PortfoliosLab logoPortfoliosLab logo
ZFH.TO vs. IBHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZFH.TO vs. IBHH - 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 iBonds 2028 Term High Yield and Income ETF (IBHH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ZFH.TO is traded in CAD, while IBHH is traded in USD. To make them comparable, the IBHH 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 2.58% return, which is significantly lower than IBHH's 5.30% return.


ZFH.TO

1D
0.00%
1M
0.26%
6M
1.97%
YTD
2.58%
1Y
4.55%
3Y*
8.89%
5Y*
6.65%
10Y*
5.48%

IBHH

1D
0.07%
1M
1.53%
6M
3.78%
YTD
5.30%
1Y
9.24%
3Y*
10.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZFH.TO vs. IBHH - Yearly Performance Comparison


2026 (YTD)2025202420232022
ZFH.TO
BMO Floating Rate High Yield ETF
2.58%5.61%11.66%13.66%3.02%
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
5.30%3.09%16.63%10.18%-1.21%

Correlation

The correlation between ZFH.TO and IBHH 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

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2022

0.08

The correlation between ZFH.TO and IBHH shifts across timeframes, from -0.09 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ZFH.TO vs. IBHH — 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: 4040
Overall Rank
ZFH.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ZFH.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
ZFH.TO Omega Ratio Rank: 4444
Omega Ratio Rank
ZFH.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
ZFH.TO Martin Ratio Rank: 3939
Martin Ratio Rank

IBHH
IBHH Risk / Return Rank: 8787
Overall Rank
IBHH Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IBHH Sortino Ratio Rank: 8787
Sortino Ratio Rank
IBHH Omega Ratio Rank: 8383
Omega Ratio Rank
IBHH Calmar Ratio Rank: 9191
Calmar Ratio Rank
IBHH Martin Ratio Rank: 9393
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. IBHH - 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 iBonds 2028 Term High Yield and Income ETF (IBHH). 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.


ZFH.TOIBHHDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.10

Calmar ratioReturn relative to maximum drawdown

1.40

2.77

-1.37

Martin ratioReturn relative to average drawdown

4.84

7.22

-2.38

ZFH.TO vs. IBHH - Sharpe Ratio Comparison

The current ZFH.TO Sharpe Ratio is 1.22, which is lower than the IBHH Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of ZFH.TO and IBHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ZFH.TO vs. IBHH - Drawdown Comparison

The maximum ZFH.TO drawdown since its inception was -21.41%, which is greater than IBHH's maximum drawdown of -9.51%. Use the drawdown chart below to compare losses from any high point for ZFH.TO and IBHH.


Loading charts...

Drawdown Indicators


ZFH.TOIBHHDifference

Max Drawdown

Largest peak-to-trough decline

-21.41%

-9.51%

-11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.27%

-3.35%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-6.39%

-8.02%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-9.75%

Max Drawdown (10Y)

Largest decline over 10 years

-21.41%

Current Drawdown

Current decline from peak

-0.26%

-0.68%

+0.42%

Average Drawdown

Average peak-to-trough decline

-2.05%

-1.79%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.28%

-0.34%

Volatility

ZFH.TO vs. IBHH - Volatility Comparison

The current volatility for BMO Floating Rate High Yield ETF (ZFH.TO) is 0.57%, while iShares iBonds 2028 Term High Yield and Income ETF (IBHH) has a volatility of 1.32%. This indicates that ZFH.TO experiences smaller price fluctuations and is considered to be less risky than IBHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZFH.TOIBHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

1.32%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

3.88%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

5.15%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.11%

9.52%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.43%

9.52%

-0.09%

ZFH.TO vs. IBHH - Expense Ratio Comparison

ZFH.TO has a 0.40% expense ratio, which is higher than IBHH's 0.35% expense ratio.


Dividends

ZFH.TO vs. IBHH - Dividend Comparison

ZFH.TO's dividend yield for the trailing twelve months is around 5.17%, less than IBHH's 6.24% yield.


PositionTTM20252024202320222021202020192018201720162015
IBHH
iShares iBonds 2028 Term High Yield and Income ETF
6.24%6.39%6.93%6.65%5.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZFH.TO
BMO Floating Rate High Yield ETF
5.17%5.58%7.82%7.07%4.81%4.54%4.57%4.32%4.51%4.64%4.70%5.01%

Frequently Asked Questions


ZFH.TO and IBHH 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, IBHH is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBHH is cheaper with a 0.35% expense ratio, compared with 0.40% for ZFH.TO.

They also come from different issuers: BMO and iShares. Their fees differ too: 0.40% for ZFH.TO and 0.35% for IBHH.

Portfolio Optimizer

Find the right allocation for ZFH.TO and IBHH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer