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ZIC.TO vs. HAB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZIC.TO vs. HAB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Mid-Term US Investment Grade Corporate Bond Index ETF (ZIC.TO) and Global X Active Corporate Bond ETF (HAB.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, ZIC.TO achieves a 1.88% return, which is significantly higher than HAB.TO's 1.20% return. Over the past 10 years, ZIC.TO has outperformed HAB.TO with an annualized return of 3.33%, while HAB.TO has yielded a comparatively lower 2.90% annualized return.


ZIC.TO

1D
0.05%
1M
-0.75%
6M
0.63%
YTD
1.88%
1Y
6.39%
3Y*
7.81%
5Y*
2.86%
10Y*
3.33%

HAB.TO

1D
0.39%
1M
-0.26%
6M
0.62%
YTD
1.20%
1Y
4.56%
3Y*
6.15%
5Y*
2.06%
10Y*
2.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIC.TO vs. HAB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZIC.TO
BMO Mid-Term US Investment Grade Corporate Bond Index ETF
1.88%4.46%11.87%6.34%-8.92%-1.35%6.52%9.04%6.41%-1.25%
HAB.TO
Global X Active Corporate Bond ETF
1.20%4.13%7.98%7.30%-9.51%-1.26%8.46%7.77%0.46%4.11%

Correlation

The correlation between ZIC.TO and HAB.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.37

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

0.36

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

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2013

0.31

The correlation between ZIC.TO and HAB.TO shifts across timeframes, from 0.24 (1 year) to 0.37 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ZIC.TO vs. HAB.TO — Risk / Return Rank

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

ZIC.TO
ZIC.TO Risk / Return Rank: 3939
Overall Rank
ZIC.TO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ZIC.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
ZIC.TO Omega Ratio Rank: 4141
Omega Ratio Rank
ZIC.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
ZIC.TO Martin Ratio Rank: 3131
Martin Ratio Rank

HAB.TO
HAB.TO Risk / Return Rank: 3939
Overall Rank
HAB.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HAB.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
HAB.TO Omega Ratio Rank: 3131
Omega Ratio Rank
HAB.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
HAB.TO Martin Ratio Rank: 4141
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.

ZIC.TO vs. HAB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Mid-Term US Investment Grade Corporate Bond Index ETF (ZIC.TO) and Global X Active Corporate Bond ETF (HAB.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.


ZIC.TOHAB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratioReturn relative to maximum drawdown

1.58

1.86

-0.28

Martin ratioReturn relative to average drawdown

3.38

4.86

-1.47

ZIC.TO vs. HAB.TO - Sharpe Ratio Comparison

The current ZIC.TO Sharpe Ratio is 1.17, which is comparable to the HAB.TO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of ZIC.TO and HAB.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

ZIC.TO vs. HAB.TO - Drawdown Comparison

The maximum ZIC.TO drawdown since its inception was -19.48%, smaller than the maximum HAB.TO drawdown of -23.78%. Use the drawdown chart below to compare losses from any high point for ZIC.TO and HAB.TO.


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Drawdown Indicators


ZIC.TOHAB.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.48%

-23.78%

+4.30%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-2.46%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-6.96%

-3.28%

-3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-15.65%

-14.20%

-1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-19.48%

-23.78%

+4.30%

Current Drawdown

Current decline from peak

-2.38%

-0.93%

-1.45%

Average Drawdown

Average peak-to-trough decline

-5.10%

-2.58%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

0.94%

+0.95%

Volatility

ZIC.TO vs. HAB.TO - Volatility Comparison

BMO Mid-Term US Investment Grade Corporate Bond Index ETF (ZIC.TO) has a higher volatility of 1.61% compared to Global X Active Corporate Bond ETF (HAB.TO) at 1.31%. This indicates that ZIC.TO's price experiences larger fluctuations and is considered to be riskier than HAB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZIC.TOHAB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.31%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

3.26%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

5.53%

4.53%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.92%

6.49%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.85%

7.84%

+1.01%

Dividends

ZIC.TO vs. HAB.TO - Dividend Comparison

ZIC.TO's dividend yield for the trailing twelve months is around 4.36%, more than HAB.TO's 4.10% yield.


PositionTTM20252024202320222021202020192018201720162015
HAB.TO
Global X Active Corporate Bond ETF
4.10%4.05%3.70%3.95%3.96%2.92%2.95%2.99%3.23%3.21%3.39%3.35%
ZIC.TO
BMO Mid-Term US Investment Grade Corporate Bond Index ETF
4.36%4.03%3.80%3.85%3.94%3.53%3.46%3.57%3.46%3.33%3.29%3.12%

Frequently Asked Questions


ZIC.TO and HAB.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: BMO and Global X.

Portfolio Optimizer

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