ZCLN.TO vs. VCLN
Compare and contrast key facts about BMO Clean Energy Index ETF (ZCLN.TO) and Virtus Duff & Phelps Clean Energy ETF (VCLN).
ZCLN.TO and VCLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZCLN.TO is a passively managed fund by BMO that tracks the performance of the S&P Global Clean Energy Index. It was launched on Jan 26, 2021. VCLN is an actively managed fund by Virtus Investment Partners. It was launched on Aug 3, 2021.
Performance
ZCLN.TO vs. VCLN - Performance Comparison
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ZCLN.TO vs. VCLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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*
- —
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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
ZCLN.TO
VCLN
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.TO | VCLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 2.33 | -0.23 |
Sortino ratioReturn per unit of downside risk | 2.77 | 3.05 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 4.23 | 5.49 | -1.26 |
Martin ratioReturn relative to average drawdown | 11.99 | 18.72 | -6.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZCLN.TO | VCLN | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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.TO | VCLN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -34.06% | -5.48% | -28.58% |
Average DrawdownAverage peak-to-trough decline | -40.99% | -24.93% | -16.06% |
Ulcer IndexDepth 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.TO | VCLN | Difference | |
|---|---|---|---|
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% |