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

Performance

ZDJ.TO vs. BLCR - 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 Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

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ZDJ.TO vs. BLCR - Yearly Performance Comparison


2026 (YTD)202520242023
ZDJ.TO
BMO Dow Jones Industrial Average Hedged to CAD Index ETF
-3.79%12.55%13.24%14.66%
BLCR
Blackrock Large Cap Core ETF
-1.75%24.92%27.13%9.33%
Different Trading Currencies

ZDJ.TO is traded in CAD, while BLCR is traded in USD. To make them comparable, the BLCR 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 BLCR's -1.75% 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%

BLCR

1D
3.39%
1M
-3.19%
YTD
-1.75%
6M
2.42%
1Y
30.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZDJ.TO vs. BLCR - Expense Ratio Comparison

ZDJ.TO has a 0.15% expense ratio, which is lower than BLCR's 0.36% expense ratio.


Return for Risk

ZDJ.TO vs. BLCR — 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

BLCR
BLCR Risk / Return Rank: 8787
Overall Rank
BLCR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BLCR Sortino Ratio Rank: 8686
Sortino Ratio Rank
BLCR Omega Ratio Rank: 8585
Omega Ratio Rank
BLCR Calmar Ratio Rank: 8989
Calmar Ratio Rank
BLCR Martin Ratio Rank: 9191
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. BLCR - 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 Blackrock Large Cap Core ETF (BLCR). 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.TOBLCRDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.44

-0.86

Sortino ratio

Return per unit of downside risk

0.96

2.00

-1.04

Omega ratio

Gain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratio

Return relative to maximum drawdown

1.00

2.30

-1.30

Martin ratio

Return relative to average drawdown

3.53

9.57

-6.04

ZDJ.TO vs. BLCR - Sharpe Ratio Comparison

The current ZDJ.TO Sharpe Ratio is 0.58, which is lower than the BLCR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of ZDJ.TO and BLCR, 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.TOBLCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.44

-0.86

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

1.46

-0.75

Correlation

The correlation between ZDJ.TO and BLCR is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ZDJ.TO vs. BLCR - Dividend Comparison

ZDJ.TO's dividend yield for the trailing twelve months is around 1.11%, more than BLCR's 0.28% 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%
BLCR
Blackrock Large Cap Core ETF
0.28%0.33%0.75%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ZDJ.TO vs. BLCR - Drawdown Comparison

The maximum ZDJ.TO drawdown since its inception was -38.63%, which is greater than BLCR's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for ZDJ.TO and BLCR.


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Drawdown Indicators


ZDJ.TOBLCRDifference

Max Drawdown

Largest peak-to-trough decline

-38.63%

-21.29%

-17.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-12.13%

+1.58%

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%

-7.11%

-0.68%

Average Drawdown

Average peak-to-trough decline

-3.82%

-2.28%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.90%

+0.09%

Volatility

ZDJ.TO vs. BLCR - Volatility Comparison

The current volatility for BMO Dow Jones Industrial Average Hedged to CAD Index ETF (ZDJ.TO) is 5.09%, while Blackrock Large Cap Core ETF (BLCR) has a volatility of 6.98%. This indicates that ZDJ.TO experiences smaller price fluctuations and is considered to be less risky than BLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZDJ.TOBLCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

6.98%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

12.36%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

20.93%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

17.04%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

17.04%

+0.79%