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USHY.MI vs. ZFH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY.MI vs. ZFH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI) and BMO Floating Rate High Yield ETF (ZFH.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

USHY.MI is traded in EUR, while ZFH.TO is traded in CAD. To make them comparable, the ZFH.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, USHY.MI achieves a 4.81% return, which is significantly higher than ZFH.TO's 2.91% return.


USHY.MI

1D
-0.02%
1M
1.53%
6M
2.59%
YTD
4.81%
1Y
7.40%
3Y*
5Y*
10Y*

ZFH.TO

1D
0.04%
1M
0.72%
6M
2.45%
YTD
2.91%
1Y
3.77%
3Y*
6.06%
5Y*
5.09%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY.MI vs. ZFH.TO - Yearly Performance Comparison


2026 (YTD)20252024
USHY.MI
Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist
4.81%-3.98%13.31%
ZFH.TO
BMO Floating Rate High Yield ETF
2.91%-2.47%7.12%

Correlation

The correlation between USHY.MI and ZFH.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2024

0.28

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Return for Risk

USHY.MI vs. ZFH.TO — Risk / Return Rank

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

USHY.MI
USHY.MI Risk / Return Rank: 5858
Overall Rank
USHY.MI Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
USHY.MI Sortino Ratio Rank: 5353
Sortino Ratio Rank
USHY.MI Omega Ratio Rank: 6767
Omega Ratio Rank
USHY.MI Calmar Ratio Rank: 6363
Calmar Ratio Rank
USHY.MI Martin Ratio Rank: 5959
Martin Ratio Rank

ZFH.TO
ZFH.TO Risk / Return Rank: 4444
Overall Rank
ZFH.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ZFH.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
ZFH.TO Omega Ratio Rank: 5050
Omega Ratio Rank
ZFH.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
ZFH.TO Martin Ratio Rank: 4141
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.

USHY.MI vs. ZFH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI) and BMO Floating Rate High Yield ETF (ZFH.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.


USHY.MIZFH.TODifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.30

1.09

+0.22

Calmar ratioReturn relative to maximum drawdown

2.37

1.05

+1.32

Martin ratioReturn relative to average drawdown

7.68

2.56

+5.12

USHY.MI vs. ZFH.TO - Sharpe Ratio Comparison

The current USHY.MI Sharpe Ratio is 1.33, which is higher than the ZFH.TO Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of USHY.MI and ZFH.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

USHY.MI vs. ZFH.TO - Drawdown Comparison

The maximum USHY.MI drawdown since its inception was -11.75%, smaller than the maximum ZFH.TO drawdown of -27.55%. Use the drawdown chart below to compare losses from any high point for USHY.MI and ZFH.TO.


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Drawdown Indicators


USHY.MIZFH.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.75%

-27.55%

+15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-3.59%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-11.24%

Max Drawdown (10Y)

Largest decline over 10 years

-27.55%

Current Drawdown

Current decline from peak

-1.54%

-1.79%

+0.25%

Average Drawdown

Average peak-to-trough decline

-3.64%

-4.88%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.48%

-0.51%

Volatility

USHY.MI vs. ZFH.TO - Volatility Comparison

Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI) has a higher volatility of 1.60% compared to BMO Floating Rate High Yield ETF (ZFH.TO) at 1.02%. This indicates that USHY.MI's price experiences larger fluctuations and is considered to be riskier than ZFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USHY.MIZFH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.02%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

5.99%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

5.63%

8.28%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

12.38%

-5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.16%

13.38%

-6.22%

USHY.MI vs. ZFH.TO - Expense Ratio Comparison

USHY.MI has a 0.25% expense ratio, which is lower than ZFH.TO's 0.40% expense ratio.


Dividends

USHY.MI vs. ZFH.TO - Dividend Comparison

USHY.MI's dividend yield for the trailing twelve months is around 5.58%, more than ZFH.TO's 5.17% yield.


PositionTTM20252024202320222021202020192018201720162015
USHY.MI
Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist
5.58%5.85%3.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZFH.TO
BMO Floating Rate High Yield ETF
5.17%5.58%7.82%7.07%4.81%4.54%4.57%4.32%4.51%4.64%4.70%5.01%

Frequently Asked Questions


USHY.MI and ZFH.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USHY.MI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USHY.MI is cheaper with a 0.25% expense ratio, compared with 0.40% for ZFH.TO.

They also come from different issuers: Amundi and BMO. Their fees differ too: 0.25% for USHY.MI and 0.40% for ZFH.TO.

Portfolio Optimizer

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