ZJG.TO vs. XETM.TO
Compare and contrast key facts about BMO Junior Gold Index ETF (ZJG.TO) and iShares S&P/TSX Energy Transition Materials Index ETF (XETM.TO).
ZJG.TO and XETM.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZJG.TO is a passively managed fund by BMO that tracks the performance of the Dow Jones North America Select Junior Gold Index. It was launched on Jan 19, 2010. XETM.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX Energy Transition Materials Index. It was launched on Sep 6, 2023. Both ZJG.TO and XETM.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ZJG.TO vs. XETM.TO - Performance Comparison
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ZJG.TO vs. XETM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ZJG.TO BMO Junior Gold Index ETF | 16.61% | 154.66% | 36.44% | 6.07% |
XETM.TO iShares S&P/TSX Energy Transition Materials Index ETF | 12.67% | 74.97% | 5.16% | -2.24% |
Returns By Period
In the year-to-date period, ZJG.TO achieves a 16.61% return, which is significantly higher than XETM.TO's 12.67% return.
ZJG.TO
- 1D
- 3.98%
- 1M
- -17.70%
- YTD
- 16.61%
- 6M
- 31.55%
- 1Y
- 130.78%
- 3Y*
- 55.41%
- 5Y*
- 32.73%
- 10Y*
- 21.07%
XETM.TO
- 1D
- 2.43%
- 1M
- -12.58%
- YTD
- 12.67%
- 6M
- 34.52%
- 1Y
- 91.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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ZJG.TO vs. XETM.TO - Expense Ratio Comparison
ZJG.TO has a 0.61% expense ratio, which is higher than XETM.TO's 0.59% expense ratio.
Return for Risk
ZJG.TO vs. XETM.TO — Risk / Return Rank
ZJG.TO
XETM.TO
ZJG.TO vs. XETM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Junior Gold Index ETF (ZJG.TO) and iShares S&P/TSX Energy Transition Materials Index ETF (XETM.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.
| ZJG.TO | XETM.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.87 | 2.10 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.95 | 2.69 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.46 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.99 | 3.37 | +0.62 |
Martin ratioReturn relative to average drawdown | 14.16 | 10.09 | +4.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZJG.TO | XETM.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.87 | 2.10 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.92 | -0.73 |
Correlation
The correlation between ZJG.TO and XETM.TO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ZJG.TO vs. XETM.TO - Dividend Comparison
ZJG.TO's dividend yield for the trailing twelve months is around 0.10%, less than XETM.TO's 0.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ZJG.TO BMO Junior Gold Index ETF | 0.10% | 0.12% | 0.68% | 0.90% | 0.83% | 0.36% |
XETM.TO iShares S&P/TSX Energy Transition Materials Index ETF | 0.59% | 0.66% | 0.69% | 0.48% | 0.00% | 0.00% |
Drawdowns
ZJG.TO vs. XETM.TO - Drawdown Comparison
The maximum ZJG.TO drawdown since its inception was -81.59%, which is greater than XETM.TO's maximum drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for ZJG.TO and XETM.TO.
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Drawdown Indicators
| ZJG.TO | XETM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.59% | -33.71% | -47.88% |
Max Drawdown (1Y)Largest decline over 1 year | -32.02% | -25.13% | -6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -41.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.58% | — | — |
Current DrawdownCurrent decline from peak | -17.70% | -13.05% | -4.65% |
Average DrawdownAverage peak-to-trough decline | -49.37% | -8.17% | -41.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.03% | 9.10% | -0.07% |
Volatility
ZJG.TO vs. XETM.TO - Volatility Comparison
BMO Junior Gold Index ETF (ZJG.TO) has a higher volatility of 17.74% compared to iShares S&P/TSX Energy Transition Materials Index ETF (XETM.TO) at 15.57%. This indicates that ZJG.TO's price experiences larger fluctuations and is considered to be riskier than XETM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZJG.TO | XETM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.74% | 15.57% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 39.30% | 31.12% | +8.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.80% | 43.89% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.72% | 34.71% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.48% | 34.71% | +3.77% |