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ZCLN.TO vs. VCLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZCLN.TO vs. VCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Clean Energy Index ETF (ZCLN.TO) and Virtus Duff & Phelps Clean Energy ETF (VCLN). The values are adjusted to include any dividend payments, if applicable.

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ZCLN.TO vs. VCLN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZCLN.TO
BMO Clean Energy Index ETF
12.59%37.90%-20.23%-20.37%1.41%-7.69%
VCLN
Virtus Duff & Phelps Clean Energy ETF
11.45%48.61%1.32%-19.36%-1.31%-4.22%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, ZCLN.TO achieves a 12.59% return, which is significantly higher than VCLN's 11.45% 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*

VCLN

1D
4.14%
1M
1.42%
YTD
11.45%
6M
19.46%
1Y
66.62%
3Y*
10.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZCLN.TO vs. VCLN - Expense Ratio Comparison

ZCLN.TO has a 0.39% expense ratio, which is lower than VCLN's 0.59% expense ratio.


Return for Risk

ZCLN.TO vs. VCLN — 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

VCLN
VCLN Risk / Return Rank: 9696
Overall Rank
VCLN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VCLN Sortino Ratio Rank: 9595
Sortino Ratio Rank
VCLN Omega Ratio Rank: 9292
Omega Ratio Rank
VCLN Calmar Ratio Rank: 9898
Calmar Ratio Rank
VCLN Martin Ratio Rank: 9797
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. VCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Clean Energy Index ETF (ZCLN.TO) and Virtus Duff & Phelps Clean Energy ETF (VCLN). 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.TOVCLNDifference

Sharpe ratio

Return per unit of total volatility

2.10

2.33

-0.23

Sortino ratio

Return per unit of downside risk

2.77

3.05

-0.28

Omega ratio

Gain probability vs. loss probability

1.34

1.39

-0.06

Calmar ratio

Return relative to maximum drawdown

4.23

5.49

-1.26

Martin ratio

Return relative to average drawdown

11.99

18.72

-6.73

ZCLN.TO vs. VCLN - Sharpe Ratio Comparison

The current ZCLN.TO Sharpe Ratio is 2.10, which is comparable to the VCLN Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of ZCLN.TO and VCLN, 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


ZCLN.TOVCLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.33

-0.23

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

0.22

-0.51

Correlation

The correlation between ZCLN.TO and VCLN is 0.79, 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

ZCLN.TO vs. VCLN - Dividend Comparison

ZCLN.TO's dividend yield for the trailing twelve months is around 1.52%, less than VCLN's 1.83% yield.


TTM20252024202320222021
ZCLN.TO
BMO Clean Energy Index ETF
1.52%1.71%2.13%1.37%0.93%0.83%
VCLN
Virtus Duff & Phelps Clean Energy ETF
1.83%2.01%1.16%1.14%0.65%0.00%

Drawdowns

ZCLN.TO vs. VCLN - Drawdown Comparison

The maximum ZCLN.TO drawdown since its inception was -61.07%, which is greater than VCLN's maximum drawdown of -38.81%. Use the drawdown chart below to compare losses from any high point for ZCLN.TO and VCLN.


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Drawdown Indicators


ZCLN.TOVCLNDifference

Max Drawdown

Largest peak-to-trough decline

-61.07%

-45.66%

-15.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-12.58%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-50.26%

Current Drawdown

Current decline from peak

-34.06%

-5.48%

-28.58%

Average Drawdown

Average peak-to-trough decline

-40.99%

-24.93%

-16.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

3.40%

+1.17%

Volatility

ZCLN.TO vs. VCLN - Volatility Comparison

BMO Clean Energy Index ETF (ZCLN.TO) and Virtus Duff & Phelps Clean Energy ETF (VCLN) have volatilities of 10.35% and 10.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZCLN.TOVCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

10.31%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

21.15%

21.08%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

26.67%

28.73%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.78%

25.14%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.94%

25.14%

+1.80%