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XFR.TO vs. ZST.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XFR.TO vs. ZST.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Floating Rate Index ETF (XFR.TO) and BMO Ultra Short-Term Bond ETF (ZST.TO). The values are adjusted to include any dividend payments, if applicable.

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XFR.TO vs. ZST.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XFR.TO
iShares Floating Rate Index ETF
0.56%3.33%4.57%5.29%1.82%0.15%0.98%2.23%1.16%1.46%
ZST.TO
BMO Ultra Short-Term Bond ETF
0.59%2.03%5.16%5.33%1.19%0.22%1.74%2.36%1.95%1.43%

Returns By Period

In the year-to-date period, XFR.TO achieves a 0.56% return, which is significantly lower than ZST.TO's 0.59% return. Both investments have delivered pretty close results over the past 10 years, with XFR.TO having a 2.23% annualized return and ZST.TO not far ahead at 2.32%.


XFR.TO

1D
0.05%
1M
0.20%
YTD
0.56%
6M
1.40%
1Y
2.89%
3Y*
4.12%
5Y*
3.11%
10Y*
2.23%

ZST.TO

1D
0.06%
1M
0.21%
YTD
0.59%
6M
0.20%
1Y
1.71%
3Y*
3.95%
5Y*
2.86%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XFR.TO vs. ZST.TO - Expense Ratio Comparison

XFR.TO has a 0.14% expense ratio, which is lower than ZST.TO's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XFR.TO vs. ZST.TO — Risk / Return Rank

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

XFR.TO
XFR.TO Risk / Return Rank: 9898
Overall Rank
XFR.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XFR.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
XFR.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XFR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XFR.TO Martin Ratio Rank: 9999
Martin Ratio Rank

ZST.TO
ZST.TO Risk / Return Rank: 7474
Overall Rank
ZST.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ZST.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
ZST.TO Omega Ratio Rank: 9898
Omega Ratio Rank
ZST.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
ZST.TO Martin Ratio Rank: 5252
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.

XFR.TO vs. ZST.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Index ETF (XFR.TO) and BMO Ultra Short-Term Bond ETF (ZST.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.


XFR.TOZST.TODifference

Sharpe ratio

Return per unit of total volatility

3.72

1.57

+2.14

Sortino ratio

Return per unit of downside risk

5.94

1.66

+4.28

Omega ratio

Gain probability vs. loss probability

1.84

1.78

+0.06

Calmar ratio

Return relative to maximum drawdown

10.01

1.72

+8.29

Martin ratio

Return relative to average drawdown

57.24

4.78

+52.46

XFR.TO vs. ZST.TO - Sharpe Ratio Comparison

The current XFR.TO Sharpe Ratio is 3.72, which is higher than the ZST.TO Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of XFR.TO and ZST.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XFR.TOZST.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.72

1.57

+2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.81

3.99

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

3.25

-2.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

1.79

-0.61

Correlation

The correlation between XFR.TO and ZST.TO is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XFR.TO vs. ZST.TO - Dividend Comparison

XFR.TO's dividend yield for the trailing twelve months is around 2.85%, more than ZST.TO's 2.62% yield.


TTM20252024202320222021202020192018201720162015
XFR.TO
iShares Floating Rate Index ETF
2.85%3.23%4.93%4.91%1.85%0.30%1.07%1.96%1.60%0.95%0.77%0.94%
ZST.TO
BMO Ultra Short-Term Bond ETF
2.62%2.82%4.65%4.79%2.75%2.29%2.65%2.82%3.43%4.05%3.92%3.90%

Drawdowns

XFR.TO vs. ZST.TO - Drawdown Comparison

The maximum XFR.TO drawdown since its inception was -4.12%, which is greater than ZST.TO's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for XFR.TO and ZST.TO.


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Drawdown Indicators


XFR.TOZST.TODifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-1.06%

-3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-0.30%

-1.01%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-0.30%

-1.01%

+0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-4.12%

-1.06%

-3.06%

Current Drawdown

Current decline from peak

0.00%

-0.40%

+0.40%

Average Drawdown

Average peak-to-trough decline

-0.06%

-0.13%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.36%

-0.31%

Volatility

XFR.TO vs. ZST.TO - Volatility Comparison

iShares Floating Rate Index ETF (XFR.TO) has a higher volatility of 0.18% compared to BMO Ultra Short-Term Bond ETF (ZST.TO) at 0.15%. This indicates that XFR.TO's price experiences larger fluctuations and is considered to be riskier than ZST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFR.TOZST.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

0.15%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.53%

1.05%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

0.79%

1.09%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.82%

0.72%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.85%

0.72%

+1.13%