ZDY.TO vs. BLOV.TO
ZDY.TO (BMO US Dividend ETF (CAD)) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. Both are actively managed. Over the past 5 years, ZDY.TO returned 11.14%/yr vs 8.19%/yr for BLOV.TO. At a 0.19 correlation, their price movements are largely independent.
Performance
ZDY.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ZDY.TO achieves a 17.03% return, which is significantly higher than BLOV.TO's 13.38% return.
ZDY.TO
- 1D
- -0.53%
- 1M
- -1.23%
- 6M
- 13.43%
- YTD
- 17.03%
- 1Y
- 14.47%
- 3Y*
- 15.39%
- 5Y*
- 11.14%
- 10Y*
- 9.76%
BLOV.TO
- 1D
- 0.22%
- 1M
- 1.49%
- 6M
- 12.19%
- YTD
- 13.38%
- 1Y
- 19.69%
- 3Y*
- 12.75%
- 5Y*
- 8.19%
- 10Y*
- —
ZDY.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZDY.TO BMO US Dividend ETF (CAD) | 17.03% | -0.87% | 26.24% | 4.58% | 1.64% | 22.92% | 14.39% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.38% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
Correlation
The correlation between ZDY.TO and BLOV.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.19 |
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Return for Risk
ZDY.TO vs. BLOV.TO — Risk / Return Rank
ZDY.TO
BLOV.TO
ZDY.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO US Dividend ETF (CAD) (ZDY.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZDY.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.45 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 3.95 | -2.69 |
| Martin ratioReturn relative to average drawdown | 3.23 | 13.24 | -10.01 |
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Drawdowns
ZDY.TO vs. BLOV.TO - Drawdown Comparison
The maximum ZDY.TO drawdown since its inception was -32.99%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for ZDY.TO and BLOV.TO.
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Drawdown Indicators
| ZDY.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.99% | -46.98% | +13.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.53% | -5.23% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.33% | -41.86% | +26.53% |
Max Drawdown (5Y)Largest decline over 5 years | -15.33% | -46.98% | +31.65% |
Max Drawdown (10Y)Largest decline over 10 years | -32.99% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -1.43% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -3.40% | -4.48% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 1.56% | +2.93% |
Volatility
ZDY.TO vs. BLOV.TO - Volatility Comparison
The current volatility for BMO US Dividend ETF (CAD) (ZDY.TO) is 2.26%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.96%. This indicates that ZDY.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZDY.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 4.96% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 7.78% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 9.20% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.44% | 33.19% | -20.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.27% | 30.18% | -14.91% |
Dividends
ZDY.TO vs. BLOV.TO - Dividend Comparison
ZDY.TO's dividend yield for the trailing twelve months is around 1.51%, less than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZDY.TO BMO US Dividend ETF (CAD) | 1.51% | 1.80% | 1.97% | 2.43% | 2.48% | 2.33% | 3.65% | 3.02% | 2.80% | 2.63% | 2.46% | 2.54% |
Frequently Asked Questions
ZDY.TO and BLOV.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: BMO and Brompton.
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