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XEG.TO vs. ZCLN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEG.TO vs. ZCLN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and BMO Clean Energy Index ETF (ZCLN.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, XEG.TO achieves a 46.30% return, which is significantly higher than ZCLN.TO's 10.10% return.


XEG.TO

1D
0.69%
1M
15.08%
6M
31.52%
YTD
46.30%
1Y
65.86%
3Y*
24.75%
5Y*
32.72%
10Y*
12.29%
ALL TIME*
4.78%

ZCLN.TO

1D
-0.16%
1M
-13.51%
6M
-0.10%
YTD
10.10%
1Y
30.02%
3Y*
1.52%
5Y*
-1.76%
10Y*
ALL TIME*
-7.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$58.70MCA$53.16MCA$56.38M
CA$168.18KCA$222.01KCA$330.39K

XEG.TO vs. ZCLN.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
46.30%16.72%14.04%3.55%53.25%75.06%
ZCLN.TO
BMO Clean Energy Index ETF
10.10%35.83%-20.23%-20.37%1.41%-34.25%

Correlation

The correlation between XEG.TO and ZCLN.TO is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2021

0.14

The correlation between XEG.TO and ZCLN.TO shifts across timeframes, from 0.01 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XEG.TO vs. ZCLN.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XEG.TO
XEG.TO Risk / Return Rank: 8989
Overall Rank
XEG.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XEG.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
XEG.TO Omega Ratio Rank: 8989
Omega Ratio Rank
XEG.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
XEG.TO Martin Ratio Rank: 8484
Martin Ratio Rank

ZCLN.TO
ZCLN.TO Risk / Return Rank: 3838
Overall Rank
ZCLN.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ZCLN.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
ZCLN.TO Omega Ratio Rank: 3838
Omega Ratio Rank
ZCLN.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZCLN.TO Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XEG.TO vs. ZCLN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Energy Index ETF (XEG.TO) and BMO Clean Energy Index ETF (ZCLN.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.


XEG.TOZCLN.TODifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.41

1.18

+0.23

Calmar ratioReturn relative to maximum drawdown

3.82

1.15

+2.67

Martin ratioReturn relative to average drawdown

11.60

3.92

+7.68

XEG.TO vs. ZCLN.TO - Sharpe Ratio Comparison

The current XEG.TO Sharpe Ratio is 2.58, which is higher than the ZCLN.TO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of XEG.TO and ZCLN.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

XEG.TO vs. ZCLN.TO - Drawdown Comparison

The maximum XEG.TO drawdown since its inception was -87.51%, which is greater than ZCLN.TO's maximum drawdown of -61.18%. Use the drawdown chart below to compare losses from any high point for XEG.TO and ZCLN.TO.


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Drawdown Indicators


XEG.TOZCLN.TODifference

Max Drawdown

Largest peak-to-trough decline

-87.51%

-61.18%

-26.33%

Max Drawdown (1Y)

Largest decline over 1 year

-16.47%

-27.65%

+11.18%

Max Drawdown (3Y)

Largest decline over 3 years

-25.67%

-33.73%

+8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-28.42%

-50.26%

+21.84%

Max Drawdown (10Y)

Largest decline over 10 years

-79.66%

Current Drawdown

Current decline from peak

-2.70%

-36.66%

+33.96%

Average Drawdown

Average peak-to-trough decline

-34.46%

-40.37%

+5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

8.07%

-2.63%

Volatility

XEG.TO vs. ZCLN.TO - Volatility Comparison

The current volatility for iShares S&P/TSX Capped Energy Index ETF (XEG.TO) is 8.21%, while BMO Clean Energy Index ETF (ZCLN.TO) has a volatility of 10.36%. This indicates that XEG.TO experiences smaller price fluctuations and is considered to be less risky than ZCLN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEG.TOZCLN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

10.36%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

24.85%

-4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

24.45%

31.11%

-6.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.62%

26.78%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.42%

27.60%

+5.82%

XEG.TO vs. ZCLN.TO - Expense Ratio Comparison

XEG.TO has a 0.60% expense ratio, which is higher than ZCLN.TO's 0.39% expense ratio.


Dividends

XEG.TO vs. ZCLN.TO - Dividend Comparison

XEG.TO's dividend yield for the trailing twelve months is around 2.52%, more than ZCLN.TO's 1.57% yield.


PositionTTM20252024202320222021202020192018201720162015
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
2.52%3.63%3.46%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%
ZCLN.TO
BMO Clean Energy Index ETF
1.57%1.73%2.13%1.37%0.93%0.83%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XEG.TO and ZCLN.TO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZCLN.TO is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZCLN.TO is cheaper with a 0.39% expense ratio, compared with 0.60% for XEG.TO.

XEG.TO is categorized as Energy Equities, while ZCLN.TO is Alternative Energy Equities. XEG.TO tracks S&P/TSX Capped Energy Index, while ZCLN.TO tracks S&P Global Clean Energy Index. They also come from different issuers: iShares and BMO. Their fees differ too: 0.60% for XEG.TO and 0.39% for ZCLN.TO.

Portfolio Optimizer

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