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ZAG.TO vs. XEF-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZAG.TO vs. XEF-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Aggregate Bond Index ETF (ZAG.TO) and iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZAG.TO is traded in CAD, while XEF-U.TO is traded in USD. To make them comparable, the XEF-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZAG.TO achieves a 1.77% return, which is significantly lower than XEF-U.TO's 12.07% return. Over the past 10 years, ZAG.TO has underperformed XEF-U.TO with an annualized return of 1.63%, while XEF-U.TO has yielded a comparatively higher 7.69% annualized return.


ZAG.TO

1D
0.00%
1M
1.30%
YTD
1.77%
6M
2.14%
1Y
3.92%
3Y*
4.75%
5Y*
0.68%
10Y*
1.63%

XEF-U.TO

1D
0.92%
1M
3.41%
YTD
12.07%
6M
12.78%
1Y
26.15%
3Y*
18.50%
5Y*
11.30%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZAG.TO vs. XEF-U.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZAG.TO
BMO Aggregate Bond Index ETF
1.77%2.25%4.48%6.41%-11.60%-2.60%8.34%6.84%1.12%2.45%
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
12.07%25.69%11.75%13.94%-9.57%11.30%7.69%-15.98%0.56%9.18%

Correlation

The correlation between ZAG.TO and XEF-U.TO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2013

0.09

Over the past year, ZAG.TO and XEF-U.TO have become more correlated (0.36) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

ZAG.TO vs. XEF-U.TO — Risk / Return Rank

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

ZAG.TO
ZAG.TO Risk / Return Rank: 2626
Overall Rank
ZAG.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ZAG.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
ZAG.TO Omega Ratio Rank: 2525
Omega Ratio Rank
ZAG.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
ZAG.TO Martin Ratio Rank: 2626
Martin Ratio Rank

XEF-U.TO
XEF-U.TO Risk / Return Rank: 4646
Overall Rank
XEF-U.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XEF-U.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XEF-U.TO Omega Ratio Rank: 4646
Omega Ratio Rank
XEF-U.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
XEF-U.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.

ZAG.TO vs. XEF-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Aggregate Bond Index ETF (ZAG.TO) and iShares Core MSCI EAFE IMI Index ETF (XEF-U.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.


ZAG.TOXEF-U.TODifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.15

1.28

-0.12

Calmar ratioReturn relative to maximum drawdown

1.33

2.13

-0.79

Martin ratioReturn relative to average drawdown

3.11

8.26

-5.15

ZAG.TO vs. XEF-U.TO - Sharpe Ratio Comparison

The current ZAG.TO Sharpe Ratio is 0.83, which is lower than the XEF-U.TO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of ZAG.TO and XEF-U.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

ZAG.TO vs. XEF-U.TO - Drawdown Comparison

The maximum ZAG.TO drawdown since its inception was -18.03%, smaller than the maximum XEF-U.TO drawdown of -42.21%. Use the drawdown chart below to compare losses from any high point for ZAG.TO and XEF-U.TO.


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Drawdown Indicators


ZAG.TOXEF-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.03%

-42.21%

+24.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-11.34%

+8.55%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

-14.64%

+9.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.77%

-25.28%

+9.51%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

-42.21%

+24.18%

Current Drawdown

Current decline from peak

-1.02%

0.00%

-1.02%

Average Drawdown

Average peak-to-trough decline

-3.54%

-9.03%

+5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

2.92%

-1.73%

Volatility

ZAG.TO vs. XEF-U.TO - Volatility Comparison

The current volatility for BMO Aggregate Bond Index ETF (ZAG.TO) is 1.47%, while iShares Core MSCI EAFE IMI Index ETF (XEF-U.TO) has a volatility of 5.42%. This indicates that ZAG.TO experiences smaller price fluctuations and is considered to be less risky than XEF-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZAG.TOXEF-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

5.42%

-3.95%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

13.07%

-9.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

15.55%

-11.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.58%

17.59%

-11.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.11%

18.25%

-11.14%

ZAG.TO vs. XEF-U.TO - Expense Ratio Comparison

ZAG.TO has a 0.09% expense ratio, which is lower than XEF-U.TO's 0.21% 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%.


Dividends

ZAG.TO vs. XEF-U.TO - Dividend Comparison

ZAG.TO's dividend yield for the trailing twelve months is around 3.41%, more than XEF-U.TO's 2.22% yield.


PositionTTM20252024202320222021202020192018201720162015
XEF-U.TO
iShares Core MSCI EAFE IMI Index ETF
2.22%2.44%2.85%2.76%2.98%2.43%1.86%2.72%2.07%1.62%1.84%1.86%
ZAG.TO
BMO Aggregate Bond Index ETF
3.41%3.48%3.44%3.47%3.56%3.04%2.88%3.03%2.92%2.95%3.07%3.13%

Frequently Asked Questions


ZAG.TO and XEF-U.TO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZAG.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZAG.TO is cheaper with a 0.09% expense ratio, compared with 0.21% for XEF-U.TO.

ZAG.TO is categorized as Canadian Government Bonds, while XEF-U.TO is Global Equities. ZAG.TO tracks FTSE Canada Universe Bond Index, while XEF-U.TO tracks MSCI EAFE® Investable Market Index. They also come from different issuers: BMO and iShares. Their fees differ too: 0.09% for ZAG.TO and 0.21% for XEF-U.TO.

Portfolio Optimizer

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