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YPLT.NEO vs. ZPH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YPLT.NEO vs. ZPH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) and BMO US Put Write Hedged to CAD ETF (ZPH.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, YPLT.NEO achieves a -18.40% return, which is significantly lower than ZPH.TO's 2.35% return.


YPLT.NEO

1D
5.78%
1M
-1.82%
6M
-18.52%
YTD
-18.40%
1Y
-2.88%
3Y*
5Y*
10Y*

ZPH.TO

1D
0.58%
1M
1.11%
6M
2.71%
YTD
2.35%
1Y
8.24%
3Y*
8.00%
5Y*
5.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YPLT.NEO vs. ZPH.TO - Yearly Performance Comparison


2026 (YTD)2025
YPLT.NEO
Palantir (PLTR) Yield Shares Purpose ETF
-18.40%62.74%
ZPH.TO
BMO US Put Write Hedged to CAD ETF
2.35%7.62%

Correlation

The correlation between YPLT.NEO and ZPH.TO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

0.37

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Return for Risk

YPLT.NEO vs. ZPH.TO — Risk / Return Rank

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

YPLT.NEO
YPLT.NEO Risk / Return Rank: 1010
Overall Rank
YPLT.NEO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
YPLT.NEO Sortino Ratio Rank: 1111
Sortino Ratio Rank
YPLT.NEO Omega Ratio Rank: 1212
Omega Ratio Rank
YPLT.NEO Calmar Ratio Rank: 88
Calmar Ratio Rank
YPLT.NEO Martin Ratio Rank: 88
Martin Ratio Rank

ZPH.TO
ZPH.TO Risk / Return Rank: 4040
Overall Rank
ZPH.TO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ZPH.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
ZPH.TO Omega Ratio Rank: 4343
Omega Ratio Rank
ZPH.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
ZPH.TO Martin Ratio Rank: 3939
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.

YPLT.NEO vs. ZPH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) and BMO US Put Write Hedged to CAD ETF (ZPH.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.


YPLT.NEOZPH.TODifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

1.05

1.24

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.07

1.36

-1.43

Martin ratioReturn relative to average drawdown

-0.13

5.15

-5.28

YPLT.NEO vs. ZPH.TO - Sharpe Ratio Comparison

The current YPLT.NEO Sharpe Ratio is -0.05, which is lower than the ZPH.TO Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of YPLT.NEO and ZPH.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

YPLT.NEO vs. ZPH.TO - Drawdown Comparison

The maximum YPLT.NEO drawdown since its inception was -42.43%, which is greater than ZPH.TO's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for YPLT.NEO and ZPH.TO.


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Drawdown Indicators


YPLT.NEOZPH.TODifference

Max Drawdown

Largest peak-to-trough decline

-42.43%

-33.38%

-9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-42.43%

-6.07%

-36.36%

Max Drawdown (3Y)

Largest decline over 3 years

-11.83%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

Current Drawdown

Current decline from peak

-31.13%

0.00%

-31.13%

Average Drawdown

Average peak-to-trough decline

-16.86%

-4.23%

-12.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.94%

1.60%

+20.34%

Volatility

YPLT.NEO vs. ZPH.TO - Volatility Comparison

Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) has a higher volatility of 18.75% compared to BMO US Put Write Hedged to CAD ETF (ZPH.TO) at 2.42%. This indicates that YPLT.NEO's price experiences larger fluctuations and is considered to be riskier than ZPH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YPLT.NEOZPH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.75%

2.42%

+16.33%

Volatility (6M)

Calculated over the trailing 6-month period

48.41%

5.63%

+42.78%

Volatility (1Y)

Calculated over the trailing 1-year period

61.95%

6.55%

+55.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.16%

11.18%

+57.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.16%

12.60%

+56.56%

YPLT.NEO vs. ZPH.TO - Expense Ratio Comparison

YPLT.NEO has a 0.40% expense ratio, which is lower than ZPH.TO's 0.65% expense ratio.


Dividends

YPLT.NEO vs. ZPH.TO - Dividend Comparison

YPLT.NEO's dividend yield for the trailing twelve months is around 55.51%, more than ZPH.TO's 10.35% yield.


PositionTTM202520242023202220212020201920182017
YPLT.NEO
Palantir (PLTR) Yield Shares Purpose ETF
55.51%14.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZPH.TO
BMO US Put Write Hedged to CAD ETF
10.35%10.06%9.95%8.18%8.83%7.27%7.67%7.26%6.98%5.94%

Frequently Asked Questions


YPLT.NEO and ZPH.TO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YPLT.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YPLT.NEO is cheaper with a 0.40% expense ratio, compared with 0.65% for ZPH.TO.

They also come from different issuers: Purpose and BMO. Their fees differ too: 0.40% for YPLT.NEO and 0.65% for ZPH.TO.

Portfolio Optimizer

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