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ZGRO.TO vs. XIU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZGRO.TO vs. XIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Growth ETF (ZGRO.TO) and iShares S&P/TSX 60 Index ETF (XIU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ZGRO.TO having a 10.53% return and XIU.TO slightly lower at 10.14%.


ZGRO.TO

1D
-0.41%
1M
5.37%
YTD
10.53%
6M
10.31%
1Y
25.76%
3Y*
18.49%
5Y*
11.51%
10Y*

XIU.TO

1D
-0.87%
1M
3.47%
YTD
10.14%
6M
12.10%
1Y
31.65%
3Y*
22.48%
5Y*
14.37%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZGRO.TO vs. XIU.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZGRO.TO
BMO Growth ETF
10.53%16.39%20.71%14.64%-10.58%14.99%10.81%10.83%
XIU.TO
iShares S&P/TSX 60 Index ETF
10.14%28.89%20.73%11.85%-6.35%28.06%5.27%10.42%

Correlation

The correlation between ZGRO.TO and XIU.TO is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

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

0.77

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

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2019

0.79

The correlation between ZGRO.TO and XIU.TO has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

ZGRO.TO vs. XIU.TO - Sectors Allocation Comparison


Sectors
ZGRO.TO
XIU.TO

Technology

22.2%
8.8%

Financial Services

19.8%
39.4%

Industrials

11.2%
7.9%

Consumer Cyclical

8.3%
4.1%

Energy

8.0%
18.6%

Basic Materials

7.2%
13.3%

Healthcare

6.9%

-

Communication Services

6.7%
2.0%

Consumer Defensive

4.9%
3.2%

Utilities

3.0%
2.6%

Real Estate

2.0%
0.2%

Technology

ZGRO.TO
22.2%
XIU.TO
8.8%

Financial Services

ZGRO.TO
19.8%
XIU.TO
39.4%

Industrials

ZGRO.TO
11.2%
XIU.TO
7.9%

Consumer Cyclical

ZGRO.TO
8.3%
XIU.TO
4.1%

Energy

ZGRO.TO
8.0%
XIU.TO
18.6%

Basic Materials

ZGRO.TO
7.2%
XIU.TO
13.3%

Healthcare

ZGRO.TO
6.9%
XIU.TO

-

Communication Services

ZGRO.TO
6.7%
XIU.TO
2.0%

Consumer Defensive

ZGRO.TO
4.9%
XIU.TO
3.2%

Utilities

ZGRO.TO
3.0%
XIU.TO
2.6%

Real Estate

ZGRO.TO
2.0%
XIU.TO
0.2%

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Return for Risk

ZGRO.TO vs. XIU.TO — Risk / Return Rank

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

ZGRO.TO
ZGRO.TO Risk / Return Rank: 7373
Overall Rank
ZGRO.TO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ZGRO.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
ZGRO.TO Omega Ratio Rank: 7272
Omega Ratio Rank
ZGRO.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
ZGRO.TO Martin Ratio Rank: 7878
Martin Ratio Rank

XIU.TO
XIU.TO Risk / Return Rank: 8282
Overall Rank
XIU.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8080
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 8787
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.

ZGRO.TO vs. XIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Growth ETF (ZGRO.TO) and iShares S&P/TSX 60 Index ETF (XIU.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.


ZGRO.TOXIU.TODifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.44

1.49

-0.05

Calmar ratioReturn relative to maximum drawdown

3.76

4.16

-0.39

Martin ratioReturn relative to average drawdown

15.21

19.30

-4.10

ZGRO.TO vs. XIU.TO - Sharpe Ratio Comparison

The current ZGRO.TO Sharpe Ratio is 2.39, which is comparable to the XIU.TO Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of ZGRO.TO and XIU.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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Sharpe Ratios by Period


ZGRO.TOXIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.71

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

1.13

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.51

+0.41

Drawdowns

ZGRO.TO vs. XIU.TO - Drawdown Comparison

The maximum ZGRO.TO drawdown since its inception was -24.64%, smaller than the maximum XIU.TO drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for ZGRO.TO and XIU.TO.


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Drawdown Indicators


ZGRO.TOXIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.64%

-52.31%

+27.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-7.65%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-12.45%

-12.36%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-16.36%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

Current Drawdown

Current decline from peak

-0.41%

-0.87%

+0.46%

Average Drawdown

Average peak-to-trough decline

-3.38%

-11.63%

+8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

1.64%

+0.06%

Volatility

ZGRO.TO vs. XIU.TO - Volatility Comparison

BMO Growth ETF (ZGRO.TO) has a higher volatility of 4.11% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 3.28%. This indicates that ZGRO.TO's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZGRO.TOXIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

3.28%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

9.32%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.81%

11.73%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

12.78%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.99%

15.01%

-2.02%

ZGRO.TO vs. XIU.TO - Expense Ratio Comparison

Both ZGRO.TO and XIU.TO have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ZGRO.TO vs. XIU.TO - Dividend Comparison

ZGRO.TO's dividend yield for the trailing twelve months is around 1.48%, less than XIU.TO's 2.20% yield.


PositionTTM20252024202320222021202020192018201720162015
XIU.TO
iShares S&P/TSX 60 Index ETF
2.20%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%
ZGRO.TO
BMO Growth ETF
1.48%1.70%1.92%2.27%2.54%2.22%2.49%2.32%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZGRO.TO and XIU.TO have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ZGRO.TO and XIU.TO have the same expense ratio: 0.18% per year.

ZGRO.TO is categorized as Large Cap Growth Equities, while XIU.TO is Canada Equities. They also come from different issuers: BMO and iShares.

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