PortfoliosLab logoPortfoliosLab logo
ZIN.TO vs. QIF.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZIN.TO vs. QIF.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Equal Weight Industrials Index ETF (ZIN.TO) and AGF Systematic Global Infrastructure ETF (QIF.NEO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZIN.TO achieves a 24.06% return, which is significantly higher than QIF.NEO's 13.73% return.


ZIN.TO

1D
0.96%
1M
1.92%
6M
17.92%
YTD
24.06%
1Y
33.13%
3Y*
20.43%
5Y*
13.35%
10Y*
13.47%

QIF.NEO

1D
-0.49%
1M
-0.40%
6M
10.78%
YTD
13.73%
1Y
22.63%
3Y*
17.37%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIN.TO vs. QIF.NEO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ZIN.TO
BMO Equal Weight Industrials Index ETF
24.06%16.80%16.33%19.36%-8.05%17.86%6.62%22.67%-2.63%
QIF.NEO
AGF Systematic Global Infrastructure ETF
13.73%14.80%21.37%4.72%-2.67%20.54%-8.96%20.89%5.27%

Correlation

The correlation between ZIN.TO and QIF.NEO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.22

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

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2018

0.30

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ZIN.TO vs. QIF.NEO — Risk / Return Rank

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

ZIN.TO
ZIN.TO Risk / Return Rank: 8383
Overall Rank
ZIN.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ZIN.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
ZIN.TO Omega Ratio Rank: 8080
Omega Ratio Rank
ZIN.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
ZIN.TO Martin Ratio Rank: 8686
Martin Ratio Rank

QIF.NEO
QIF.NEO Risk / Return Rank: 8888
Overall Rank
QIF.NEO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
QIF.NEO Sortino Ratio Rank: 8888
Sortino Ratio Rank
QIF.NEO Omega Ratio Rank: 8888
Omega Ratio Rank
QIF.NEO Calmar Ratio Rank: 9393
Calmar Ratio Rank
QIF.NEO Martin Ratio Rank: 8484
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.

ZIN.TO vs. QIF.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Equal Weight Industrials Index ETF (ZIN.TO) and AGF Systematic Global Infrastructure ETF (QIF.NEO). 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.


ZIN.TOQIF.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.38

1.43

-0.05

Calmar ratioReturn relative to maximum drawdown

4.11

4.89

-0.78

Martin ratioReturn relative to average drawdown

13.95

13.28

+0.67

ZIN.TO vs. QIF.NEO - Sharpe Ratio Comparison

The current ZIN.TO Sharpe Ratio is 2.17, which is comparable to the QIF.NEO Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of ZIN.TO and QIF.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ZIN.TO vs. QIF.NEO - Drawdown Comparison

The maximum ZIN.TO drawdown since its inception was -44.01%, which is greater than QIF.NEO's maximum drawdown of -30.71%. Use the drawdown chart below to compare losses from any high point for ZIN.TO and QIF.NEO.


Loading charts...

Drawdown Indicators


ZIN.TOQIF.NEODifference

Max Drawdown

Largest peak-to-trough decline

-44.01%

-30.71%

-13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-4.67%

-3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-22.39%

-10.29%

-12.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-15.54%

-7.56%

Max Drawdown (10Y)

Largest decline over 10 years

-44.01%

Current Drawdown

Current decline from peak

-0.29%

-2.34%

+2.05%

Average Drawdown

Average peak-to-trough decline

-5.77%

-4.33%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

1.71%

+0.67%

Volatility

ZIN.TO vs. QIF.NEO - Volatility Comparison

BMO Equal Weight Industrials Index ETF (ZIN.TO) has a higher volatility of 4.41% compared to AGF Systematic Global Infrastructure ETF (QIF.NEO) at 2.29%. This indicates that ZIN.TO's price experiences larger fluctuations and is considered to be riskier than QIF.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZIN.TOQIF.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

2.29%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

7.76%

+4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

9.72%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

11.66%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

14.78%

+3.26%

ZIN.TO vs. QIF.NEO - Expense Ratio Comparison

ZIN.TO has a 0.61% expense ratio, which is higher than QIF.NEO's 0.45% expense ratio.


Dividends

ZIN.TO vs. QIF.NEO - Dividend Comparison

ZIN.TO's dividend yield for the trailing twelve months is around 0.87%, less than QIF.NEO's 5.14% yield.


PositionTTM20252024202320222021202020192018201720162015
QIF.NEO
AGF Systematic Global Infrastructure ETF
5.14%5.32%4.60%3.61%3.22%3.05%3.12%3.16%2.24%0.00%0.00%0.00%
ZIN.TO
BMO Equal Weight Industrials Index ETF
0.87%1.22%1.42%1.68%2.01%1.84%2.10%2.32%1.82%1.35%1.48%2.25%

Frequently Asked Questions


ZIN.TO and QIF.NEO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QIF.NEO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QIF.NEO is cheaper with a 0.45% expense ratio, compared with 0.61% for ZIN.TO.

They also come from different issuers: BMO and AGF. Their fees differ too: 0.61% for ZIN.TO and 0.45% for QIF.NEO.

Portfolio Optimizer

Find the right allocation for ZIN.TO and QIF.NEO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer