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ZEQT.TO vs. ZUCM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZEQT.TO vs. ZUCM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO All-Equity ETF (ZEQT.TO) and BMO USD Cash Management ETF (ZUCM.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, ZEQT.TO achieves a 13.34% return, which is significantly higher than ZUCM.TO's 5.52% return.


ZEQT.TO

1D
-0.13%
1M
-0.90%
YTD
13.34%
6M
12.70%
1Y
30.84%
3Y*
26.67%
5Y*
10Y*

ZUCM.TO

1D
0.22%
1M
3.33%
YTD
5.52%
6M
5.92%
1Y
8.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZEQT.TO vs. ZUCM.TO - Yearly Performance Comparison


2026 (YTD)202520242023
ZEQT.TO
BMO All-Equity ETF
13.34%21.71%30.06%9.27%
ZUCM.TO
BMO USD Cash Management ETF
5.52%-0.61%14.39%-1.38%

Correlation

The correlation between ZEQT.TO and ZUCM.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2023

-0.04

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Return for Risk

ZEQT.TO vs. ZUCM.TO — Risk / Return Rank

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

ZEQT.TO
ZEQT.TO Risk / Return Rank: 8080
Overall Rank
ZEQT.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ZEQT.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
ZEQT.TO Omega Ratio Rank: 8080
Omega Ratio Rank
ZEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
ZEQT.TO Martin Ratio Rank: 8181
Martin Ratio Rank

ZUCM.TO
ZUCM.TO Risk / Return Rank: 5757
Overall Rank
ZUCM.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ZUCM.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
ZUCM.TO Omega Ratio Rank: 6565
Omega Ratio Rank
ZUCM.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
ZUCM.TO Martin Ratio Rank: 4141
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.

ZEQT.TO vs. ZUCM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO All-Equity ETF (ZEQT.TO) and BMO USD Cash Management ETF (ZUCM.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.


ZEQT.TOZUCM.TODifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.43

1.34

+0.09

Calmar ratioReturn relative to maximum drawdown

3.55

2.18

+1.38

Martin ratioReturn relative to average drawdown

14.64

5.82

+8.82

ZEQT.TO vs. ZUCM.TO - Sharpe Ratio Comparison

The current ZEQT.TO Sharpe Ratio is 2.32, which is comparable to the ZUCM.TO Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of ZEQT.TO and ZUCM.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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Drawdowns

ZEQT.TO vs. ZUCM.TO - Drawdown Comparison

The maximum ZEQT.TO drawdown since its inception was -15.18%, which is greater than ZUCM.TO's maximum drawdown of -5.81%. Use the drawdown chart below to compare losses from any high point for ZEQT.TO and ZUCM.TO.


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Drawdown Indicators


ZEQT.TOZUCM.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.18%

-5.81%

-9.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

-3.69%

-5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.62%

Current Drawdown

Current decline from peak

-1.66%

0.00%

-1.66%

Average Drawdown

Average peak-to-trough decline

-2.57%

-1.68%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.38%

+0.73%

Volatility

ZEQT.TO vs. ZUCM.TO - Volatility Comparison

BMO All-Equity ETF (ZEQT.TO) has a higher volatility of 4.47% compared to BMO USD Cash Management ETF (ZUCM.TO) at 1.08%. This indicates that ZEQT.TO's price experiences larger fluctuations and is considered to be riskier than ZUCM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZEQT.TOZUCM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

1.08%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

3.15%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

4.41%

+8.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.51%

5.32%

+8.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.51%

5.32%

+8.19%

ZEQT.TO vs. ZUCM.TO - Expense Ratio Comparison

ZEQT.TO has a 0.18% expense ratio, which is higher than ZUCM.TO's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ZEQT.TO vs. ZUCM.TO - Dividend Comparison

ZEQT.TO's dividend yield for the trailing twelve months is around 1.92%, less than ZUCM.TO's 3.71% yield.


PositionTTM2025202420232022
ZEQT.TO
BMO All-Equity ETF
1.92%2.89%5.08%6.40%7.31%
ZUCM.TO
BMO USD Cash Management ETF
3.71%4.19%4.88%1.40%0.00%

Frequently Asked Questions


ZEQT.TO and ZUCM.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZUCM.TO is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZUCM.TO is cheaper with a 0.14% expense ratio, compared with 0.18% for ZEQT.TO.

ZEQT.TO is categorized as Global Equities, while ZUCM.TO is Money Market. Their fees differ too: 0.18% for ZEQT.TO and 0.14% for ZUCM.TO.

Portfolio Optimizer

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