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

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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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 43.19% return, which is significantly higher than VCLN's 40.93% return.


ZCLN.TO

1D
-1.82%
1M
14.50%
YTD
43.19%
6M
37.47%
1Y
83.05%
3Y*
9.66%
5Y*
4.92%
10Y*

VCLN

1D
-0.75%
1M
13.56%
YTD
40.93%
6M
36.70%
1Y
98.39%
3Y*
22.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZCLN.TO vs. VCLN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZCLN.TO
BMO Clean Energy Index ETF
43.19%37.90%-20.23%-20.37%1.41%-7.69%
VCLN
Virtus Duff & Phelps Clean Energy ETF
40.93%48.61%1.32%-19.36%-1.31%-4.22%

Correlation

The correlation between ZCLN.TO and VCLN is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.73

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2021

0.80

The correlation between ZCLN.TO and VCLN shifts across timeframes, from 0.61 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

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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: 8686
Overall Rank
ZCLN.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ZCLN.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
ZCLN.TO Omega Ratio Rank: 7676
Omega Ratio Rank
ZCLN.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
ZCLN.TO Martin Ratio Rank: 8787
Martin Ratio Rank

VCLN
VCLN Risk / Return Rank: 9090
Overall Rank
VCLN Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VCLN Sortino Ratio Rank: 8888
Sortino Ratio Rank
VCLN Omega Ratio Rank: 8383
Omega Ratio Rank
VCLN Calmar Ratio Rank: 9595
Calmar Ratio Rank
VCLN 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. 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 ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.46

1.54

-0.08

Calmar ratioReturn relative to maximum drawdown

6.45

8.21

-1.77

Martin ratioReturn relative to average drawdown

19.07

30.47

-11.40

ZCLN.TO vs. VCLN - Sharpe Ratio Comparison

The current ZCLN.TO Sharpe Ratio is 3.08, which is comparable to the VCLN Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of ZCLN.TO and VCLN, 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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Sharpe Ratios by Period


ZCLN.TOVCLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.08

3.47

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.42

-0.54

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%

-38.81%

-22.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-12.05%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-38.80%

-25.34%

-13.46%

Max Drawdown (5Y)

Largest decline over 5 years

-50.26%

Current Drawdown

Current decline from peak

-16.13%

-0.75%

-15.38%

Average Drawdown

Average peak-to-trough decline

-40.49%

-18.86%

-21.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

3.24%

+1.13%

Volatility

ZCLN.TO vs. VCLN - Volatility Comparison

BMO Clean Energy Index ETF (ZCLN.TO) has a higher volatility of 9.92% compared to Virtus Duff & Phelps Clean Energy ETF (VCLN) at 9.04%. This indicates that ZCLN.TO's price experiences larger fluctuations and is considered to be riskier than VCLN based on this measure. 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

9.92%

9.04%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

20.45%

20.02%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

27.21%

28.52%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.89%

25.30%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

25.30%

+1.76%

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.


Dividends

ZCLN.TO vs. VCLN - Dividend Comparison

ZCLN.TO's dividend yield for the trailing twelve months is around 1.19%, less than VCLN's 1.45% yield.


PositionTTM20252024202320222021
VCLN
Virtus Duff & Phelps Clean Energy ETF
1.45%2.01%1.16%1.14%0.65%0.00%
ZCLN.TO
BMO Clean Energy Index ETF
1.19%1.71%2.13%1.37%0.93%0.83%

Frequently Asked Questions


ZCLN.TO and VCLN have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZCLN.TO is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZCLN.TO is cheaper with a 0.39% expense ratio, compared with 0.59% for VCLN.

ZCLN.TO is categorized as Alternative Energy Equities, while VCLN is Sustainable. They also come from different issuers: BMO and Virtus Investment Partners. Their fees differ too: 0.39% for ZCLN.TO and 0.59% for VCLN.

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