PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ZDI.TO vs. VIDY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ZDI.TO vs. VIDY.TO

Last updated Apr 1, 2026

Compare and contrast key facts about BMO International Dividend ETF (ZDI.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO).

ZDI.TO and VIDY.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. VIDY.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed ex North America High Dividend Yield Index. It was launched on Aug 21, 2018.

Performance

ZDI.TO vs. VIDY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO International Dividend ETF (ZDI.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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

2026 (YTD)20252024202320222021202020192018
ZDI.TO
BMO International Dividend ETF		6.64%22.48%10.57%17.05%0.31%12.87%-6.21%12.96%-5.97%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		6.94%34.37%13.41%15.46%1.54%14.21%-2.65%13.21%-5.68%

Returns By Period

The year-to-date returns for both investments are quite close, with ZDI.TO having a 6.64% return and VIDY.TO slightly higher at 6.94%.

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%

VIDY.TO

1D
2.67%
1M
-4.81%
YTD
6.94%
6M
13.11%
1Y
27.84%
3Y*
21.50%
5Y*
15.22%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

BMO International Dividend ETF

Vanguard FTSE Developed ex North America High Dividend Yield Index ETF

Often compared with ZDI.TO:
ZDI.TO vs. VFV.TOZDI.TO vs. HXX.TOZDI.TO vs. XEI.TOZDI.TO vs. ZEM.TOZDI.TO vs. VYMIZDI.TO vs. XEF.TOZDI.TO vs. ZWC.TO
Often compared with VIDY.TO:
VIDY.TO vs. VDY.TOVIDY.TO vs. VIU.TOVIDY.TO vs. VEQT.TOVIDY.TO vs. XEF.TOVIDY.TO vs. VFV.TOVIDY.TO vs. VEE.TOVIDY.TO vs. VDU.TO

ZDI.TO vs. VIDY.TO - Expense Ratio Comparison

ZDI.TO has a 0.44% expense ratio, which is higher than VIDY.TO's 0.31% expense ratio.

ZDI.TO
BMO International Dividend ETF
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF

Return for Risk

ZDI.TO vs. VIDY.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
VIDY.TO
VIDY.TO Risk / Return Rank: 8787
Overall Rank
VIDY.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 8989
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 8686
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. VIDY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO International Dividend ETF (ZDI.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.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.TOVIDY.TODifference

Sharpe ratio

Return per unit of total volatility

1.22

1.77

-0.54

Sortino ratio

Return per unit of downside risk

1.70

2.35

-0.65

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.11

Calmar ratio

Return relative to maximum drawdown

1.64

2.32

-0.68

Martin ratio

Return relative to average drawdown

6.45

9.51

-3.06

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. VIDY.TO - Sharpe Ratio Comparison

The current ZDI.TO Sharpe Ratio is 1.22, which is lower than the VIDY.TO Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of ZDI.TO and VIDY.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.

Loading graphics...

Sharpe Ratios by Period

ZDI.TOVIDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.77

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

1.15

-0.17

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

0.71

-0.19

Correlation

The correlation between ZDI.TO and VIDY.TO is 0.79, 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. VIDY.TO - Dividend Comparison

ZDI.TO's dividend yield for the trailing twelve months is around 3.15%, more than VIDY.TO's 2.55% 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%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF		2.55%2.80%3.59%3.89%4.37%3.28%3.34%3.36%0.93%0.00%0.00%0.00%

Drawdowns

ZDI.TO vs. VIDY.TO - Drawdown Comparison

The maximum ZDI.TO drawdown since its inception was -33.89%, which is greater than VIDY.TO's maximum drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for ZDI.TO and VIDY.TO.

Loading graphics...

Drawdown Indicators

ZDI.TOVIDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-31.99%

-1.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-11.73%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-18.97%

-19.02%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

—

—

Current Drawdown

Current decline from peak

-4.76%

-5.39%

+0.63%

Average Drawdown

Average peak-to-trough decline

-4.89%

-4.28%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.89%

-0.02%

Volatility

ZDI.TO vs. VIDY.TO - Volatility Comparison

BMO International Dividend ETF (ZDI.TO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) have volatilities of 6.83% and 6.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

ZDI.TOVIDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

6.86%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

9.96%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

15.84%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

13.28%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

16.47%

-0.73%