ZHU.TO vs. HIG.TO
ZHU.TO (BMO Equal Weight US Health Care Index ETF) and HIG.TO (Brompton Global Healthcare Income & Growth ETF) are both Health & Biotech Equities funds. Over the past 5 years, ZHU.TO returned 1.97%/yr vs 0.81%/yr for HIG.TO. At a 0.42 correlation, their price movements are largely independent.
Performance
ZHU.TO vs. HIG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ZHU.TO achieves a 7.95% return, which is significantly higher than HIG.TO's -2.76% return.
ZHU.TO
- 1D
- 0.31%
- 1M
- 6.30%
- 6M
- 3.77%
- YTD
- 7.95%
- 1Y
- 22.31%
- 3Y*
- 5.75%
- 5Y*
- 1.97%
- 10Y*
- —
HIG.TO
- 1D
- -0.40%
- 1M
- 4.72%
- 6M
- -3.73%
- YTD
- -2.76%
- 1Y
- 9.53%
- 3Y*
- 3.98%
- 5Y*
- 0.81%
- 10Y*
- 5.29%
ZHU.TO vs. HIG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZHU.TO BMO Equal Weight US Health Care Index ETF | 7.95% | 3.43% | 5.43% | -1.57% | -9.75% | 16.84% | 17.53% | 13.77% |
HIG.TO Brompton Global Healthcare Income & Growth ETF | -2.76% | 13.94% | -0.33% | -1.53% | -14.75% | 24.68% | 5.06% | 15.69% |
Correlation
The correlation between ZHU.TO and HIG.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.42 |
The correlation between ZHU.TO and HIG.TO shifts across timeframes, from 0.26 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZHU.TO vs. HIG.TO — Risk / Return Rank
ZHU.TO
HIG.TO
ZHU.TO vs. HIG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Equal Weight US Health Care Index ETF (ZHU.TO) and Brompton Global Healthcare Income & Growth ETF (HIG.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.
| ZHU.TO | HIG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.12 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 0.67 | +1.37 |
| Martin ratioReturn relative to average drawdown | 4.50 | 1.58 | +2.92 |
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Drawdowns
ZHU.TO vs. HIG.TO - Drawdown Comparison
The maximum ZHU.TO drawdown since its inception was -27.25%, smaller than the maximum HIG.TO drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for ZHU.TO and HIG.TO.
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Drawdown Indicators
| ZHU.TO | HIG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.25% | -31.83% | +4.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -14.18% | +3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | -14.18% | -7.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.25% | -24.58% | -2.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.83% | — |
Current DrawdownCurrent decline from peak | -3.78% | -7.35% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -8.79% | -8.17% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 6.04% | -1.07% |
Volatility
ZHU.TO vs. HIG.TO - Volatility Comparison
The current volatility for BMO Equal Weight US Health Care Index ETF (ZHU.TO) is 5.63%, while Brompton Global Healthcare Income & Growth ETF (HIG.TO) has a volatility of 6.07%. This indicates that ZHU.TO experiences smaller price fluctuations and is considered to be less risky than HIG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZHU.TO | HIG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 6.07% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.81% | 11.19% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.56% | 14.79% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 15.16% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.60% | 17.37% | +0.23% |
Dividends
ZHU.TO vs. HIG.TO - Dividend Comparison
ZHU.TO's dividend yield for the trailing twelve months is around 0.50%, less than HIG.TO's 8.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | 8.94% | 8.32% | 8.71% | 8.03% | 6.97% | 5.29% | 6.22% | 6.12% | 7.11% | 6.43% | 6.47% | 1.80% |
ZHU.TO BMO Equal Weight US Health Care Index ETF | 0.50% | 0.54% | 0.58% | 0.97% | 0.43% | 0.13% | 0.37% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZHU.TO and HIG.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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