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ZGI.TO vs. XGI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZGI.TO vs. XGI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Global Infrastructure Index ETF (ZGI.TO) and iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZGI.TO achieves a 17.33% return, which is significantly higher than XGI.TO's 12.09% return. Over the past 10 years, ZGI.TO has underperformed XGI.TO with an annualized return of 8.52%, while XGI.TO has yielded a comparatively higher 11.88% annualized return.


ZGI.TO

1D
-1.04%
1M
1.47%
6M
15.40%
YTD
17.33%
1Y
17.58%
3Y*
15.07%
5Y*
10.65%
10Y*
8.52%

XGI.TO

1D
0.04%
1M
0.73%
6M
6.74%
YTD
12.09%
1Y
20.43%
3Y*
18.69%
5Y*
12.46%
10Y*
11.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZGI.TO vs. XGI.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZGI.TO
BMO Global Infrastructure Index ETF
17.33%1.01%25.45%-0.64%4.56%26.89%-10.43%25.26%-0.75%2.97%
XGI.TO
iShares S&P Global Industrials Index ETF (CAD-Hedged)
12.09%20.93%16.18%21.83%-8.79%14.92%4.64%26.41%-11.83%20.23%

Correlation

The correlation between ZGI.TO and XGI.TO is 0.00, 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

0.00

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

0.12

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

0.21

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

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2013

0.23

Over the past year, the correlation between ZGI.TO and XGI.TO has dropped to 0.00 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.

ZGI.TO vs. XGI.TO - Sectors Allocation Comparison


Sectors
ZGI.TO
XGI.TO

Energy

44.8%

-

Utilities

41.7%
2.6%

Real Estate

11.9%

-

Industrials

1.6%
94.4%

Basic Materials

-

0.2%

Communication Services

-

1.1%

Consumer Cyclical

-

0.2%

Consumer Defensive

-

0.1%

Financial Services

-

0.1%

Healthcare

-

-

Technology

-

4.0%

Energy

ZGI.TO
44.8%
XGI.TO

-

Utilities

ZGI.TO
41.7%
XGI.TO
2.6%

Real Estate

ZGI.TO
11.9%
XGI.TO

-

Industrials

ZGI.TO
1.6%
XGI.TO
94.4%

Basic Materials

ZGI.TO

-

XGI.TO
0.2%

Communication Services

ZGI.TO

-

XGI.TO
1.1%

Consumer Cyclical

ZGI.TO

-

XGI.TO
0.2%

Consumer Defensive

ZGI.TO

-

XGI.TO
0.1%

Financial Services

ZGI.TO

-

XGI.TO
0.1%

Healthcare

ZGI.TO

-

XGI.TO

-

Technology

ZGI.TO

-

XGI.TO
4.0%

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Return for Risk

ZGI.TO vs. XGI.TO — Risk / Return Rank

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

ZGI.TO
ZGI.TO Risk / Return Rank: 5252
Overall Rank
ZGI.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ZGI.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
ZGI.TO Omega Ratio Rank: 4444
Omega Ratio Rank
ZGI.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
ZGI.TO Martin Ratio Rank: 5353
Martin Ratio Rank

XGI.TO
XGI.TO Risk / Return Rank: 4646
Overall Rank
XGI.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XGI.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XGI.TO Omega Ratio Rank: 4646
Omega Ratio Rank
XGI.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
XGI.TO Martin Ratio Rank: 5151
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.

ZGI.TO vs. XGI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Global Infrastructure Index ETF (ZGI.TO) and iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.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.

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.


ZGI.TOXGI.TODifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

2.66

1.75

+0.91

Martin ratioReturn relative to average drawdown

7.31

6.87

+0.43

ZGI.TO vs. XGI.TO - Sharpe Ratio Comparison

The current ZGI.TO Sharpe Ratio is 1.39, which is comparable to the XGI.TO Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ZGI.TO and XGI.TO, 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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Drawdowns

ZGI.TO vs. XGI.TO - Drawdown Comparison

The maximum ZGI.TO drawdown since its inception was -34.76%, smaller than the maximum XGI.TO drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for ZGI.TO and XGI.TO.


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Drawdown Indicators


ZGI.TOXGI.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.76%

-42.61%

+7.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-11.74%

+5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-10.07%

-16.14%

+6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-16.61%

-24.78%

+8.17%

Max Drawdown (10Y)

Largest decline over 10 years

-34.76%

-42.61%

+7.85%

Current Drawdown

Current decline from peak

-1.65%

-4.05%

+2.40%

Average Drawdown

Average peak-to-trough decline

-4.37%

-5.75%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.98%

-0.57%

Volatility

ZGI.TO vs. XGI.TO - Volatility Comparison

The current volatility for BMO Global Infrastructure Index ETF (ZGI.TO) is 4.39%, while iShares S&P Global Industrials Index ETF (CAD-Hedged) (XGI.TO) has a volatility of 5.21%. This indicates that ZGI.TO experiences smaller price fluctuations and is considered to be less risky than XGI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZGI.TOXGI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

5.21%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

13.62%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

15.66%

-2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

17.24%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

23.99%

-8.01%

ZGI.TO vs. XGI.TO - Expense Ratio Comparison

ZGI.TO has a 0.61% expense ratio, which is lower than XGI.TO's 0.68% expense ratio.


Dividends

ZGI.TO vs. XGI.TO - Dividend Comparison

ZGI.TO's dividend yield for the trailing twelve months is around 2.25%, more than XGI.TO's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
XGI.TO
iShares S&P Global Industrials Index ETF (CAD-Hedged)
1.24%1.54%2.69%1.24%1.34%0.91%0.96%1.30%1.88%1.15%1.39%1.46%
ZGI.TO
BMO Global Infrastructure Index ETF
2.25%2.77%2.82%3.33%3.01%3.06%3.75%2.85%2.99%2.59%2.60%2.97%

Frequently Asked Questions


ZGI.TO and XGI.TO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZGI.TO is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZGI.TO is cheaper with a 0.61% expense ratio, compared with 0.68% for XGI.TO.

ZGI.TO tracks Dow Jones Brookfield Global Infrastructure North American Listed Index, while XGI.TO tracks Morningstar Gbl GR CAD. They also come from different issuers: BMO and iShares. Their fees differ too: 0.61% for ZGI.TO and 0.68% for XGI.TO.

Portfolio Optimizer

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