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

Performance

YPLT.NEO vs. ZWB.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 Covered Call Canadian Banks ETF (ZWB.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 -31.78% return, which is significantly lower than ZWB.TO's 25.65% return.


YPLT.NEO

1D
-3.37%
1M
-20.69%
YTD
-31.78%
6M
-37.99%
1Y
-13.87%
3Y*
5Y*
10Y*

ZWB.TO

1D
-0.45%
1M
6.10%
YTD
25.65%
6M
25.20%
1Y
59.36%
3Y*
30.09%
5Y*
15.53%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025
YPLT.NEO
Palantir (PLTR) Yield Shares Purpose ETF
-31.78%62.74%
ZWB.TO
BMO Covered Call Canadian Banks ETF
25.65%34.65%

Correlation

The correlation between YPLT.NEO and ZWB.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.33

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Return for Risk

YPLT.NEO vs. ZWB.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: 77
Overall Rank
YPLT.NEO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
YPLT.NEO Sortino Ratio Rank: 88
Sortino Ratio Rank
YPLT.NEO Omega Ratio Rank: 88
Omega Ratio Rank
YPLT.NEO Calmar Ratio Rank: 66
Calmar Ratio Rank
YPLT.NEO Martin Ratio Rank: 66
Martin Ratio Rank

ZWB.TO
ZWB.TO Risk / Return Rank: 9797
Overall Rank
ZWB.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ZWB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ZWB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
ZWB.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
ZWB.TO Martin Ratio Rank: 9696
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. ZWB.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 Covered Call Canadian Banks ETF (ZWB.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.NEOZWB.TODifference
Sharpe ratioReturn per unit of total volatility

-5.41

Sortino ratioReturn per unit of downside risk

-6.98

Omega ratioGain probability vs. loss probability

1.01

1.98

-0.97

Calmar ratioReturn relative to maximum drawdown

-0.33

7.63

-7.96

Martin ratioReturn relative to average drawdown

-0.69

34.24

-34.93

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

The current YPLT.NEO Sharpe Ratio is -0.23, which is lower than the ZWB.TO Sharpe Ratio of 5.18. The chart below compares the historical Sharpe Ratios of YPLT.NEO and ZWB.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. ZWB.TO - Drawdown Comparison

The maximum YPLT.NEO drawdown since its inception was -42.43%, which is greater than ZWB.TO's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for YPLT.NEO and ZWB.TO.


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Drawdown Indicators


YPLT.NEOZWB.TODifference

Max Drawdown

Largest peak-to-trough decline

-42.43%

-39.36%

-3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-42.43%

-7.82%

-34.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-39.36%

Current Drawdown

Current decline from peak

-42.43%

-0.45%

-41.98%

Average Drawdown

Average peak-to-trough decline

-16.09%

-5.54%

-10.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.30%

1.74%

+18.56%

Volatility

YPLT.NEO vs. ZWB.TO - Volatility Comparison

Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) has a higher volatility of 20.85% compared to BMO Covered Call Canadian Banks ETF (ZWB.TO) at 3.37%. This indicates that YPLT.NEO's price experiences larger fluctuations and is considered to be riskier than ZWB.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.NEOZWB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.85%

3.37%

+17.48%

Volatility (6M)

Calculated over the trailing 6-month period

47.78%

9.96%

+37.82%

Volatility (1Y)

Calculated over the trailing 1-year period

61.83%

11.53%

+50.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.56%

12.65%

+56.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.56%

15.67%

+53.89%

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

YPLT.NEO has a 0.40% expense ratio, which is lower than ZWB.TO's 0.72% expense ratio.


Dividends

YPLT.NEO vs. ZWB.TO - Dividend Comparison

YPLT.NEO's dividend yield for the trailing twelve months is around 61.08%, more than ZWB.TO's 4.64% yield.


PositionTTM20252024202320222021202020192018201720162015
YPLT.NEO
Palantir (PLTR) Yield Shares Purpose ETF
61.08%14.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZWB.TO
BMO Covered Call Canadian Banks ETF
4.64%5.38%6.66%7.62%7.30%5.46%5.80%5.53%5.59%4.80%5.04%5.64%

Frequently Asked Questions


YPLT.NEO and ZWB.TO have a correlation of 0.28, 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 0.72% for ZWB.TO.

YPLT.NEO is categorized as Derivative Income, while ZWB.TO is Financials Equities. They also come from different issuers: Purpose and BMO. Their fees differ too: 0.40% for YPLT.NEO and 0.72% for ZWB.TO.

Portfolio Optimizer

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