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ZDJ.TO vs. BDGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZDJ.TO vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Dow Jones Industrial Average Hedged to CAD Index ETF (ZDJ.TO) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

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ZDJ.TO vs. BDGS - Yearly Performance Comparison


2026 (YTD)202520242023
ZDJ.TO
BMO Dow Jones Industrial Average Hedged to CAD Index ETF
-3.79%12.55%13.24%13.21%
BDGS
Bridges Capital Tactical ETF
-0.08%5.54%29.30%6.33%
Different Trading Currencies

ZDJ.TO is traded in CAD, while BDGS is traded in USD. To make them comparable, the BDGS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZDJ.TO achieves a -3.79% return, which is significantly lower than BDGS's -0.08% return.


ZDJ.TO

1D
2.66%
1M
-5.43%
YTD
-3.79%
6M
-0.26%
1Y
9.71%
3Y*
11.54%
5Y*
7.12%
10Y*
10.46%

BDGS

1D
1.85%
1M
0.81%
YTD
-0.08%
6M
0.02%
1Y
6.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZDJ.TO vs. BDGS - Expense Ratio Comparison

ZDJ.TO has a 0.15% expense ratio, which is lower than BDGS's 0.85% expense ratio.


Return for Risk

ZDJ.TO vs. BDGS — Risk / Return Rank

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

ZDJ.TO
ZDJ.TO Risk / Return Rank: 3434
Overall Rank
ZDJ.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ZDJ.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
ZDJ.TO Omega Ratio Rank: 3131
Omega Ratio Rank
ZDJ.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
ZDJ.TO Martin Ratio Rank: 3737
Martin Ratio Rank

BDGS
BDGS Risk / Return Rank: 7373
Overall Rank
BDGS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BDGS Sortino Ratio Rank: 7070
Sortino Ratio Rank
BDGS Omega Ratio Rank: 7878
Omega Ratio Rank
BDGS Calmar Ratio Rank: 7474
Calmar Ratio Rank
BDGS 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.

ZDJ.TO vs. BDGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Dow Jones Industrial Average Hedged to CAD Index ETF (ZDJ.TO) and Bridges Capital Tactical ETF (BDGS). 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.


ZDJ.TOBDGSDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.63

-0.05

Sortino ratio

Return per unit of downside risk

0.96

0.98

-0.02

Omega ratio

Gain probability vs. loss probability

1.13

1.15

-0.02

Calmar ratio

Return relative to maximum drawdown

1.00

1.20

-0.20

Martin ratio

Return relative to average drawdown

3.53

3.20

+0.32

ZDJ.TO vs. BDGS - Sharpe Ratio Comparison

The current ZDJ.TO Sharpe Ratio is 0.58, which is comparable to the BDGS Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ZDJ.TO and BDGS, 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


ZDJ.TOBDGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.63

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.56

-0.85

Correlation

The correlation between ZDJ.TO and BDGS is 0.22, 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

ZDJ.TO vs. BDGS - Dividend Comparison

ZDJ.TO's dividend yield for the trailing twelve months is around 1.11%, more than BDGS's 0.56% yield.


TTM20252024202320222021202020192018201720162015
ZDJ.TO
BMO Dow Jones Industrial Average Hedged to CAD Index ETF
1.11%1.07%1.33%1.57%1.63%1.45%1.71%1.68%1.80%1.54%1.78%1.86%
BDGS
Bridges Capital Tactical ETF
0.56%0.55%1.81%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ZDJ.TO vs. BDGS - Drawdown Comparison

The maximum ZDJ.TO drawdown since its inception was -38.63%, which is greater than BDGS's maximum drawdown of -10.50%. Use the drawdown chart below to compare losses from any high point for ZDJ.TO and BDGS.


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Drawdown Indicators


ZDJ.TOBDGSDifference

Max Drawdown

Largest peak-to-trough decline

-38.63%

-9.12%

-29.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-5.85%

-4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.63%

Current Drawdown

Current decline from peak

-7.79%

-2.15%

-5.64%

Average Drawdown

Average peak-to-trough decline

-3.82%

-0.67%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

1.13%

+1.86%

Volatility

ZDJ.TO vs. BDGS - Volatility Comparison

BMO Dow Jones Industrial Average Hedged to CAD Index ETF (ZDJ.TO) has a higher volatility of 5.09% compared to Bridges Capital Tactical ETF (BDGS) at 3.31%. This indicates that ZDJ.TO's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZDJ.TOBDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

3.31%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

5.46%

+4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

10.92%

+5.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

8.88%

+5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

8.88%

+8.95%