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ZID.TO vs. ^NIFTY500
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ZID.TO and ^NIFTY500 is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

ZID.TO vs. ^NIFTY500 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BMO MSCI India ESG Leaders Index ETF (ZID.TO) and Nifty 500 (^NIFTY500). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-13.79%
-14.53%
ZID.TO
^NIFTY500

Key characteristics

Sharpe Ratio

ZID.TO:

0.20

^NIFTY500:

0.14

Sortino Ratio

ZID.TO:

0.37

^NIFTY500:

0.28

Omega Ratio

ZID.TO:

1.05

^NIFTY500:

1.04

Calmar Ratio

ZID.TO:

0.19

^NIFTY500:

0.14

Martin Ratio

ZID.TO:

0.51

^NIFTY500:

0.36

Ulcer Index

ZID.TO:

5.62%

^NIFTY500:

5.97%

Daily Std Dev

ZID.TO:

14.61%

^NIFTY500:

15.34%

Max Drawdown

ZID.TO:

-45.18%

^NIFTY500:

-68.02%

Current Drawdown

ZID.TO:

-15.20%

^NIFTY500:

-15.37%

Returns By Period

The year-to-date returns for both investments are quite close, with ZID.TO having a -7.40% return and ^NIFTY500 slightly higher at -7.35%. Over the past 10 years, ZID.TO has underperformed ^NIFTY500 with an annualized return of 9.53%, while ^NIFTY500 has yielded a comparatively higher 11.34% annualized return.


ZID.TO

YTD

-7.40%

1M

-3.46%

6M

-10.03%

1Y

1.96%

5Y*

11.44%

10Y*

9.53%

^NIFTY500

YTD

-7.35%

1M

-4.94%

6M

-11.29%

1Y

2.27%

5Y*

15.96%

10Y*

11.34%

*Annualized

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Risk-Adjusted Performance

ZID.TO vs. ^NIFTY500 — Risk-Adjusted Performance Rank

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

ZID.TO
The Risk-Adjusted Performance Rank of ZID.TO is 1111
Overall Rank
The Sharpe Ratio Rank of ZID.TO is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of ZID.TO is 1010
Sortino Ratio Rank
The Omega Ratio Rank of ZID.TO is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ZID.TO is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ZID.TO is 1111
Martin Ratio Rank

^NIFTY500
The Risk-Adjusted Performance Rank of ^NIFTY500 is 1616
Overall Rank
The Sharpe Ratio Rank of ^NIFTY500 is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY500 is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY500 is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY500 is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY500 is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ZID.TO vs. ^NIFTY500 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO MSCI India ESG Leaders Index ETF (ZID.TO) and Nifty 500 (^NIFTY500). 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.


Sharpe ratio
The chart of Sharpe ratio for ZID.TO, currently valued at -0.23, compared to the broader market0.002.004.00-0.23-0.18
The chart of Sortino ratio for ZID.TO, currently valued at -0.22, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.22-0.13
The chart of Omega ratio for ZID.TO, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.970.98
The chart of Calmar ratio for ZID.TO, currently valued at -0.17, compared to the broader market0.005.0010.0015.00-0.17-0.15
The chart of Martin ratio for ZID.TO, currently valued at -0.39, compared to the broader market0.0020.0040.0060.0080.00100.00-0.39-0.39
ZID.TO
^NIFTY500

The current ZID.TO Sharpe Ratio is 0.20, which is higher than the ^NIFTY500 Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of ZID.TO and ^NIFTY500, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
-0.23
-0.18
ZID.TO
^NIFTY500

Drawdowns

ZID.TO vs. ^NIFTY500 - Drawdown Comparison

The maximum ZID.TO drawdown since its inception was -45.18%, smaller than the maximum ^NIFTY500 drawdown of -68.02%. Use the drawdown chart below to compare losses from any high point for ZID.TO and ^NIFTY500. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.79%
-18.90%
ZID.TO
^NIFTY500

Volatility

ZID.TO vs. ^NIFTY500 - Volatility Comparison

The current volatility for BMO MSCI India ESG Leaders Index ETF (ZID.TO) is 4.00%, while Nifty 500 (^NIFTY500) has a volatility of 4.59%. This indicates that ZID.TO experiences smaller price fluctuations and is considered to be less risky than ^NIFTY500 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.00%
4.59%
ZID.TO
^NIFTY500
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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