PortfoliosLab logoPortfoliosLab logo
ZFL.TO vs. XSE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZFL.TO vs. XSE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Long Federal Bond (ZFL.TO) and iShares Conservative Strategic Fixed Income ETF (XSE.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ZFL.TO vs. XSE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZFL.TO
BMO Long Federal Bond
0.34%-5.14%-2.20%7.30%-23.89%-7.47%12.68%8.73%2.69%2.84%
XSE.TO
iShares Conservative Strategic Fixed Income ETF
-0.29%2.95%3.11%6.75%-11.99%-2.79%7.95%8.26%-0.52%4.13%

Returns By Period

In the year-to-date period, ZFL.TO achieves a 0.34% return, which is significantly higher than XSE.TO's -0.29% return. Over the past 10 years, ZFL.TO has underperformed XSE.TO with an annualized return of -1.28%, while XSE.TO has yielded a comparatively higher 1.96% annualized return.


ZFL.TO

1D
0.08%
1M
-4.10%
YTD
0.34%
6M
-2.68%
1Y
-7.31%
3Y*
-1.69%
5Y*
-4.29%
10Y*
-1.28%

XSE.TO

1D
0.23%
1M
-1.83%
YTD
-0.29%
6M
-0.43%
1Y
1.02%
3Y*
3.21%
5Y*
0.30%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


ZFL.TO vs. XSE.TO - Expense Ratio Comparison

ZFL.TO has a 0.22% expense ratio, which is lower than XSE.TO's 0.55% expense ratio.


Return for Risk

ZFL.TO vs. XSE.TO — Risk / Return Rank

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

ZFL.TO
ZFL.TO Risk / Return Rank: 33
Overall Rank
ZFL.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ZFL.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
ZFL.TO Omega Ratio Rank: 22
Omega Ratio Rank
ZFL.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
ZFL.TO Martin Ratio Rank: 44
Martin Ratio Rank

XSE.TO
XSE.TO Risk / Return Rank: 1818
Overall Rank
XSE.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XSE.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
XSE.TO Omega Ratio Rank: 1616
Omega Ratio Rank
XSE.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
XSE.TO Martin Ratio Rank: 2020
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.

ZFL.TO vs. XSE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Long Federal Bond (ZFL.TO) and iShares Conservative Strategic Fixed Income ETF (XSE.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.


ZFL.TOXSE.TODifference

Sharpe ratio

Return per unit of total volatility

-0.69

0.25

-0.94

Sortino ratio

Return per unit of downside risk

-0.85

0.37

-1.22

Omega ratio

Gain probability vs. loss probability

0.90

1.05

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.63

0.43

-1.06

Martin ratio

Return relative to average drawdown

-0.97

1.15

-2.12

ZFL.TO vs. XSE.TO - Sharpe Ratio Comparison

The current ZFL.TO Sharpe Ratio is -0.69, which is lower than the XSE.TO Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of ZFL.TO and XSE.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ZFL.TOXSE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

0.25

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.05

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.22

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.23

-0.08

Correlation

The correlation between ZFL.TO and XSE.TO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ZFL.TO vs. XSE.TO - Dividend Comparison

ZFL.TO's dividend yield for the trailing twelve months is around 2.99%, less than XSE.TO's 4.30% yield.


TTM20252024202320222021202020192018201720162015
ZFL.TO
BMO Long Federal Bond
2.99%3.13%3.20%3.49%3.77%2.85%2.57%2.95%3.00%2.99%3.05%3.10%
XSE.TO
iShares Conservative Strategic Fixed Income ETF
4.30%4.24%3.65%3.36%2.67%2.63%2.62%2.82%2.89%3.62%3.95%1.39%

Drawdowns

ZFL.TO vs. XSE.TO - Drawdown Comparison

The maximum ZFL.TO drawdown since its inception was -40.32%, which is greater than XSE.TO's maximum drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for ZFL.TO and XSE.TO.


Loading graphics...

Drawdown Indicators


ZFL.TOXSE.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.32%

-22.43%

-17.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-2.87%

-7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-32.25%

-15.91%

-16.34%

Max Drawdown (10Y)

Largest decline over 10 years

-40.32%

-22.43%

-17.89%

Current Drawdown

Current decline from peak

-33.24%

-3.55%

-29.69%

Average Drawdown

Average peak-to-trough decline

-12.23%

-4.82%

-7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.76%

1.08%

+5.68%

Volatility

ZFL.TO vs. XSE.TO - Volatility Comparison

BMO Long Federal Bond (ZFL.TO) has a higher volatility of 3.88% compared to iShares Conservative Strategic Fixed Income ETF (XSE.TO) at 1.54%. This indicates that ZFL.TO's price experiences larger fluctuations and is considered to be riskier than XSE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ZFL.TOXSE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

1.54%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

6.66%

2.31%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

4.02%

+6.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

5.56%

+9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.52%

9.01%

+3.51%