ZESG.TO vs. TCON.TO
Compare and contrast key facts about BMO Balanced ESG ETF (ZESG.TO) and TD Conservative ETF Portfolio (TCON.TO).
ZESG.TO and TCON.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZESG.TO is an actively managed fund by BMO. It was launched on Jan 15, 2020. TCON.TO is an actively managed fund by TD. It was launched on Aug 11, 2020.
Performance
ZESG.TO vs. TCON.TO - Performance Comparison
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ZESG.TO vs. TCON.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZESG.TO BMO Balanced ESG ETF | -1.73% | 12.26% | 16.70% | 15.27% | -13.70% | 13.20% | 4.83% |
TCON.TO TD Conservative ETF Portfolio | 0.57% | 10.47% | 9.68% | 11.95% | -12.34% | 5.71% | 2.79% |
Returns By Period
In the year-to-date period, ZESG.TO achieves a -1.73% return, which is significantly lower than TCON.TO's 0.57% return.
ZESG.TO
- 1D
- 1.70%
- 1M
- -3.57%
- YTD
- -1.73%
- 6M
- -0.25%
- 1Y
- 11.23%
- 3Y*
- 11.96%
- 5Y*
- 7.37%
- 10Y*
- —
TCON.TO
- 1D
- 1.59%
- 1M
- -2.82%
- YTD
- 0.57%
- 6M
- 1.96%
- 1Y
- 9.20%
- 3Y*
- 9.03%
- 5Y*
- 5.01%
- 10Y*
- —
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ZESG.TO vs. TCON.TO - Expense Ratio Comparison
Return for Risk
ZESG.TO vs. TCON.TO — Risk / Return Rank
ZESG.TO
TCON.TO
ZESG.TO vs. TCON.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Balanced ESG ETF (ZESG.TO) and TD Conservative ETF Portfolio (TCON.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.
| ZESG.TO | TCON.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.26 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.74 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.89 | -0.48 |
Martin ratioReturn relative to average drawdown | 5.61 | 7.10 | -1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZESG.TO | TCON.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.26 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.65 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.93 | 0.64 | -2.57 |
Correlation
The correlation between ZESG.TO and TCON.TO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ZESG.TO vs. TCON.TO - Dividend Comparison
ZESG.TO's dividend yield for the trailing twelve months is around 1.78%, less than TCON.TO's 2.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZESG.TO BMO Balanced ESG ETF | 1.78% | 1.71% | 1.89% | 2.22% | 2.53% | 2.05% | 2.27% |
TCON.TO TD Conservative ETF Portfolio | 2.80% | 2.88% | 3.48% | 3.27% | 2.69% | 1.87% | 1.03% |
Drawdowns
ZESG.TO vs. TCON.TO - Drawdown Comparison
The maximum ZESG.TO drawdown since its inception was -100.00%, which is greater than TCON.TO's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for ZESG.TO and TCON.TO.
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Drawdown Indicators
| ZESG.TO | TCON.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -16.43% | -83.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -5.23% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -18.81% | -16.43% | -2.38% |
Current DrawdownCurrent decline from peak | -100.00% | -2.99% | -97.01% |
Average DrawdownAverage peak-to-trough decline | -99.93% | -3.83% | -96.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.39% | +0.42% |
Volatility
ZESG.TO vs. TCON.TO - Volatility Comparison
BMO Balanced ESG ETF (ZESG.TO) and TD Conservative ETF Portfolio (TCON.TO) have volatilities of 3.65% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZESG.TO | TCON.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 3.57% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.28% | 5.05% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.13% | 7.34% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.85% | 7.74% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 7.57% | +33.92% |