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ZFH.TO vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZFH.TO vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Floating Rate High Yield ETF (ZFH.TO) and iShares Floating Rate Bond ETF (FLOT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZFH.TO is traded in CAD, while FLOT is traded in USD. To make them comparable, the FLOT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZFH.TO achieves a 2.17% return, which is significantly lower than FLOT's 3.18% return. Over the past 10 years, ZFH.TO has outperformed FLOT with an annualized return of 5.61%, while FLOT has yielded a comparatively lower 3.78% annualized return.


ZFH.TO

1D
0.00%
1M
0.62%
YTD
2.17%
6M
1.34%
1Y
5.99%
3Y*
9.48%
5Y*
6.72%
10Y*
5.61%

FLOT

1D
0.45%
1M
2.51%
YTD
3.18%
6M
1.82%
1Y
6.26%
3Y*
6.88%
5Y*
7.18%
10Y*
3.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZFH.TO vs. FLOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZFH.TO
BMO Floating Rate High Yield ETF
2.17%5.53%11.55%13.55%-0.94%4.73%-3.93%11.12%0.72%5.39%
FLOT
iShares Floating Rate Bond ETF
3.18%0.10%15.68%4.09%8.50%-0.46%-0.84%-1.14%10.09%-4.83%

Correlation

The correlation between ZFH.TO and FLOT is -0.09, 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

-0.09

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

-0.06

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

-0.22

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

-0.18

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2014

-0.15

The correlation between ZFH.TO and FLOT shifts across timeframes, from -0.22 (5 years) to -0.06 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ZFH.TO vs. FLOT — Risk / Return Rank

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

ZFH.TO
ZFH.TO Risk / Return Rank: 4343
Overall Rank
ZFH.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ZFH.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
ZFH.TO Omega Ratio Rank: 4747
Omega Ratio Rank
ZFH.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
ZFH.TO Martin Ratio Rank: 4040
Martin Ratio Rank

FLOT
FLOT Risk / Return Rank: 9898
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
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.

ZFH.TO vs. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Floating Rate High Yield ETF (ZFH.TO) and iShares Floating Rate Bond ETF (FLOT). 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.


ZFH.TOFLOTDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratioReturn relative to maximum drawdown

1.84

1.73

+0.11

Martin ratioReturn relative to average drawdown

6.33

4.94

+1.39

ZFH.TO vs. FLOT - Sharpe Ratio Comparison

The current ZFH.TO Sharpe Ratio is 1.54, which is comparable to the FLOT Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of ZFH.TO and FLOT, 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


ZFH.TOFLOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.35

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

1.13

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.52

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.62

+0.02

Drawdowns

ZFH.TO vs. FLOT - Drawdown Comparison

The maximum ZFH.TO drawdown since its inception was -20.98%, which is greater than FLOT's maximum drawdown of -14.58%. Use the drawdown chart below to compare losses from any high point for ZFH.TO and FLOT.


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Drawdown Indicators


ZFH.TOFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-14.58%

-6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.27%

-3.63%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

-5.15%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-9.53%

-5.15%

-4.38%

Max Drawdown (10Y)

Largest decline over 10 years

-20.98%

-12.96%

-8.02%

Current Drawdown

Current decline from peak

-0.20%

0.00%

-0.20%

Average Drawdown

Average peak-to-trough decline

-1.80%

-3.95%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.27%

-0.32%

Volatility

ZFH.TO vs. FLOT - Volatility Comparison

BMO Floating Rate High Yield ETF (ZFH.TO) has a higher volatility of 0.96% compared to iShares Floating Rate Bond ETF (FLOT) at 0.82%. This indicates that ZFH.TO's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZFH.TOFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.82%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

3.49%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

4.66%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

6.38%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

7.34%

+0.99%

ZFH.TO vs. FLOT - Expense Ratio Comparison

ZFH.TO has a 0.40% expense ratio, which is higher than FLOT's 0.20% expense ratio.


Dividends

ZFH.TO vs. FLOT - Dividend Comparison

ZFH.TO's dividend yield for the trailing twelve months is around 5.21%, more than FLOT's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.53%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
ZFH.TO
BMO Floating Rate High Yield ETF
5.21%5.52%7.72%6.98%4.75%4.48%4.51%4.27%4.45%4.58%4.64%4.94%

Frequently Asked Questions


ZFH.TO and FLOT have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLOT is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLOT is cheaper with a 0.20% expense ratio, compared with 0.40% for ZFH.TO.

ZFH.TO is categorized as High Yield Bonds, while FLOT is Corporate Bonds. They also come from different issuers: BMO and iShares. Their fees differ too: 0.40% for ZFH.TO and 0.20% for FLOT.

Portfolio Optimizer

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