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

Performance

ZEB.TO vs. HPYB.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 Harvest Premium Yield Canadian Bank ETF (HPYB.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ZEB.TO

1D
-0.14%
1M
6.80%
6M
31.95%
YTD
33.86%
1Y
70.56%
3Y*
36.72%
5Y*
21.03%
10Y*
17.08%

HPYB.TO

1D
-0.08%
1M
3.60%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between ZEB.TO and HPYB.TO is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 21, 2026

0.93

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Return for Risk

ZEB.TO vs. HPYB.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: 9898
Overall Rank
ZEB.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ZEB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ZEB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
ZEB.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
ZEB.TO Martin Ratio Rank: 9797
Martin Ratio Rank

HPYB.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. HPYB.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 Harvest Premium Yield Canadian Bank ETF (HPYB.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.96

Calmar ratioReturn relative to maximum drawdown

8.41

Martin ratioReturn relative to average drawdown

36.02

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


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Drawdowns

ZEB.TO vs. HPYB.TO - Drawdown Comparison

The maximum ZEB.TO drawdown since its inception was -39.69%, which is greater than HPYB.TO's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for ZEB.TO and HPYB.TO.


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Drawdown Indicators


ZEB.TOHPYB.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.69%

-6.37%

-33.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

Max Drawdown (3Y)

Largest decline over 3 years

-14.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.97%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

Current Drawdown

Current decline from peak

-0.14%

-0.08%

-0.06%

Average Drawdown

Average peak-to-trough decline

-5.62%

-1.11%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

ZEB.TO vs. HPYB.TO - Volatility Comparison


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Volatility by Period


ZEB.TOHPYB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.31%

11.92%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

11.92%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

11.92%

+4.98%

Dividends

ZEB.TO vs. HPYB.TO - Dividend Comparison

ZEB.TO's dividend yield for the trailing twelve months is around 2.27%, less than HPYB.TO's 5.83% yield.


PositionTTM20252024202320222021202020192018201720162015
HPYB.TO
Harvest Premium Yield Canadian Bank ETF
5.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZEB.TO
BMO Equal Weight Banks Index ETF
2.27%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 0.93, ZEB.TO and HPYB.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.

ZEB.TO is categorized as Financials Equities, while HPYB.TO is Derivative Income. They also come from different issuers: BMO and Harvest.

Portfolio Optimizer

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