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XDIV.TO vs. ZDIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDIV.TO vs. ZDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) and BMO MSCI Canada IMI High Dividend Yield Index ETF (ZDIV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XDIV.TO

1D
0.19%
1M
3.65%
YTD
19.17%
6M
18.94%
1Y
38.61%
3Y*
22.97%
5Y*
16.42%
10Y*

ZDIV.TO

1D
-0.14%
1M
2.47%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDIV.TO vs. ZDIV.TO - Yearly Performance Comparison


Correlation

The correlation between XDIV.TO and ZDIV.TO is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 9, 2026

0.62

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Return for Risk

XDIV.TO vs. ZDIV.TO — Risk / Return Rank

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

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

ZDIV.TO
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.

XDIV.TO vs. ZDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) and BMO MSCI Canada IMI High Dividend Yield Index ETF (ZDIV.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.


XDIV.TOZDIV.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.03

Calmar ratioReturn relative to maximum drawdown

16.64

Martin ratioReturn relative to average drawdown

56.55

XDIV.TO vs. ZDIV.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XDIV.TOZDIV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

5.66

-4.85

Drawdowns

XDIV.TO vs. ZDIV.TO - Drawdown Comparison

The maximum XDIV.TO drawdown since its inception was -41.30%, which is greater than ZDIV.TO's maximum drawdown of -2.60%. Use the drawdown chart below to compare losses from any high point for XDIV.TO and ZDIV.TO.


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Drawdown Indicators


XDIV.TOZDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.30%

-2.60%

-38.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-10.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.60%

Current Drawdown

Current decline from peak

-0.09%

-1.02%

+0.93%

Average Drawdown

Average peak-to-trough decline

-4.25%

-0.49%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

Volatility

XDIV.TO vs. ZDIV.TO - Volatility Comparison


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Volatility by Period


XDIV.TOZDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.36%

Volatility (1Y)

Calculated over the trailing 1-year period

7.85%

9.99%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

9.99%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

9.99%

+6.02%

XDIV.TO vs. ZDIV.TO - Expense Ratio Comparison

XDIV.TO has a 0.11% expense ratio, which is higher than ZDIV.TO's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDIV.TO vs. ZDIV.TO - Dividend Comparison

XDIV.TO's dividend yield for the trailing twelve months is around 3.28%, more than ZDIV.TO's 0.90% yield.


PositionTTM202520242023202220212020201920182017
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
3.28%3.81%4.29%4.20%3.95%3.58%4.58%4.02%4.85%1.82%
ZDIV.TO
BMO MSCI Canada IMI High Dividend Yield Index ETF
0.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDIV.TO and ZDIV.TO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZDIV.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZDIV.TO is cheaper with a 0.09% expense ratio, compared with 0.11% for XDIV.TO.

XDIV.TO tracks MSCI Canada High Dividend Yield 10% Security Capped Index, while ZDIV.TO tracks MSCI Canada IMI High Dividend Yield Select Index. They also come from different issuers: iShares and BMO. Their fees differ too: 0.11% for XDIV.TO and 0.09% for ZDIV.TO.

Portfolio Optimizer

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