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XETM.TO vs. ZUT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XETM.TO vs. ZUT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Energy Transition Materials Index ETF (XETM.TO) and BMO Equal Weight Utilities Index ETF (ZUT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XETM.TO

1D
0.05%
1M
-9.84%
YTD
6M
1Y
3Y*
5Y*
10Y*

ZUT.TO

1D
0.20%
1M
1.36%
YTD
22.24%
6M
20.06%
1Y
28.52%
3Y*
15.63%
5Y*
7.38%
10Y*
10.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XETM.TO vs. ZUT.TO - Yearly Performance Comparison


Correlation

The correlation between XETM.TO and ZUT.TO is 0.27, 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 Jan 20, 2026

0.27

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Return for Risk

XETM.TO vs. ZUT.TO — Risk / Return Rank

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

XETM.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ZUT.TO
ZUT.TO Risk / Return Rank: 8080
Overall Rank
ZUT.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ZUT.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
ZUT.TO Omega Ratio Rank: 9292
Omega Ratio Rank
ZUT.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
ZUT.TO Martin Ratio Rank: 5353
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.

XETM.TO vs. ZUT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Energy Transition Materials Index ETF (XETM.TO) and BMO Equal Weight Utilities Index ETF (ZUT.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.


XETM.TOZUT.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.54

Calmar ratioReturn relative to maximum drawdown

3.20

Martin ratioReturn relative to average drawdown

8.09

XETM.TO vs. ZUT.TO - Sharpe Ratio Comparison


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Drawdowns

XETM.TO vs. ZUT.TO - Drawdown Comparison

The maximum XETM.TO drawdown since its inception was -25.13%, smaller than the maximum ZUT.TO drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for XETM.TO and ZUT.TO.


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Drawdown Indicators


XETM.TOZUT.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

-37.07%

+11.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

Max Drawdown (5Y)

Largest decline over 5 years

-32.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.07%

Current Drawdown

Current decline from peak

-17.71%

0.00%

-17.71%

Average Drawdown

Average peak-to-trough decline

-9.35%

-6.27%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

Volatility

XETM.TO vs. ZUT.TO - Volatility Comparison


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Volatility by Period


XETM.TOZUT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

49.98%

10.33%

+39.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.98%

13.94%

+36.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.98%

16.48%

+33.50%

XETM.TO vs. ZUT.TO - Expense Ratio Comparison

XETM.TO has a 0.59% expense ratio, which is lower than ZUT.TO's 0.61% expense ratio.


Dividends

XETM.TO vs. ZUT.TO - Dividend Comparison

XETM.TO has not paid dividends to shareholders, while ZUT.TO's dividend yield for the trailing twelve months is around 2.75%.


PositionTTM20252024202320222021202020192018201720162015
XETM.TO
iShares S&P/TSX Energy Transition Materials Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZUT.TO
BMO Equal Weight Utilities Index ETF
2.75%3.50%4.05%4.43%4.02%3.31%3.38%4.08%4.68%3.78%4.06%4.72%

Frequently Asked Questions


XETM.TO and ZUT.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XETM.TO is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XETM.TO is cheaper with a 0.59% expense ratio, compared with 0.61% for ZUT.TO.

XETM.TO is categorized as Materials, while ZUT.TO is Utilities Equities. XETM.TO tracks S&P/TSX Energy Transition Materials Index, while ZUT.TO tracks Solactive Equal Weight Canada Utilities Index. They also come from different issuers: iShares and BMO. Their fees differ too: 0.59% for XETM.TO and 0.61% for ZUT.TO.

Portfolio Optimizer

Find the right allocation for XETM.TO and ZUT.TO

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

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