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ZEB.TO vs. CIC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZEB.TO vs. CIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Equal Weight Banks Index ETF (ZEB.TO) and CI Canadian Banks Covered Call Income Class ETF (CIC.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, ZEB.TO achieves a 19.22% return, which is significantly higher than CIC.TO's 16.07% return. Over the past 10 years, ZEB.TO has outperformed CIC.TO with an annualized return of 15.82%, while CIC.TO has yielded a comparatively lower 12.90% annualized return.


ZEB.TO

1D
-0.43%
1M
5.51%
YTD
19.22%
6M
24.72%
1Y
60.22%
3Y*
32.73%
5Y*
18.18%
10Y*
15.82%

CIC.TO

1D
-0.40%
1M
4.82%
YTD
16.07%
6M
20.80%
1Y
49.89%
3Y*
26.94%
5Y*
14.52%
10Y*
12.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZEB.TO vs. CIC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZEB.TO
BMO Equal Weight Banks Index ETF
19.22%43.43%24.58%10.87%-10.38%39.38%3.52%16.06%-8.85%14.26%
CIC.TO
CI Canadian Banks Covered Call Income Class ETF
16.07%36.24%21.30%6.58%-10.99%33.76%1.89%14.12%-8.88%12.14%

Correlation

The correlation between ZEB.TO and CIC.TO is 0.94, 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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2010

0.78

The correlation between ZEB.TO and CIC.TO shifts across timeframes, from 0.78 (all time) to 0.95 (5 years), reflecting how their relationship changes across market environments.

ZEB.TO vs. CIC.TO - Sectors Allocation Comparison


Sectors
ZEB.TO
CIC.TO

Financial Services

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Financial Services

ZEB.TO
100.0%
CIC.TO
100.0%

Basic Materials

ZEB.TO

-

CIC.TO

-

Communication Services

ZEB.TO

-

CIC.TO

-

Consumer Cyclical

ZEB.TO

-

CIC.TO

-

Consumer Defensive

ZEB.TO

-

CIC.TO

-

Energy

ZEB.TO

-

CIC.TO

-

Healthcare

ZEB.TO

-

CIC.TO

-

Industrials

ZEB.TO

-

CIC.TO

-

Real Estate

ZEB.TO

-

CIC.TO

-

Technology

ZEB.TO

-

CIC.TO

-

Utilities

ZEB.TO

-

CIC.TO

-

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Return for Risk

ZEB.TO vs. CIC.TO — Risk / Return Rank

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

ZEB.TO
ZEB.TO Risk / Return Rank: 9696
Overall Rank
ZEB.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ZEB.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
ZEB.TO Omega Ratio Rank: 9797
Omega Ratio Rank
ZEB.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
ZEB.TO Martin Ratio Rank: 9595
Martin Ratio Rank

CIC.TO
CIC.TO Risk / Return Rank: 9595
Overall Rank
CIC.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CIC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CIC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CIC.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
CIC.TO Martin Ratio Rank: 9494
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.

ZEB.TO vs. CIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Equal Weight Banks Index ETF (ZEB.TO) and CI Canadian Banks Covered Call Income Class ETF (CIC.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.


ZEB.TOCIC.TODifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.90

1.87

+0.03

Calmar ratioReturn relative to maximum drawdown

7.17

6.09

+1.08

Martin ratioReturn relative to average drawdown

30.84

28.56

+2.29

ZEB.TO vs. CIC.TO - Sharpe Ratio Comparison

The current ZEB.TO Sharpe Ratio is 4.79, which is comparable to the CIC.TO Sharpe Ratio of 4.45. The chart below compares the historical Sharpe Ratios of ZEB.TO and CIC.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


ZEB.TOCIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.79

4.45

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

1.15

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.80

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.69

+0.19

Drawdowns

ZEB.TO vs. CIC.TO - Drawdown Comparison

The maximum ZEB.TO drawdown since its inception was -39.69%, roughly equal to the maximum CIC.TO drawdown of -38.55%. Use the drawdown chart below to compare losses from any high point for ZEB.TO and CIC.TO.


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Drawdown Indicators


ZEB.TOCIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.69%

-38.55%

-1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-8.23%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.80%

-14.32%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-25.97%

-26.34%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

-38.55%

-1.14%

Current Drawdown

Current decline from peak

-2.00%

-1.58%

-0.42%

Average Drawdown

Average peak-to-trough decline

-5.65%

-5.49%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.75%

+0.21%

Volatility

ZEB.TO vs. CIC.TO - Volatility Comparison

BMO Equal Weight Banks Index ETF (ZEB.TO) has a higher volatility of 4.89% compared to CI Canadian Banks Covered Call Income Class ETF (CIC.TO) at 4.00%. This indicates that ZEB.TO's price experiences larger fluctuations and is considered to be riskier than CIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZEB.TOCIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

4.00%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

9.95%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.62%

11.26%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

12.75%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

16.29%

+0.62%

ZEB.TO vs. CIC.TO - Expense Ratio Comparison

ZEB.TO has a 0.25% expense ratio, which is lower than CIC.TO's 0.87% expense ratio.


Dividends

ZEB.TO vs. CIC.TO - Dividend Comparison

ZEB.TO's dividend yield for the trailing twelve months is around 2.54%, less than CIC.TO's 5.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CIC.TO
CI Canadian Banks Covered Call Income Class ETF
5.25%5.72%6.71%7.37%7.64%5.48%9.56%6.16%6.61%5.68%6.72%7.31%
ZEB.TO
BMO Equal Weight Banks Index ETF
2.54%2.95%3.98%4.75%4.29%3.13%4.15%3.65%3.64%3.02%3.19%3.70%

Frequently Asked Questions


With a correlation of 0.94, ZEB.TO and CIC.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ZEB.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZEB.TO is cheaper with a 0.25% expense ratio, compared with 0.87% for CIC.TO.

They also come from different issuers: BMO and CI. Their fees differ too: 0.25% for ZEB.TO and 0.87% for CIC.TO.

Portfolio Optimizer

Find the right allocation for ZEB.TO and CIC.TO

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