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XTR.TO vs. ZMI.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTR.TO vs. ZMI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Diversified Monthly Income ETF (XTR.TO) and BMO Monthly Income ETF (ZMI.TO). The values are adjusted to include any dividend payments, if applicable.

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XTR.TO vs. ZMI.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XTR.TO
iShares Diversified Monthly Income ETF
2.91%5.04%12.59%4.85%-4.61%10.02%2.26%12.67%-3.88%6.43%
ZMI.TO
BMO Monthly Income ETF
2.98%7.88%13.43%9.00%-5.89%11.25%2.40%13.37%-2.52%4.84%

Returns By Period

The year-to-date returns for both investments are quite close, with XTR.TO having a 2.91% return and ZMI.TO slightly higher at 2.98%. Over the past 10 years, XTR.TO has underperformed ZMI.TO with an annualized return of 5.51%, while ZMI.TO has yielded a comparatively higher 6.17% annualized return.


XTR.TO

1D
0.59%
1M
-1.56%
YTD
2.91%
6M
0.80%
1Y
4.31%
3Y*
7.99%
5Y*
5.12%
10Y*
5.51%

ZMI.TO

1D
1.29%
1M
-2.24%
YTD
2.98%
6M
2.10%
1Y
8.46%
3Y*
10.12%
5Y*
6.90%
10Y*
6.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTR.TO vs. ZMI.TO - Expense Ratio Comparison

XTR.TO has a 0.61% expense ratio, which is higher than ZMI.TO's 0.18% expense ratio.


Return for Risk

XTR.TO vs. ZMI.TO — Risk / Return Rank

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

XTR.TO
XTR.TO Risk / Return Rank: 3333
Overall Rank
XTR.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XTR.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
XTR.TO Omega Ratio Rank: 3535
Omega Ratio Rank
XTR.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
XTR.TO Martin Ratio Rank: 3333
Martin Ratio Rank

ZMI.TO
ZMI.TO Risk / Return Rank: 5050
Overall Rank
ZMI.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ZMI.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
ZMI.TO Omega Ratio Rank: 5555
Omega Ratio Rank
ZMI.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
ZMI.TO Martin Ratio Rank: 4848
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.

XTR.TO vs. ZMI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Monthly Income ETF (XTR.TO) and BMO Monthly Income ETF (ZMI.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.


XTR.TOZMI.TODifference

Sharpe ratio

Return per unit of total volatility

0.61

0.94

-0.33

Sortino ratio

Return per unit of downside risk

0.79

1.25

-0.46

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

0.86

1.19

-0.34

Martin ratio

Return relative to average drawdown

2.88

4.53

-1.66

XTR.TO vs. ZMI.TO - Sharpe Ratio Comparison

The current XTR.TO Sharpe Ratio is 0.61, which is lower than the ZMI.TO Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XTR.TO and ZMI.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


XTR.TOZMI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.94

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.94

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.70

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.72

-0.35

Correlation

The correlation between XTR.TO and ZMI.TO is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XTR.TO vs. ZMI.TO - Dividend Comparison

XTR.TO's dividend yield for the trailing twelve months is around 4.03%, less than ZMI.TO's 4.30% yield.


TTM20252024202320222021202020192018201720162015
XTR.TO
iShares Diversified Monthly Income ETF
4.03%4.10%4.14%4.46%4.47%4.08%5.39%5.21%5.57%5.08%5.14%6.59%
ZMI.TO
BMO Monthly Income ETF
4.30%4.54%4.68%4.94%4.49%3.71%4.21%4.24%4.58%4.06%3.89%3.89%

Drawdowns

XTR.TO vs. ZMI.TO - Drawdown Comparison

The maximum XTR.TO drawdown since its inception was -51.58%, which is greater than ZMI.TO's maximum drawdown of -26.65%. Use the drawdown chart below to compare losses from any high point for XTR.TO and ZMI.TO.


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Drawdown Indicators


XTR.TOZMI.TODifference

Max Drawdown

Largest peak-to-trough decline

-51.58%

-26.65%

-24.93%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-7.66%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-9.87%

-12.65%

+2.78%

Max Drawdown (10Y)

Largest decline over 10 years

-25.93%

-26.65%

+0.72%

Current Drawdown

Current decline from peak

-1.56%

-2.24%

+0.68%

Average Drawdown

Average peak-to-trough decline

-5.12%

-2.14%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.03%

-0.25%

Volatility

XTR.TO vs. ZMI.TO - Volatility Comparison

The current volatility for iShares Diversified Monthly Income ETF (XTR.TO) is 2.25%, while BMO Monthly Income ETF (ZMI.TO) has a volatility of 3.14%. This indicates that XTR.TO experiences smaller price fluctuations and is considered to be less risky than ZMI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTR.TOZMI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

3.14%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

5.97%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

7.12%

9.09%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

7.39%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.37%

8.83%

-0.46%