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

Performance

ZFH.TO vs. HYLB - 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 Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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 HYLB is traded in USD. To make them comparable, the HYLB 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 HYLB's 2.83% 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%

HYLB

1D
0.23%
1M
2.38%
YTD
2.83%
6M
1.61%
1Y
8.25%
3Y*
9.98%
5Y*
7.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZFH.TO vs. HYLB - 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%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
2.83%3.76%17.43%9.56%-4.44%3.00%3.26%8.45%6.53%-0.75%

Correlation

The correlation between ZFH.TO and HYLB is 0.08, 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

0.08

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

0.17

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

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2016

0.08

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Return for Risk

ZFH.TO vs. HYLB — 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

HYLB
HYLB Risk / Return Rank: 6060
Overall Rank
HYLB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYLB Omega Ratio Rank: 5959
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7070
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. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Floating Rate High Yield ETF (ZFH.TO) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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.TOHYLBDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.29

1.30

-0.01

Calmar ratioReturn relative to maximum drawdown

1.84

2.65

-0.81

Martin ratioReturn relative to average drawdown

6.33

7.18

-0.85

ZFH.TO vs. HYLB - Sharpe Ratio Comparison

The current ZFH.TO Sharpe Ratio is 1.54, which is comparable to the HYLB Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ZFH.TO and HYLB, 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.TOHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.62

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.97

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.66

-0.02

Drawdowns

ZFH.TO vs. HYLB - Drawdown Comparison

The maximum ZFH.TO drawdown since its inception was -20.98%, which is greater than HYLB's maximum drawdown of -15.76%. Use the drawdown chart below to compare losses from any high point for ZFH.TO and HYLB.


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Drawdown Indicators


ZFH.TOHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-15.76%

-5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.27%

-3.13%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

-7.36%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-9.53%

-14.41%

+4.88%

Max Drawdown (10Y)

Largest decline over 10 years

-20.98%

Current Drawdown

Current decline from peak

-0.20%

0.00%

-0.20%

Average Drawdown

Average peak-to-trough decline

-1.80%

-2.62%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.15%

-0.20%

Volatility

ZFH.TO vs. HYLB - Volatility Comparison

The current volatility for BMO Floating Rate High Yield ETF (ZFH.TO) is 0.96%, while Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a volatility of 1.20%. This indicates that ZFH.TO experiences smaller price fluctuations and is considered to be less risky than HYLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZFH.TOHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.20%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

4.09%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

5.10%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

7.23%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

8.01%

+0.32%

ZFH.TO vs. HYLB - Expense Ratio Comparison

ZFH.TO has a 0.40% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

ZFH.TO vs. HYLB - Dividend Comparison

ZFH.TO's dividend yield for the trailing twelve months is around 5.21%, less than HYLB's 6.49% yield.


PositionTTM20252024202320222021202020192018201720162015
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.49%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%0.00%
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 HYLB have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYLB is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.40% for ZFH.TO.

They also come from different issuers: BMO and DWS. Their fees differ too: 0.40% for ZFH.TO and 0.15% for HYLB.

Portfolio Optimizer

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