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ZDV.TO vs. CMVP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZDV.TO vs. CMVP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Canadian Dividend ETF (ZDV.TO) and HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZDV.TO achieves a 18.56% return, which is significantly higher than CMVP.TO's 11.91% return.


ZDV.TO

1D
-0.22%
1M
4.61%
YTD
18.56%
6M
13.14%
1Y
31.08%
3Y*
20.39%
5Y*
13.72%
10Y*
10.97%

CMVP.TO

1D
-0.29%
1M
2.40%
YTD
11.91%
6M
14.09%
1Y
25.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZDV.TO vs. CMVP.TO - Yearly Performance Comparison


Correlation

The correlation between ZDV.TO and CMVP.TO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2025

0.86

The correlation between ZDV.TO and CMVP.TO has been stable across timeframes, ranging from 0.86 to 0.86 - a consistent structural relationship.

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Return for Risk

ZDV.TO vs. CMVP.TO — Risk / Return Rank

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

ZDV.TO
ZDV.TO Risk / Return Rank: 8585
Overall Rank
ZDV.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ZDV.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
ZDV.TO Omega Ratio Rank: 9393
Omega Ratio Rank
ZDV.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
ZDV.TO Martin Ratio Rank: 8585
Martin Ratio Rank

CMVP.TO
CMVP.TO Risk / Return Rank: 7979
Overall Rank
CMVP.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CMVP.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
CMVP.TO Omega Ratio Rank: 8080
Omega Ratio Rank
CMVP.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
CMVP.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.

ZDV.TO vs. CMVP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Canadian Dividend ETF (ZDV.TO) and HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.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.


ZDV.TOCMVP.TODifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.66

1.49

+0.17

Calmar ratioReturn relative to maximum drawdown

4.69

3.62

+1.08

Martin ratioReturn relative to average drawdown

18.24

16.15

+2.09

ZDV.TO vs. CMVP.TO - Sharpe Ratio Comparison

The current ZDV.TO Sharpe Ratio is 2.95, which is comparable to the CMVP.TO Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of ZDV.TO and CMVP.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZDV.TOCMVP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

2.66

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

2.32

-1.64

Drawdowns

ZDV.TO vs. CMVP.TO - Drawdown Comparison

The maximum ZDV.TO drawdown since its inception was -43.21%, which is greater than CMVP.TO's maximum drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for ZDV.TO and CMVP.TO.


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Drawdown Indicators


ZDV.TOCMVP.TODifference

Max Drawdown

Largest peak-to-trough decline

-43.21%

-8.86%

-34.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-7.14%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-9.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.72%

Max Drawdown (10Y)

Largest decline over 10 years

-43.21%

Current Drawdown

Current decline from peak

-0.22%

-1.42%

+1.20%

Average Drawdown

Average peak-to-trough decline

-5.12%

-1.09%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.60%

+0.11%

Volatility

ZDV.TO vs. CMVP.TO - Volatility Comparison

The current volatility for BMO Canadian Dividend ETF (ZDV.TO) is 2.49%, while HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units (CMVP.TO) has a volatility of 3.00%. This indicates that ZDV.TO experiences smaller price fluctuations and is considered to be less risky than CMVP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZDV.TOCMVP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

3.00%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

7.92%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

9.72%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.94%

11.08%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

11.08%

+4.03%

ZDV.TO vs. CMVP.TO - Expense Ratio Comparison

ZDV.TO has a 0.39% expense ratio, which is higher than CMVP.TO's 0.00% expense ratio.


Dividends

ZDV.TO vs. CMVP.TO - Dividend Comparison

ZDV.TO's dividend yield for the trailing twelve months is around 2.68%, less than CMVP.TO's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
CMVP.TO
HAMILTON CHAMPIONS Canadian Dividend Index ETF Class E Units
2.72%2.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZDV.TO
BMO Canadian Dividend ETF
2.68%3.07%3.57%4.10%4.10%3.63%4.48%4.11%5.06%3.96%3.84%4.63%

Frequently Asked Questions


ZDV.TO and CMVP.TO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMVP.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMVP.TO is cheaper with a 0.00% expense ratio, compared with 0.39% for ZDV.TO.

They also come from different issuers: BMO and Hamilton Capital. Their fees differ too: 0.39% for ZDV.TO and 0.00% for CMVP.TO.

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