ZDI.TO vs. HXX.TO
Compare and contrast key facts about BMO International Dividend ETF (ZDI.TO) and Global X Europe 50 Index Corporate Class ETF (HXX.TO).
ZDI.TO and HXX.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZDI.TO is an actively managed fund by BMO. It was launched on Nov 5, 2014. HXX.TO is a passively managed fund by Global X that tracks the performance of the Solactive Europe 50 Rolling Future Index (Total Return). It was launched on Dec 6, 2016.
Performance
ZDI.TO vs. HXX.TO - Performance Comparison
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ZDI.TO vs. HXX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZDI.TO BMO International Dividend ETF | 6.64% | 22.48% | 10.57% | 17.05% | 0.31% | 12.87% | -6.21% | 12.96% | -6.84% | 15.07% |
HXX.TO Global X Europe 50 Index Corporate Class ETF | -2.56% | 31.10% | 11.15% | 24.55% | -9.72% | 14.01% | 5.46% | 20.53% | -8.75% | 16.68% |
Returns By Period
In the year-to-date period, ZDI.TO achieves a 6.64% return, which is significantly higher than HXX.TO's -2.56% return.
ZDI.TO
- 1D
- 2.56%
- 1M
- -4.38%
- YTD
- 6.64%
- 6M
- 9.28%
- 1Y
- 18.85%
- 3Y*
- 16.10%
- 5Y*
- 12.61%
- 10Y*
- 9.14%
HXX.TO
- 1D
- 3.65%
- 1M
- -7.63%
- YTD
- -2.56%
- 6M
- 0.36%
- 1Y
- 13.23%
- 3Y*
- 14.99%
- 5Y*
- 11.63%
- 10Y*
- —
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ZDI.TO vs. HXX.TO - Expense Ratio Comparison
ZDI.TO has a 0.44% expense ratio, which is higher than HXX.TO's 0.19% expense ratio.
Return for Risk
ZDI.TO vs. HXX.TO — Risk / Return Rank
ZDI.TO
HXX.TO
ZDI.TO vs. HXX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO International Dividend ETF (ZDI.TO) and Global X Europe 50 Index Corporate Class ETF (HXX.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.
| ZDI.TO | HXX.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.69 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.06 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.89 | +0.75 |
Martin ratioReturn relative to average drawdown | 6.45 | 3.19 | +3.26 |
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
| ZDI.TO | HXX.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.69 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.64 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.57 | -0.05 |
Correlation
The correlation between ZDI.TO and HXX.TO is 0.74, 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
ZDI.TO vs. HXX.TO - Dividend Comparison
ZDI.TO's dividend yield for the trailing twelve months is around 3.15%, while HXX.TO has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZDI.TO BMO International Dividend ETF | 3.15% | 3.34% | 3.94% | 4.15% | 3.99% | 3.72% | 4.96% | 4.92% | 5.23% | 4.23% | 4.62% | 4.26% |
HXX.TO Global X Europe 50 Index Corporate Class ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ZDI.TO vs. HXX.TO - Drawdown Comparison
The maximum ZDI.TO drawdown since its inception was -33.89%, roughly equal to the maximum HXX.TO drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for ZDI.TO and HXX.TO.
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Drawdown Indicators
| ZDI.TO | HXX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.89% | -33.23% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -13.34% | +2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -18.97% | -28.91% | +9.94% |
Max Drawdown (10Y)Largest decline over 10 years | -33.89% | — | — |
Current DrawdownCurrent decline from peak | -4.76% | -8.76% | +4.00% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -5.35% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.73% | -0.86% |
Volatility
ZDI.TO vs. HXX.TO - Volatility Comparison
The current volatility for BMO International Dividend ETF (ZDI.TO) is 6.83%, while Global X Europe 50 Index Corporate Class ETF (HXX.TO) has a volatility of 8.98%. This indicates that ZDI.TO experiences smaller price fluctuations and is considered to be less risky than HXX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZDI.TO | HXX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 8.98% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 12.68% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.48% | 19.35% | -3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.92% | 18.15% | -5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 18.78% | -3.04% |