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ZLB.TO vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZLB.TO vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Low Volatility Canadian Equity ETF (ZLB.TO) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZLB.TO is traded in CAD, while IYW is traded in USD. To make them comparable, the IYW values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZLB.TO achieves a 5.69% return, which is significantly lower than IYW's 25.27% return. Over the past 10 years, ZLB.TO has underperformed IYW with an annualized return of 10.66%, while IYW has yielded a comparatively higher 26.73% annualized return.


ZLB.TO

1D
0.11%
1M
4.51%
YTD
5.69%
6M
2.84%
1Y
13.21%
3Y*
15.21%
5Y*
11.24%
10Y*
10.66%

IYW

1D
0.90%
1M
3.88%
YTD
25.27%
6M
25.29%
1Y
51.42%
3Y*
34.09%
5Y*
24.77%
10Y*
26.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZLB.TO vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZLB.TO
BMO Low Volatility Canadian Equity ETF
5.69%20.40%15.31%9.41%-0.35%22.93%1.51%21.92%-2.76%11.11%
IYW
iShares U.S. Technology ETF
25.27%19.66%41.28%61.50%-30.70%35.37%43.95%40.60%7.40%27.35%

Correlation

The correlation between ZLB.TO and IYW is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.26

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

0.36

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

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2011

0.42

Over the past year, the correlation between ZLB.TO and IYW has dropped to 0.13 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

ZLB.TO vs. IYW — Risk / Return Rank

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

ZLB.TO
ZLB.TO Risk / Return Rank: 4848
Overall Rank
ZLB.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ZLB.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
ZLB.TO Omega Ratio Rank: 4949
Omega Ratio Rank
ZLB.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
ZLB.TO Martin Ratio Rank: 4848
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 6969
Overall Rank
IYW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 7373
Sortino Ratio Rank
IYW Omega Ratio Rank: 7474
Omega Ratio Rank
IYW Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
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.

ZLB.TO vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Low Volatility Canadian Equity ETF (ZLB.TO) and iShares U.S. Technology ETF (IYW). 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.


ZLB.TOIYWDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.27

1.39

-0.12

Calmar ratioReturn relative to maximum drawdown

2.34

2.86

-0.53

Martin ratioReturn relative to average drawdown

6.85

8.41

-1.56

ZLB.TO vs. IYW - Sharpe Ratio Comparison

The current ZLB.TO Sharpe Ratio is 1.44, which is lower than the IYW Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of ZLB.TO and IYW, 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

ZLB.TO vs. IYW - Drawdown Comparison

The maximum ZLB.TO drawdown since its inception was -33.96%, smaller than the maximum IYW drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for ZLB.TO and IYW.


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Drawdown Indicators


ZLB.TOIYWDifference

Max Drawdown

Largest peak-to-trough decline

-33.96%

-42.37%

+8.41%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-18.04%

+12.37%

Max Drawdown (3Y)

Largest decline over 3 years

-8.01%

-27.02%

+19.01%

Max Drawdown (5Y)

Largest decline over 5 years

-13.00%

-35.52%

+22.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.96%

-35.52%

+1.56%

Current Drawdown

Current decline from peak

0.00%

-4.81%

+4.81%

Average Drawdown

Average peak-to-trough decline

-2.49%

-8.86%

+6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

6.14%

-4.21%

Volatility

ZLB.TO vs. IYW - Volatility Comparison

The current volatility for BMO Low Volatility Canadian Equity ETF (ZLB.TO) is 2.63%, while iShares U.S. Technology ETF (IYW) has a volatility of 9.45%. This indicates that ZLB.TO experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZLB.TOIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

9.45%

-6.82%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

17.83%

-10.23%

Volatility (1Y)

Calculated over the trailing 1-year period

9.26%

21.57%

-12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.62%

26.74%

-17.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.22%

26.08%

-13.86%

ZLB.TO vs. IYW - Expense Ratio Comparison

ZLB.TO has a 0.39% expense ratio, which is higher than IYW's 0.38% expense ratio.


Dividends

ZLB.TO vs. IYW - Dividend Comparison

ZLB.TO's dividend yield for the trailing twelve months is around 1.88%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
ZLB.TO
BMO Low Volatility Canadian Equity ETF
1.88%1.99%2.37%2.67%2.66%2.39%2.83%2.44%2.76%2.55%2.94%2.34%

Frequently Asked Questions


ZLB.TO and IYW have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IYW is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IYW is cheaper with a 0.38% expense ratio, compared with 0.39% for ZLB.TO.

ZLB.TO is categorized as Canada Equities, while IYW is Technology Equities. They also come from different issuers: BMO and iShares. Their fees differ too: 0.39% for ZLB.TO and 0.38% for IYW.

Portfolio Optimizer

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