ZDJ.TO vs. SAMT
Compare and contrast key facts about BMO Dow Jones Industrial Average Hedged to CAD Index ETF (ZDJ.TO) and Strategas Macro Thematic Opportunities ETF (SAMT).
ZDJ.TO and SAMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZDJ.TO is a passively managed fund by BMO that tracks the performance of the Dow Jones Industrial Average (CAD Hedged). It was launched on Feb 3, 2011. SAMT is an actively managed fund by Strategas. It was launched on Jan 25, 2022.
Performance
ZDJ.TO vs. SAMT - Performance Comparison
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ZDJ.TO vs. SAMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZDJ.TO BMO Dow Jones Industrial Average Hedged to CAD Index ETF | -3.79% | 12.55% | 13.24% | 14.35% | -3.34% |
SAMT Strategas Macro Thematic Opportunities ETF | 3.35% | 26.99% | 39.16% | -0.97% | 0.19% |
Different Trading Currencies
ZDJ.TO is traded in CAD, while SAMT is traded in USD. To make them comparable, the SAMT 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 SAMT's 3.35% 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%
SAMT
- 1D
- 1.89%
- 1M
- 0.34%
- YTD
- 3.35%
- 6M
- 6.00%
- 1Y
- 30.93%
- 3Y*
- 23.30%
- 5Y*
- —
- 10Y*
- —
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ZDJ.TO vs. SAMT - Expense Ratio Comparison
ZDJ.TO has a 0.15% expense ratio, which is lower than SAMT's 0.66% expense ratio.
Return for Risk
ZDJ.TO vs. SAMT — Risk / Return Rank
ZDJ.TO
SAMT
ZDJ.TO vs. SAMT - 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 Strategas Macro Thematic Opportunities ETF (SAMT). 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.TO | SAMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.79 | -1.21 |
Sortino ratioReturn per unit of downside risk | 0.96 | 2.39 | -1.43 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.31 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.54 | -2.54 |
Martin ratioReturn relative to average drawdown | 3.53 | 8.37 | -4.85 |
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
| ZDJ.TO | SAMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.79 | -1.21 |
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 | 1.03 | -0.32 |
Correlation
The correlation between ZDJ.TO and SAMT is 0.59, 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. SAMT - Dividend Comparison
ZDJ.TO's dividend yield for the trailing twelve months is around 1.11%, more than SAMT's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SAMT Strategas Macro Thematic Opportunities ETF | 0.69% | 0.70% | 1.40% | 1.49% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ZDJ.TO vs. SAMT - Drawdown Comparison
The maximum ZDJ.TO drawdown since its inception was -38.63%, which is greater than SAMT's maximum drawdown of -18.56%. Use the drawdown chart below to compare losses from any high point for ZDJ.TO and SAMT.
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Drawdown Indicators
| ZDJ.TO | SAMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.63% | -20.57% | -18.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -8.76% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -21.79% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | — | — |
Current DrawdownCurrent decline from peak | -7.79% | -5.78% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -8.00% | +4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.10% | -0.11% |
Volatility
ZDJ.TO vs. SAMT - Volatility Comparison
BMO Dow Jones Industrial Average Hedged to CAD Index ETF (ZDJ.TO) and Strategas Macro Thematic Opportunities ETF (SAMT) have volatilities of 5.09% and 4.94%, 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.
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Volatility by Period
| ZDJ.TO | SAMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 4.94% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 11.65% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 17.34% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 14.89% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.83% | 14.89% | +2.94% |