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

Performance

ZCM.TO vs. ZDV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Mid Corporate Bond Index ETF (ZCM.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, ZCM.TO achieves a 1.96% return, which is significantly lower than ZDV.TO's 18.56% return. Over the past 10 years, ZCM.TO has underperformed ZDV.TO with an annualized return of 3.01%, while ZDV.TO has yielded a comparatively higher 10.97% annualized return.


ZCM.TO

1D
-0.06%
1M
1.85%
YTD
1.96%
6M
1.40%
1Y
5.13%
3Y*
6.78%
5Y*
2.32%
10Y*
3.01%

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)

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


2026 (YTD)202520242023202220212020201920182017
ZCM.TO
BMO Mid Corporate Bond Index ETF
1.96%4.84%8.07%7.96%-10.18%-2.09%10.34%8.59%0.58%2.28%
ZDV.TO
BMO Canadian Dividend ETF
18.56%20.17%16.52%7.83%-1.93%28.40%-3.84%22.34%-10.95%7.38%

Correlation

The correlation between ZCM.TO and ZDV.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.24

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

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2011

-0.01

The correlation between ZCM.TO and ZDV.TO shifts across timeframes, from -0.01 (all time) to 0.24 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ZCM.TO vs. ZDV.TO — Risk / Return Rank

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

ZCM.TO
ZCM.TO Risk / Return Rank: 3232
Overall Rank
ZCM.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ZCM.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
ZCM.TO Omega Ratio Rank: 3131
Omega Ratio Rank
ZCM.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZCM.TO Martin Ratio Rank: 3232
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.

ZCM.TO vs. ZDV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Mid Corporate Bond Index ETF (ZCM.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.


ZCM.TOZDV.TODifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.21

1.66

-0.44

Calmar ratioReturn relative to maximum drawdown

1.67

4.69

-3.02

Martin ratioReturn relative to average drawdown

4.77

18.24

-13.48

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

The current ZCM.TO Sharpe Ratio is 1.14, which is lower than the ZDV.TO Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of ZCM.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


ZCM.TOZDV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.95

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

1.26

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.73

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.68

-0.12

Drawdowns

ZCM.TO vs. ZDV.TO - Drawdown Comparison

The maximum ZCM.TO drawdown since its inception was -26.06%, smaller than the maximum ZDV.TO drawdown of -43.21%. Use the drawdown chart below to compare losses from any high point for ZCM.TO and ZDV.TO.


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Drawdown Indicators


ZCM.TOZDV.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.06%

-43.21%

+17.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-6.65%

+3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-4.02%

-9.04%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.82%

-16.72%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-26.06%

-43.21%

+17.15%

Current Drawdown

Current decline from peak

-0.37%

-0.22%

-0.15%

Average Drawdown

Average peak-to-trough decline

-2.61%

-5.12%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.71%

-0.63%

Volatility

ZCM.TO vs. ZDV.TO - Volatility Comparison

The current volatility for BMO Mid Corporate Bond Index ETF (ZCM.TO) is 1.81%, while BMO Canadian Dividend ETF (ZDV.TO) has a volatility of 2.49%. This indicates that ZCM.TO experiences smaller price fluctuations and is considered to be less risky 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


ZCM.TOZDV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

2.49%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

9.69%

-6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

10.57%

-6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

10.94%

-4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.76%

15.11%

-6.35%

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

ZCM.TO has a 0.33% expense ratio, which is lower than ZDV.TO's 0.39% expense ratio.


Dividends

ZCM.TO vs. ZDV.TO - Dividend Comparison

ZCM.TO's dividend yield for the trailing twelve months is around 4.25%, more than ZDV.TO's 2.68% yield.


PositionTTM20252024202320222021202020192018201720162015
ZCM.TO
BMO Mid Corporate Bond Index ETF
4.25%4.03%3.84%3.93%3.80%3.29%3.12%3.33%3.22%3.04%3.18%3.42%
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


ZCM.TO and ZDV.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZCM.TO is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZCM.TO is cheaper with a 0.33% expense ratio, compared with 0.39% for ZDV.TO.

ZCM.TO is categorized as Corporate Bonds, while ZDV.TO is Canada Equities. Their fees differ too: 0.33% for ZCM.TO and 0.39% for ZDV.TO.

Portfolio Optimizer

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