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

Performance

ZCLN.TO vs. ZDV.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 BMO Canadian Dividend ETF (ZDV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZCLN.TO achieves a 43.19% return, which is significantly higher than ZDV.TO's 18.56% 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*

ZDV.TO

1D
-0.22%
1M
4.61%
YTD
18.56%
6M
13.14%
1Y
31.08%
3Y*
20.39%
5Y*
13.72%
10Y*
10.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
ZCLN.TO
BMO Clean Energy Index ETF
43.19%37.90%-20.23%-20.37%1.41%-34.06%
ZDV.TO
BMO Canadian Dividend ETF
18.56%20.17%16.52%7.83%-1.93%23.91%

Correlation

The correlation between ZCLN.TO and ZDV.TO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.45

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2021

0.40

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Return for Risk

ZCLN.TO vs. ZDV.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: 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

ZDV.TO
ZDV.TO Risk / Return Rank: 8585
Overall Rank
ZDV.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ZDV.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
ZDV.TO Omega Ratio Rank: 9393
Omega Ratio Rank
ZDV.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
ZDV.TO Martin Ratio Rank: 8585
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. ZDV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Clean Energy Index ETF (ZCLN.TO) and BMO Canadian Dividend ETF (ZDV.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.TOZDV.TODifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.46

1.66

-0.20

Calmar ratioReturn relative to maximum drawdown

6.45

4.69

+1.75

Martin ratioReturn relative to average drawdown

19.07

18.24

+0.82

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

The current ZCLN.TO Sharpe Ratio is 3.08, which is comparable to the ZDV.TO Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of ZCLN.TO and ZDV.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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Sharpe Ratios by Period


ZCLN.TOZDV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.08

2.95

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.26

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.68

-0.80

Drawdowns

ZCLN.TO vs. ZDV.TO - Drawdown Comparison

The maximum ZCLN.TO drawdown since its inception was -61.07%, which is greater than ZDV.TO's maximum drawdown of -43.21%. Use the drawdown chart below to compare losses from any high point for ZCLN.TO and ZDV.TO.


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Drawdown Indicators


ZCLN.TOZDV.TODifference

Max Drawdown

Largest peak-to-trough decline

-61.07%

-43.21%

-17.86%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-6.65%

-6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-38.80%

-9.04%

-29.76%

Max Drawdown (5Y)

Largest decline over 5 years

-50.26%

-16.72%

-33.54%

Max Drawdown (10Y)

Largest decline over 10 years

-43.21%

Current Drawdown

Current decline from peak

-16.13%

-0.22%

-15.91%

Average Drawdown

Average peak-to-trough decline

-40.49%

-5.12%

-35.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

1.71%

+2.66%

Volatility

ZCLN.TO vs. ZDV.TO - Volatility Comparison

BMO Clean Energy Index ETF (ZCLN.TO) has a higher volatility of 9.92% compared to BMO Canadian Dividend ETF (ZDV.TO) at 2.49%. This indicates that ZCLN.TO's price experiences larger fluctuations and is considered to be riskier than ZDV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZCLN.TOZDV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.92%

2.49%

+7.43%

Volatility (6M)

Calculated over the trailing 6-month period

20.45%

9.69%

+10.76%

Volatility (1Y)

Calculated over the trailing 1-year period

27.21%

10.57%

+16.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.89%

10.94%

+14.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

15.11%

+11.95%

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

Both ZCLN.TO and ZDV.TO have an expense ratio of 0.39%.


Dividends

ZCLN.TO vs. ZDV.TO - Dividend Comparison

ZCLN.TO's dividend yield for the trailing twelve months is around 1.19%, less than ZDV.TO's 2.68% yield.


PositionTTM20252024202320222021202020192018201720162015
ZCLN.TO
BMO Clean Energy Index ETF
1.19%1.71%2.13%1.37%0.93%0.83%0.00%0.00%0.00%0.00%0.00%0.00%
ZDV.TO
BMO Canadian Dividend ETF
2.68%3.07%3.57%4.10%4.10%3.63%4.48%4.11%5.06%3.96%3.84%4.63%

Frequently Asked Questions


ZCLN.TO and ZDV.TO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.39% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ZCLN.TO and ZDV.TO have the same expense ratio: 0.39% per year.

ZCLN.TO is categorized as Alternative Energy Equities, while ZDV.TO is Canada Equities.

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