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ZDI.TO vs. KNGX.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ZDI.TO vs. KNGX.TO

Last updated Apr 1, 2026

Compare and contrast key facts about BMO International Dividend ETF (ZDI.TO) and Brompton International Cash Flow Kings ETF (KNGX.TO).

ZDI.TO and KNGX.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. KNGX.TO is a passively managed fund by Brompton that tracks the performance of the Brompton Index One International Cash Flow Kings Index. It was launched on Jul 16, 2024.

Performance

ZDI.TO vs. KNGX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO International Dividend ETF (ZDI.TO) and Brompton International Cash Flow Kings ETF (KNGX.TO). The values are adjusted to include any dividend payments, if applicable.

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ZDI.TO vs. KNGX.TO - Yearly Performance Comparison

2026 (YTD)20252024
ZDI.TO
BMO International Dividend ETF		6.64%22.48%0.13%
KNGX.TO
Brompton International Cash Flow Kings ETF		10.43%35.23%-3.95%

Returns By Period

In the year-to-date period, ZDI.TO achieves a 6.64% return, which is significantly lower than KNGX.TO's 10.43% 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%

KNGX.TO

1D
2.08%
1M
-1.85%
YTD
10.43%
6M
22.26%
1Y
36.29%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMO International Dividend ETF

Brompton International Cash Flow Kings ETF

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Often compared with KNGX.TO:
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ZDI.TO vs. KNGX.TO - Expense Ratio Comparison

ZDI.TO has a 0.44% expense ratio, which is lower than KNGX.TO's 0.55% expense ratio.

KNGX.TO
Brompton International Cash Flow Kings ETF
ZDI.TO
BMO International Dividend ETF

Return for Risk

ZDI.TO vs. KNGX.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ZDI.TO
ZDI.TO Risk / Return Rank: 6868
Overall Rank
ZDI.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ZDI.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
ZDI.TO Omega Ratio Rank: 6969
Omega Ratio Rank
ZDI.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
ZDI.TO Martin Ratio Rank: 6666
Martin Ratio Rank
KNGX.TO
KNGX.TO Risk / Return Rank: 9292
Overall Rank
KNGX.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KNGX.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
KNGX.TO Omega Ratio Rank: 9494
Omega Ratio Rank
KNGX.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
KNGX.TO Martin Ratio Rank: 9393
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.

ZDI.TO vs. KNGX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO International Dividend ETF (ZDI.TO) and Brompton International Cash Flow Kings ETF (KNGX.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.TOKNGX.TODifference

Sharpe ratio

Return per unit of total volatility

1.22

2.16

-0.94

Sortino ratio

Return per unit of downside risk

1.70

2.69

-0.99

Omega ratio

Gain probability vs. loss probability

1.25

1.45

-0.20

Calmar ratio

Return relative to maximum drawdown

1.64

2.93

-1.29

Martin ratio

Return relative to average drawdown

6.45

13.53

-7.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZDI.TO vs. KNGX.TO - Sharpe Ratio Comparison

The current ZDI.TO Sharpe Ratio is 1.22, which is lower than the KNGX.TO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of ZDI.TO and KNGX.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ZDI.TOKNGX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

2.16

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

—

—

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

1.59

-1.07

Correlation

The correlation between ZDI.TO and KNGX.TO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ZDI.TO vs. KNGX.TO - Dividend Comparison

ZDI.TO's dividend yield for the trailing twelve months is around 3.15%, more than KNGX.TO's 1.48% yield.

TTM20252024202320222021202020192018201720162015
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%
KNGX.TO
Brompton International Cash Flow Kings ETF		1.48%2.16%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ZDI.TO vs. KNGX.TO - Drawdown Comparison

The maximum ZDI.TO drawdown since its inception was -33.89%, which is greater than KNGX.TO's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for ZDI.TO and KNGX.TO.

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Drawdown Indicators

ZDI.TOKNGX.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-13.51%

-20.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-11.80%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-18.97%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

—

—

Current Drawdown

Current decline from peak

-4.76%

-1.85%

-2.91%

Average Drawdown

Average peak-to-trough decline

-4.89%

-2.25%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.55%

+0.32%

Volatility

ZDI.TO vs. KNGX.TO - Volatility Comparison

BMO International Dividend ETF (ZDI.TO) has a higher volatility of 6.83% compared to Brompton International Cash Flow Kings ETF (KNGX.TO) at 5.01%. This indicates that ZDI.TO's price experiences larger fluctuations and is considered to be riskier than KNGX.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.TOKNGX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

5.01%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

10.02%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

16.92%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

15.17%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

15.17%

+0.57%