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

Performance

ZDV.TO vs. ZDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Canadian Dividend ETF (ZDV.TO) and BMO MSCI Canada IMI High Dividend Yield Index ETF (ZDIV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

ZDIV.TO

1D
-0.14%
1M
2.47%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between ZDV.TO and ZDIV.TO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 9, 2026

0.44

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Return for Risk

ZDV.TO vs. ZDIV.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

ZDIV.TO
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. ZDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Canadian Dividend ETF (ZDV.TO) and BMO MSCI Canada IMI High Dividend Yield Index ETF (ZDIV.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.TOZDIV.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.66

Calmar ratioReturn relative to maximum drawdown

4.69

Martin ratioReturn relative to average drawdown

18.24

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


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Sharpe Ratios by Period


ZDV.TOZDIV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

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

5.66

-4.98

Drawdowns

ZDV.TO vs. ZDIV.TO - Drawdown Comparison

The maximum ZDV.TO drawdown since its inception was -43.21%, which is greater than ZDIV.TO's maximum drawdown of -2.60%. Use the drawdown chart below to compare losses from any high point for ZDV.TO and ZDIV.TO.


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Drawdown Indicators


ZDV.TOZDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-43.21%

-2.60%

-40.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

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%

-1.02%

+0.80%

Average Drawdown

Average peak-to-trough decline

-5.12%

-0.49%

-4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

Volatility

ZDV.TO vs. ZDIV.TO - Volatility Comparison


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Volatility by Period


ZDV.TOZDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

9.99%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.94%

9.99%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

9.99%

+5.12%

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

ZDV.TO has a 0.39% expense ratio, which is higher than ZDIV.TO's 0.09% expense ratio.


Dividends

ZDV.TO vs. ZDIV.TO - Dividend Comparison

ZDV.TO's dividend yield for the trailing twelve months is around 2.68%, more than ZDIV.TO's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
ZDIV.TO
BMO MSCI Canada IMI High Dividend Yield Index ETF
0.90%0.00%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 ZDIV.TO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZDIV.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZDIV.TO is cheaper with a 0.09% expense ratio, compared with 0.39% for ZDV.TO.

ZDV.TO is categorized as Canada Equities, while ZDIV.TO is Dividend. Their fees differ too: 0.39% for ZDV.TO and 0.09% for ZDIV.TO.

Portfolio Optimizer

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