PortfoliosLab logoPortfoliosLab logo
ZCLN.TO vs. CHPS.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZCLN.TO vs. CHPS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Clean Energy Index ETF (ZCLN.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ZCLN.TO vs. CHPS.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZCLN.TO
BMO Clean Energy Index ETF
12.59%37.90%-20.23%-20.37%1.41%-4.61%
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
6.25%45.93%20.38%68.20%-37.86%22.69%

Returns By Period

In the year-to-date period, ZCLN.TO achieves a 12.59% return, which is significantly higher than CHPS.TO's 6.25% return.


ZCLN.TO

1D
3.39%
1M
2.58%
YTD
12.59%
6M
16.82%
1Y
55.63%
3Y*
-0.61%
5Y*
-2.35%
10Y*

CHPS.TO

1D
5.64%
1M
-2.54%
YTD
6.25%
6M
12.90%
1Y
74.89%
3Y*
34.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ZCLN.TO vs. CHPS.TO - Expense Ratio Comparison

ZCLN.TO has a 0.39% expense ratio, which is lower than CHPS.TO's 0.63% expense ratio.


Return for Risk

ZCLN.TO vs. CHPS.TO — Risk / Return Rank

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

ZCLN.TO
ZCLN.TO Risk / Return Rank: 9191
Overall Rank
ZCLN.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ZCLN.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
ZCLN.TO Omega Ratio Rank: 8484
Omega Ratio Rank
ZCLN.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
ZCLN.TO Martin Ratio Rank: 9090
Martin Ratio Rank

CHPS.TO
CHPS.TO Risk / Return Rank: 9393
Overall Rank
CHPS.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CHPS.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
CHPS.TO Omega Ratio Rank: 9090
Omega Ratio Rank
CHPS.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CHPS.TO Martin Ratio Rank: 9595
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.

ZCLN.TO vs. CHPS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Clean Energy Index ETF (ZCLN.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.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.


ZCLN.TOCHPS.TODifference

Sharpe ratio

Return per unit of total volatility

2.10

1.98

+0.11

Sortino ratio

Return per unit of downside risk

2.77

2.58

+0.19

Omega ratio

Gain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratio

Return relative to maximum drawdown

4.23

4.78

-0.55

Martin ratio

Return relative to average drawdown

11.99

15.10

-3.11

ZCLN.TO vs. CHPS.TO - Sharpe Ratio Comparison

The current ZCLN.TO Sharpe Ratio is 2.10, which is comparable to the CHPS.TO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of ZCLN.TO and CHPS.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.


Loading graphics...

Sharpe Ratios by Period


ZCLN.TOCHPS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.98

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.29

0.60

-0.89

Correlation

The correlation between ZCLN.TO and CHPS.TO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ZCLN.TO vs. CHPS.TO - Dividend Comparison

ZCLN.TO's dividend yield for the trailing twelve months is around 1.52%, more than CHPS.TO's 0.01% yield.


TTM20252024202320222021
ZCLN.TO
BMO Clean Energy Index ETF
1.52%1.71%2.13%1.37%0.93%0.83%
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
0.01%0.01%0.20%0.53%0.97%0.01%

Drawdowns

ZCLN.TO vs. CHPS.TO - Drawdown Comparison

The maximum ZCLN.TO drawdown since its inception was -61.07%, which is greater than CHPS.TO's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for ZCLN.TO and CHPS.TO.


Loading graphics...

Drawdown Indicators


ZCLN.TOCHPS.TODifference

Max Drawdown

Largest peak-to-trough decline

-61.07%

-48.16%

-12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-15.68%

+2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-50.26%

Current Drawdown

Current decline from peak

-34.06%

-7.93%

-26.13%

Average Drawdown

Average peak-to-trough decline

-40.99%

-14.36%

-26.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

4.96%

-0.39%

Volatility

ZCLN.TO vs. CHPS.TO - Volatility Comparison

The current volatility for BMO Clean Energy Index ETF (ZCLN.TO) is 10.35%, while Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) has a volatility of 12.07%. This indicates that ZCLN.TO experiences smaller price fluctuations and is considered to be less risky than CHPS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ZCLN.TOCHPS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

12.07%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

21.15%

24.85%

-3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

26.67%

37.95%

-11.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.78%

33.66%

-7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.94%

33.66%

-6.72%