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ZLE.TO vs. CWO.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZLE.TO vs. CWO.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Low Volatility Emerging Markets Equity ETF (ZLE.TO) and iShares Emerging Markets Fundamental Index ETF (CWO.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZLE.TO achieves a 34.50% return, which is significantly higher than CWO.NEO's 11.04% return. Over the past 10 years, ZLE.TO has underperformed CWO.NEO with an annualized return of 6.17%, while CWO.NEO has yielded a comparatively higher 10.45% annualized return.


ZLE.TO

1D
1.49%
1M
6.37%
YTD
34.50%
6M
31.59%
1Y
47.27%
3Y*
24.48%
5Y*
10.16%
10Y*
6.17%

CWO.NEO

1D
0.36%
1M
-0.36%
YTD
11.04%
6M
11.02%
1Y
27.50%
3Y*
21.56%
5Y*
11.09%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZLE.TO vs. CWO.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZLE.TO
BMO Low Volatility Emerging Markets Equity ETF
34.50%18.71%15.26%6.15%-11.98%-6.43%-1.08%11.00%-7.15%14.79%
CWO.NEO
iShares Emerging Markets Fundamental Index ETF
11.04%26.34%22.33%9.56%-9.03%7.13%-3.12%10.86%-0.29%17.16%

Correlation

The correlation between ZLE.TO and CWO.NEO is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.44

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

0.38

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

0.39

Correlation (All Time)
Calculated using the full available price history since May 17, 2016

0.39

The correlation between ZLE.TO and CWO.NEO shifts across timeframes, from 0.38 (5 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ZLE.TO vs. CWO.NEO — Risk / Return Rank

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

ZLE.TO
ZLE.TO Risk / Return Rank: 9292
Overall Rank
ZLE.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ZLE.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
ZLE.TO Omega Ratio Rank: 9393
Omega Ratio Rank
ZLE.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
ZLE.TO Martin Ratio Rank: 9191
Martin Ratio Rank

CWO.NEO
CWO.NEO Risk / Return Rank: 6060
Overall Rank
CWO.NEO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CWO.NEO Sortino Ratio Rank: 5757
Sortino Ratio Rank
CWO.NEO Omega Ratio Rank: 6464
Omega Ratio Rank
CWO.NEO Calmar Ratio Rank: 6060
Calmar Ratio Rank
CWO.NEO Martin Ratio Rank: 6161
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.

ZLE.TO vs. CWO.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Low Volatility Emerging Markets Equity ETF (ZLE.TO) and iShares Emerging Markets Fundamental Index ETF (CWO.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.


ZLE.TOCWO.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.54

1.33

+0.21

Calmar ratioReturn relative to maximum drawdown

5.83

2.55

+3.28

Martin ratioReturn relative to average drawdown

18.60

9.18

+9.42

ZLE.TO vs. CWO.NEO - Sharpe Ratio Comparison

The current ZLE.TO Sharpe Ratio is 2.87, which is higher than the CWO.NEO Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ZLE.TO and CWO.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.


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Drawdowns

ZLE.TO vs. CWO.NEO - Drawdown Comparison

The maximum ZLE.TO drawdown since its inception was -31.71%, roughly equal to the maximum CWO.NEO drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for ZLE.TO and CWO.NEO.


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Drawdown Indicators


ZLE.TOCWO.NEODifference

Max Drawdown

Largest peak-to-trough decline

-31.71%

-31.99%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-10.90%

+2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-10.91%

-17.12%

+6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-24.80%

-0.94%

Max Drawdown (10Y)

Largest decline over 10 years

-31.71%

-31.97%

+0.26%

Current Drawdown

Current decline from peak

-2.34%

-3.82%

+1.48%

Average Drawdown

Average peak-to-trough decline

-9.40%

-10.26%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.01%

-0.46%

Volatility

ZLE.TO vs. CWO.NEO - Volatility Comparison

BMO Low Volatility Emerging Markets Equity ETF (ZLE.TO) has a higher volatility of 8.77% compared to iShares Emerging Markets Fundamental Index ETF (CWO.NEO) at 6.80%. This indicates that ZLE.TO's price experiences larger fluctuations and is considered to be riskier than CWO.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZLE.TOCWO.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

6.80%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

13.73%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

16.35%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

16.87%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.42%

17.46%

-3.04%

ZLE.TO vs. CWO.NEO - Expense Ratio Comparison

ZLE.TO has a 0.45% expense ratio, which is lower than CWO.NEO's 0.73% expense ratio.


Dividends

ZLE.TO vs. CWO.NEO - Dividend Comparison

ZLE.TO's dividend yield for the trailing twelve months is around 2.33%, less than CWO.NEO's 2.68% yield.


PositionTTM20252024202320222021202020192018201720162015
CWO.NEO
iShares Emerging Markets Fundamental Index ETF
2.68%2.79%3.50%4.14%5.03%4.61%2.64%3.01%3.22%2.60%2.57%3.23%
ZLE.TO
BMO Low Volatility Emerging Markets Equity ETF
2.33%3.13%3.61%3.54%3.62%2.21%2.11%1.82%2.13%1.39%0.76%0.00%

Frequently Asked Questions


ZLE.TO and CWO.NEO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ZLE.TO is cheaper with a 0.45% expense ratio, compared with 0.73% for CWO.NEO.

They also come from different issuers: BMO and iShares. Their fees differ too: 0.45% for ZLE.TO and 0.73% for CWO.NEO.

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