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ZDM.TO vs. VI.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZDM.TO vs. VI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO MSCI EAFE Hedged to CAD Index ETF (ZDM.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.TO). The values are adjusted to include any dividend payments, if applicable.

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ZDM.TO vs. VI.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZDM.TO
BMO MSCI EAFE Hedged to CAD Index ETF
2.47%20.34%12.72%18.62%-5.78%18.93%0.25%23.21%-10.06%16.18%
VI.TO
Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged)
4.02%24.50%10.41%19.38%-7.76%17.72%2.78%21.88%-11.36%18.06%

Returns By Period

In the year-to-date period, ZDM.TO achieves a 2.47% return, which is significantly lower than VI.TO's 4.02% return. Both investments have delivered pretty close results over the past 10 years, with ZDM.TO having a 10.59% annualized return and VI.TO not far ahead at 10.68%.


ZDM.TO

1D
2.49%
1M
-5.42%
YTD
2.47%
6M
7.97%
1Y
18.63%
3Y*
14.85%
5Y*
11.11%
10Y*
10.59%

VI.TO

1D
2.43%
1M
-6.73%
YTD
4.02%
6M
11.39%
1Y
24.93%
3Y*
16.27%
5Y*
11.21%
10Y*
10.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZDM.TO vs. VI.TO - Expense Ratio Comparison

Both ZDM.TO and VI.TO have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

ZDM.TO vs. VI.TO — Risk / Return Rank

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

ZDM.TO
ZDM.TO Risk / Return Rank: 6262
Overall Rank
ZDM.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ZDM.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
ZDM.TO Omega Ratio Rank: 6767
Omega Ratio Rank
ZDM.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
ZDM.TO Martin Ratio Rank: 6060
Martin Ratio Rank

VI.TO
VI.TO Risk / Return Rank: 8181
Overall Rank
VI.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VI.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VI.TO Omega Ratio Rank: 8484
Omega Ratio Rank
VI.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
VI.TO Martin Ratio Rank: 8181
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.

ZDM.TO vs. VI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO MSCI EAFE Hedged to CAD Index ETF (ZDM.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.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.


ZDM.TOVI.TODifference

Sharpe ratio

Return per unit of total volatility

1.12

1.52

-0.40

Sortino ratio

Return per unit of downside risk

1.64

2.12

-0.49

Omega ratio

Gain probability vs. loss probability

1.25

1.33

-0.09

Calmar ratio

Return relative to maximum drawdown

1.38

2.17

-0.79

Martin ratio

Return relative to average drawdown

5.96

8.96

-3.00

ZDM.TO vs. VI.TO - Sharpe Ratio Comparison

The current ZDM.TO Sharpe Ratio is 1.12, which is comparable to the VI.TO Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of ZDM.TO and VI.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


ZDM.TOVI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.52

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.83

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.68

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.60

-0.10

Correlation

The correlation between ZDM.TO and VI.TO is 0.88, 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

ZDM.TO vs. VI.TO - Dividend Comparison

ZDM.TO's dividend yield for the trailing twelve months is around 2.04%, less than VI.TO's 2.40% yield.


TTM20252024202320222021202020192018201720162015
ZDM.TO
BMO MSCI EAFE Hedged to CAD Index ETF
2.04%2.13%2.71%2.97%3.20%2.38%2.80%2.90%3.21%2.41%3.23%2.46%
VI.TO
Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged)
2.40%2.44%2.58%2.59%2.87%2.31%1.98%2.64%2.75%2.08%1.62%0.27%

Drawdowns

ZDM.TO vs. VI.TO - Drawdown Comparison

The maximum ZDM.TO drawdown since its inception was -33.13%, roughly equal to the maximum VI.TO drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for ZDM.TO and VI.TO.


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Drawdown Indicators


ZDM.TOVI.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-33.54%

+0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-11.07%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.63%

-16.65%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.13%

-33.54%

+0.41%

Current Drawdown

Current decline from peak

-5.97%

-7.01%

+1.04%

Average Drawdown

Average peak-to-trough decline

-5.16%

-4.23%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.68%

+0.07%

Volatility

ZDM.TO vs. VI.TO - Volatility Comparison

BMO MSCI EAFE Hedged to CAD Index ETF (ZDM.TO) and Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) (VI.TO) have volatilities of 6.56% and 6.88%, 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


ZDM.TOVI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

6.88%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

9.81%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.82%

16.49%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

13.56%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.80%

15.81%

-0.01%