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

Performance

XDUH.TO vs. ZDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.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


XDUH.TO

1D
-0.10%
1M
3.40%
YTD
8.93%
6M
7.07%
1Y
15.05%
3Y*
11.66%
5Y*
6.48%
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)

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


Correlation

The correlation between XDUH.TO and ZDIV.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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Return for Risk

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

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

XDUH.TO
XDUH.TO Risk / Return Rank: 4343
Overall Rank
XDUH.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDUH.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
XDUH.TO Omega Ratio Rank: 3939
Omega Ratio Rank
XDUH.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDUH.TO Martin Ratio Rank: 4343
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.49

Martin ratioReturn relative to average drawdown

6.87

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


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Sharpe Ratios by Period


XDUH.TOZDIV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

5.66

-5.25

Drawdowns

XDUH.TO vs. ZDIV.TO - Drawdown Comparison

The maximum XDUH.TO drawdown since its inception was -34.91%, 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 XDUH.TO and ZDIV.TO.


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Drawdown Indicators


XDUH.TOZDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.91%

-2.60%

-32.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.08%

Max Drawdown (3Y)

Largest decline over 3 years

-14.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.40%

Current Drawdown

Current decline from peak

-1.39%

-1.02%

-0.37%

Average Drawdown

Average peak-to-trough decline

-4.57%

-0.49%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

Volatility

XDUH.TO vs. ZDIV.TO - Volatility Comparison


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Volatility by Period


XDUH.TOZDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

10.60%

9.99%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

9.99%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

9.99%

+6.56%

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

XDUH.TO has a 0.16% 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

XDUH.TO vs. ZDIV.TO - Dividend Comparison

XDUH.TO's dividend yield for the trailing twelve months is around 2.26%, more than ZDIV.TO's 0.90% yield.


PositionTTM20252024202320222021202020192018
XDUH.TO
iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)
2.26%2.41%2.61%2.49%2.35%2.56%2.62%2.31%2.69%
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%

Frequently Asked Questions


XDUH.TO and ZDIV.TO have a correlation of 0.20, 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 0.16% for XDUH.TO.

XDUH.TO is categorized as Large Cap Value Equities, while ZDIV.TO is Dividend. XDUH.TO tracks Morningstar US Market TR CAD, 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: 0.16% for XDUH.TO and 0.09% for ZDIV.TO.

Portfolio Optimizer

Find the right allocation for XDUH.TO and ZDIV.TO

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