PortfoliosLab logoPortfoliosLab logo
XCV.TO vs. ZCM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCV.TO vs. ZCM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Value Index ETF (XCV.TO) and BMO Mid Corporate Bond Index ETF (ZCM.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XCV.TO achieves a 19.91% return, which is significantly higher than ZCM.TO's 1.18% return. Over the past 10 years, XCV.TO has outperformed ZCM.TO with an annualized return of 13.52%, while ZCM.TO has yielded a comparatively lower 2.93% annualized return.


XCV.TO

1D
0.18%
1M
5.14%
YTD
19.91%
6M
19.01%
1Y
45.12%
3Y*
27.78%
5Y*
18.31%
10Y*
13.52%

ZCM.TO

1D
-0.32%
1M
0.11%
YTD
1.18%
6M
2.05%
1Y
4.95%
3Y*
6.91%
5Y*
2.18%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCV.TO vs. ZCM.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCV.TO
iShares Canadian Value Index ETF
19.91%32.30%21.41%9.62%1.98%32.81%-2.43%18.14%-11.06%8.85%
ZCM.TO
BMO Mid Corporate Bond Index ETF
1.18%5.06%8.07%7.97%-10.18%-2.08%10.35%8.60%0.58%2.29%

Correlation

The correlation between XCV.TO and ZCM.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.20

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

0.10

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2010

-0.06

The correlation between XCV.TO and ZCM.TO shifts across timeframes, from -0.06 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XCV.TO vs. ZCM.TO — Risk / Return Rank

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

XCV.TO
XCV.TO Risk / Return Rank: 9898
Overall Rank
XCV.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XCV.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XCV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XCV.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XCV.TO Martin Ratio Rank: 9797
Martin Ratio Rank

ZCM.TO
ZCM.TO Risk / Return Rank: 3434
Overall Rank
ZCM.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ZCM.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
ZCM.TO Omega Ratio Rank: 3434
Omega Ratio Rank
ZCM.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
ZCM.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.

XCV.TO vs. ZCM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Value Index ETF (XCV.TO) and BMO Mid Corporate Bond Index ETF (ZCM.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.


XCV.TOZCM.TODifference
Sharpe ratioReturn per unit of total volatility

+3.91

Sortino ratioReturn per unit of downside risk

+5.17

Omega ratioGain probability vs. loss probability

2.03

1.21

+0.82

Calmar ratioReturn relative to maximum drawdown

11.81

1.61

+10.19

Martin ratioReturn relative to average drawdown

44.42

4.64

+39.77

XCV.TO vs. ZCM.TO - Sharpe Ratio Comparison

The current XCV.TO Sharpe Ratio is 5.02, which is higher than the ZCM.TO Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of XCV.TO and ZCM.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.


Loading charts...

Sharpe Ratios by Period


XCV.TOZCM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.02

1.11

+3.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.44

0.36

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.34

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.55

-0.01

Drawdowns

XCV.TO vs. ZCM.TO - Drawdown Comparison

The maximum XCV.TO drawdown since its inception was -52.45%, which is greater than ZCM.TO's maximum drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for XCV.TO and ZCM.TO.


Loading charts...

Drawdown Indicators


XCV.TOZCM.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.45%

-26.06%

-26.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.84%

-3.08%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-4.02%

-5.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-15.81%

-2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

-26.06%

-15.12%

Current Drawdown

Current decline from peak

-0.50%

-1.13%

+0.63%

Average Drawdown

Average peak-to-trough decline

-6.61%

-2.61%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.07%

-0.05%

Volatility

XCV.TO vs. ZCM.TO - Volatility Comparison

iShares Canadian Value Index ETF (XCV.TO) has a higher volatility of 3.29% compared to BMO Mid Corporate Bond Index ETF (ZCM.TO) at 1.80%. This indicates that XCV.TO's price experiences larger fluctuations and is considered to be riskier than ZCM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XCV.TOZCM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

1.80%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

3.67%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

9.05%

4.48%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.84%

6.10%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

8.77%

+6.76%

XCV.TO vs. ZCM.TO - Expense Ratio Comparison

XCV.TO has a 0.55% expense ratio, which is higher than ZCM.TO's 0.33% expense ratio.


Dividends

XCV.TO vs. ZCM.TO - Dividend Comparison

XCV.TO's dividend yield for the trailing twelve months is around 2.32%, less than ZCM.TO's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
XCV.TO
iShares Canadian Value Index ETF
2.32%2.78%3.84%4.00%3.28%2.18%3.46%3.16%3.23%2.49%2.57%3.26%
ZCM.TO
BMO Mid Corporate Bond Index ETF
4.28%4.03%3.85%3.94%3.81%3.30%3.13%3.34%3.23%3.04%3.18%3.43%

Frequently Asked Questions


XCV.TO and ZCM.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZCM.TO is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZCM.TO is cheaper with a 0.33% expense ratio, compared with 0.55% for XCV.TO.

XCV.TO is categorized as Canada Equities, while ZCM.TO is Corporate Bonds. XCV.TO tracks Morningstar Canada GR CAD, while ZCM.TO tracks FTSE Canada Mid Term Corporate Bond Index. They also come from different issuers: iShares and BMO. Their fees differ too: 0.55% for XCV.TO and 0.33% for ZCM.TO.

Portfolio Optimizer

Find the right allocation for XCV.TO and ZCM.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer