242023
TUSB.TO
TD Select U.S. Short Term Corporate Bond Ladder ETF
3.41%2.39%14.59%-0.15%
ZSDB.TO
BMO Short-Term Discount Bond ETF
0.97%1.23%6.02%0.38%

Correlation

The correlation between TUSB.TO and ZSDB.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2023

0.22

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Return for Risk

TUSB.TO vs. ZSDB.TO — Risk / Return Rank

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

TUSB.TO
TUSB.TO Risk / Return Rank: 5050
Overall Rank
TUSB.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TUSB.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
TUSB.TO Omega Ratio Rank: 5555
Omega Ratio Rank
TUSB.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
TUSB.TO Martin Ratio Rank: 3838
Martin Ratio Rank

ZSDB.TO
ZSDB.TO Risk / Return Rank: 1111
Overall Rank
ZSDB.TO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ZSDB.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
ZSDB.TO Omega Ratio Rank: 1111
Omega Ratio Rank
ZSDB.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
ZSDB.TO Martin Ratio Rank: 1111
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.

TUSB.TO vs. ZSDB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Select U.S. Short Term Corporate Bond Ladder ETF (TUSB.TO) and BMO Short-Term Discount Bond ETF (ZSDB.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.


TUSB.TOZSDB.TODifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.28

1.04

+0.24

Calmar ratioReturn relative to maximum drawdown

1.92

0.15

+1.77

Martin ratioReturn relative to average drawdown

4.86

0.28

+4.59

TUSB.TO vs. ZSDB.TO - Sharpe Ratio Comparison

The current TUSB.TO Sharpe Ratio is 1.54, which is higher than the ZSDB.TO Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of TUSB.TO and ZSDB.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

TUSB.TO vs. ZSDB.TO - Drawdown Comparison

The maximum TUSB.TO drawdown since its inception was -11.97%, which is greater than ZSDB.TO's maximum drawdown of -3.20%. Use the drawdown chart below to compare losses from any high point for TUSB.TO and ZSDB.TO.


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Drawdown Indicators


TUSB.TOZSDB.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.97%

-3.20%

-8.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.62%

-3.20%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-7.56%

Current Drawdown

Current decline from peak

-1.37%

-1.73%

+0.36%

Average Drawdown

Average peak-to-trough decline

-3.46%

-0.66%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.74%

-0.31%

Volatility

TUSB.TO vs. ZSDB.TO - Volatility Comparison

TD Select U.S. Short Term Corporate Bond Ladder ETF (TUSB.TO) has a higher volatility of 1.23% compared to BMO Short-Term Discount Bond ETF (ZSDB.TO) at 0.50%. This indicates that TUSB.TO's price experiences larger fluctuations and is considered to be riskier than ZSDB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUSB.TOZSDB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

0.50%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

1.52%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

3.28%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.53%

2.78%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.72%

2.78%

+3.94%

Dividends

TUSB.TO vs. ZSDB.TO - Dividend Comparison

TUSB.TO's dividend yield for the trailing twelve months is around 4.57%, more than ZSDB.TO's 1.35% yield.


PositionTTM20252024202320222021202020192018
TUSB.TO
TD Select U.S. Short Term Corporate Bond Ladder ETF
4.57%5.05%4.92%5.35%3.54%3.43%5.07%4.48%0.55%
ZSDB.TO
BMO Short-Term Discount Bond ETF
1.35%1.29%1.33%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TUSB.TO and ZSDB.TO have a correlation of 0.14, 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: TD and BMO.

Portfolio Optimizer

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