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XHD.TO vs. ZEQL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHD.TO vs. ZEQL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. High Dividend Equity Index ETF (CAD-Hedged) (XHD.TO) and BMO MSCI USA Equal Weight Index ETF (CAD Units) (ZEQL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XHD.TO

1D
0.83%
1M
0.69%
YTD
11.94%
6M
5.51%
1Y
11.69%
3Y*
9.73%
5Y*
6.55%
10Y*
6.22%

ZEQL.TO

1D
-0.12%
1M
6.20%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHD.TO vs. ZEQL.TO - Yearly Performance Comparison


Correlation

The correlation between XHD.TO and ZEQL.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 10, 2026

0.20

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Return for Risk

XHD.TO vs. ZEQL.TO — Risk / Return Rank

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

XHD.TO
XHD.TO Risk / Return Rank: 3030
Overall Rank
XHD.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XHD.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
XHD.TO Omega Ratio Rank: 2828
Omega Ratio Rank
XHD.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
XHD.TO Martin Ratio Rank: 3333
Martin Ratio Rank

ZEQL.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.

XHD.TO vs. ZEQL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. High Dividend Equity Index ETF (CAD-Hedged) (XHD.TO) and BMO MSCI USA Equal Weight Index ETF (CAD Units) (ZEQL.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.


XHD.TOZEQL.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.80

Martin ratioReturn relative to average drawdown

5.11

XHD.TO vs. ZEQL.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XHD.TOZEQL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

2.01

-1.48

Drawdowns

XHD.TO vs. ZEQL.TO - Drawdown Comparison

The maximum XHD.TO drawdown since its inception was -38.71%, which is greater than ZEQL.TO's maximum drawdown of -6.12%. Use the drawdown chart below to compare losses from any high point for XHD.TO and ZEQL.TO.


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Drawdown Indicators


XHD.TOZEQL.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-6.12%

-32.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

Max Drawdown (3Y)

Largest decline over 3 years

-12.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

Current Drawdown

Current decline from peak

-2.45%

-0.58%

-1.87%

Average Drawdown

Average peak-to-trough decline

-3.93%

-1.69%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

Volatility

XHD.TO vs. ZEQL.TO - Volatility Comparison


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Volatility by Period


XHD.TOZEQL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

12.92%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.03%

12.92%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

12.92%

+2.61%

XHD.TO vs. ZEQL.TO - Expense Ratio Comparison

XHD.TO has a 0.33% expense ratio, which is higher than ZEQL.TO's 0.05% expense ratio.


Dividends

XHD.TO vs. ZEQL.TO - Dividend Comparison

XHD.TO's dividend yield for the trailing twelve months is around 2.38%, more than ZEQL.TO's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
XHD.TO
iShares U.S. High Dividend Equity Index ETF (CAD-Hedged)
2.38%2.61%2.99%3.09%2.69%2.81%3.44%2.46%2.81%2.36%2.48%3.00%
ZEQL.TO
BMO MSCI USA Equal Weight Index ETF (CAD Units)
0.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XHD.TO and ZEQL.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, ZEQL.TO is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZEQL.TO is cheaper with a 0.05% expense ratio, compared with 0.33% for XHD.TO.

XHD.TO tracks Morningstar US Market TR CAD, while ZEQL.TO tracks MSCI USA Equal Weighted Index. They also come from different issuers: iShares and BMO. Their fees differ too: 0.33% for XHD.TO and 0.05% for ZEQL.TO.

Portfolio Optimizer

Find the right allocation for XHD.TO and ZEQL.TO

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