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ZHU.TO vs. ZUH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZHU.TO vs. ZUH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Equal Weight US Health Care Index ETF (ZHU.TO) and BMO Equal Weight US Health Care Hedged to CAD Index ETF (ZUH.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, ZHU.TO achieves a 7.66% return, which is significantly higher than ZUH.TO's 3.55% return.


ZHU.TO

1D
-0.60%
1M
9.89%
YTD
7.66%
6M
7.98%
1Y
20.88%
3Y*
5.56%
5Y*
2.44%
10Y*

ZUH.TO

1D
-0.55%
1M
6.26%
YTD
3.55%
6M
3.20%
1Y
14.53%
3Y*
1.55%
5Y*
-1.63%
10Y*
6.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZHU.TO vs. ZUH.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZHU.TO
BMO Equal Weight US Health Care Index ETF
7.66%3.43%5.43%-1.57%-9.75%16.84%17.53%13.77%
ZUH.TO
BMO Equal Weight US Health Care Hedged to CAD Index ETF
3.55%6.34%-3.86%-1.73%-15.65%15.42%21.65%13.16%

Correlation

The correlation between ZHU.TO and ZUH.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.36

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

0.46

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.50

Over the past year, the correlation between ZHU.TO and ZUH.TO has dropped to 0.29 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

ZHU.TO vs. ZUH.TO — Risk / Return Rank

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

ZHU.TO
ZHU.TO Risk / Return Rank: 3838
Overall Rank
ZHU.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ZHU.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
ZHU.TO Omega Ratio Rank: 3737
Omega Ratio Rank
ZHU.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
ZHU.TO Martin Ratio Rank: 3232
Martin Ratio Rank

ZUH.TO
ZUH.TO Risk / Return Rank: 2727
Overall Rank
ZUH.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ZUH.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
ZUH.TO Omega Ratio Rank: 2626
Omega Ratio Rank
ZUH.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
ZUH.TO Martin Ratio Rank: 2525
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.

ZHU.TO vs. ZUH.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 BMO Equal Weight US Health Care Hedged to CAD Index ETF (ZUH.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.TOZUH.TODifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratioReturn relative to maximum drawdown

1.91

1.26

+0.66

Martin ratioReturn relative to average drawdown

4.19

3.06

+1.14

ZHU.TO vs. ZUH.TO - Sharpe Ratio Comparison

The current ZHU.TO Sharpe Ratio is 1.21, which is higher than the ZUH.TO Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of ZHU.TO and ZUH.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

ZHU.TO vs. ZUH.TO - Drawdown Comparison

The maximum ZHU.TO drawdown since its inception was -27.25%, smaller than the maximum ZUH.TO drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for ZHU.TO and ZUH.TO.


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Drawdown Indicators


ZHU.TOZUH.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

-34.21%

+6.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-11.59%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-21.51%

-22.23%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-34.21%

+6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-34.21%

Current Drawdown

Current decline from peak

-0.60%

-16.53%

+15.93%

Average Drawdown

Average peak-to-trough decline

-8.83%

-9.23%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

4.77%

+0.22%

Volatility

ZHU.TO vs. ZUH.TO - Volatility Comparison

BMO Equal Weight US Health Care Index ETF (ZHU.TO) has a higher volatility of 6.01% compared to BMO Equal Weight US Health Care Hedged to CAD Index ETF (ZUH.TO) at 5.26%. This indicates that ZHU.TO's price experiences larger fluctuations and is considered to be riskier than ZUH.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.TOZUH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

5.26%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

11.55%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

15.72%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

17.29%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

18.52%

-0.92%

Dividends

ZHU.TO vs. ZUH.TO - Dividend Comparison

ZHU.TO's dividend yield for the trailing twelve months is around 0.50%, less than ZUH.TO's 0.53% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ZUH.TO
BMO Equal Weight US Health Care Hedged to CAD Index ETF
0.53%0.55%0.74%0.73%0.43%0.12%0.37%0.33%0.33%0.36%0.98%0.48%

Frequently Asked Questions


ZHU.TO and ZUH.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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