ZGI.TO vs. ZCLN.TO
Compare and contrast key facts about BMO Global Infrastructure Index ETF (ZGI.TO) and BMO Clean Energy Index ETF (ZCLN.TO).
ZGI.TO and ZCLN.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZGI.TO is a passively managed fund by BMO that tracks the performance of the Dow Jones Brookfield Global Infrastructure North American Listed Index. It was launched on Jan 19, 2010. ZCLN.TO is a passively managed fund by BMO that tracks the performance of the S&P Global Clean Energy Index. It was launched on Jan 26, 2021. Both ZGI.TO and ZCLN.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ZGI.TO vs. ZCLN.TO - Performance Comparison
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ZGI.TO vs. ZCLN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ZGI.TO BMO Global Infrastructure Index ETF | 14.95% | 0.94% | 25.35% | -0.72% | 4.48% | 23.63% |
ZCLN.TO BMO Clean Energy Index ETF | 12.59% | 37.90% | -20.23% | -20.37% | 1.41% | -34.06% |
Returns By Period
In the year-to-date period, ZGI.TO achieves a 14.95% return, which is significantly higher than ZCLN.TO's 12.59% return.
ZGI.TO
- 1D
- -0.08%
- 1M
- 0.81%
- YTD
- 14.95%
- 6M
- 9.25%
- 1Y
- 8.37%
- 3Y*
- 13.12%
- 5Y*
- 12.28%
- 10Y*
- 9.53%
ZCLN.TO
- 1D
- 3.39%
- 1M
- 2.58%
- YTD
- 12.59%
- 6M
- 16.82%
- 1Y
- 55.63%
- 3Y*
- -0.61%
- 5Y*
- -2.35%
- 10Y*
- —
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ZGI.TO vs. ZCLN.TO - Expense Ratio Comparison
ZGI.TO has a 0.61% expense ratio, which is higher than ZCLN.TO's 0.39% expense ratio.
Return for Risk
ZGI.TO vs. ZCLN.TO — Risk / Return Rank
ZGI.TO
ZCLN.TO
ZGI.TO vs. ZCLN.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Global Infrastructure Index ETF (ZGI.TO) and BMO Clean Energy Index ETF (ZCLN.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.
| ZGI.TO | ZCLN.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 2.10 | -1.49 |
Sortino ratioReturn per unit of downside risk | 0.89 | 2.77 | -1.88 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.34 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 4.23 | -3.23 |
Martin ratioReturn relative to average drawdown | 2.31 | 11.99 | -9.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZGI.TO | ZCLN.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 2.10 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | -0.09 | +1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | -0.29 | +1.11 |
Correlation
The correlation between ZGI.TO and ZCLN.TO is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ZGI.TO vs. ZCLN.TO - Dividend Comparison
ZGI.TO's dividend yield for the trailing twelve months is around 2.30%, more than ZCLN.TO's 1.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZGI.TO BMO Global Infrastructure Index ETF | 2.30% | 2.72% | 2.75% | 3.25% | 2.94% | 2.98% | 3.66% | 2.78% | 2.92% | 2.53% | 3.21% | 2.90% |
ZCLN.TO BMO Clean Energy Index ETF | 1.52% | 1.71% | 2.13% | 1.37% | 0.93% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ZGI.TO vs. ZCLN.TO - Drawdown Comparison
The maximum ZGI.TO drawdown since its inception was -34.76%, smaller than the maximum ZCLN.TO drawdown of -61.07%. Use the drawdown chart below to compare losses from any high point for ZGI.TO and ZCLN.TO.
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Drawdown Indicators
| ZGI.TO | ZCLN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.76% | -61.07% | +26.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -12.95% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -16.70% | -50.26% | +33.56% |
Max Drawdown (10Y)Largest decline over 10 years | -34.76% | — | — |
Current DrawdownCurrent decline from peak | -0.26% | -34.06% | +33.80% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -40.99% | +36.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.36% | 4.57% | -0.21% |
Volatility
ZGI.TO vs. ZCLN.TO - Volatility Comparison
The current volatility for BMO Global Infrastructure Index ETF (ZGI.TO) is 3.87%, while BMO Clean Energy Index ETF (ZCLN.TO) has a volatility of 10.35%. This indicates that ZGI.TO experiences smaller price fluctuations and is considered to be less risky than ZCLN.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.TO | ZCLN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 10.35% | -6.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 21.15% | -12.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 26.67% | -12.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.03% | 25.78% | -12.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 26.94% | -11.09% |