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ZLE.TO vs. XSEM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZLE.TO vs. XSEM.TO - 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 ESG Aware MSCI Emerging Markets Index ETF (XSEM.TO). 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 XSEM.TO's 26.64% 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%

XSEM.TO

1D
1.35%
1M
3.63%
YTD
26.64%
6M
25.90%
1Y
44.41%
3Y*
24.23%
5Y*
8.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZLE.TO vs. XSEM.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZLE.TO
BMO Low Volatility Emerging Markets Equity ETF
34.50%18.71%15.26%6.15%-11.98%-6.43%-1.08%1.77%
XSEM.TO
iShares ESG Aware MSCI Emerging Markets Index ETF
26.64%27.51%14.79%7.01%-17.30%-3.60%15.64%5.18%

Correlation

The correlation between ZLE.TO and XSEM.TO is 0.64, 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

0.64

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

0.53

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2019

0.42

Over the past year, ZLE.TO and XSEM.TO have become more correlated (0.64) than their long-term average of 0.42, meaning their price movements have been converging.

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Return for Risk

ZLE.TO vs. XSEM.TO — 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

XSEM.TO
XSEM.TO Risk / Return Rank: 7575
Overall Rank
XSEM.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XSEM.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
XSEM.TO Omega Ratio Rank: 7676
Omega Ratio Rank
XSEM.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
XSEM.TO Martin Ratio Rank: 7777
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. XSEM.TO - 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 ESG Aware MSCI Emerging Markets Index ETF (XSEM.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.

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.TOXSEM.TODifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.54

1.38

+0.16

Calmar ratioReturn relative to maximum drawdown

5.83

3.63

+2.20

Martin ratioReturn relative to average drawdown

18.60

12.39

+6.21

ZLE.TO vs. XSEM.TO - Sharpe Ratio Comparison

The current ZLE.TO Sharpe Ratio is 2.87, which is higher than the XSEM.TO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of ZLE.TO and XSEM.TO, 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. XSEM.TO - Drawdown Comparison

The maximum ZLE.TO drawdown since its inception was -31.71%, smaller than the maximum XSEM.TO drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for ZLE.TO and XSEM.TO.


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Drawdown Indicators


ZLE.TOXSEM.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.71%

-37.09%

+5.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-12.30%

+4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-10.91%

-15.18%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-32.59%

+6.85%

Max Drawdown (10Y)

Largest decline over 10 years

-31.71%

Current Drawdown

Current decline from peak

-2.34%

-3.35%

+1.01%

Average Drawdown

Average peak-to-trough decline

-9.40%

-13.11%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.60%

-1.05%

Volatility

ZLE.TO vs. XSEM.TO - Volatility Comparison

The current volatility for BMO Low Volatility Emerging Markets Equity ETF (ZLE.TO) is 8.77%, while iShares ESG Aware MSCI Emerging Markets Index ETF (XSEM.TO) has a volatility of 11.58%. This indicates that ZLE.TO experiences smaller price fluctuations and is considered to be less risky than XSEM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZLE.TOXSEM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

11.58%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

20.09%

-5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

22.17%

-5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

17.76%

-4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.42%

18.65%

-4.23%

ZLE.TO vs. XSEM.TO - Expense Ratio Comparison

ZLE.TO has a 0.45% expense ratio, which is higher than XSEM.TO's 0.32% expense ratio.


Dividends

ZLE.TO vs. XSEM.TO - Dividend Comparison

ZLE.TO's dividend yield for the trailing twelve months is around 2.33%, more than XSEM.TO's 1.48% yield.


PositionTTM2025202420232022202120202019201820172016
XSEM.TO
iShares ESG Aware MSCI Emerging Markets Index ETF
1.48%1.78%2.08%1.10%2.25%2.45%1.14%2.41%0.00%0.00%0.00%
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%

Frequently Asked Questions


ZLE.TO and XSEM.TO have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSEM.TO is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSEM.TO is cheaper with a 0.32% expense ratio, compared with 0.45% for ZLE.TO.

They also come from different issuers: BMO and iShares. Their fees differ too: 0.45% for ZLE.TO and 0.32% for XSEM.TO.

Portfolio Optimizer

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

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