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ZLH.TO vs. XUU-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZLH.TO vs. XUU-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Low Volatility US Equity Hedged to CAD ETF (ZLH.TO) and iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ZLH.TO achieves a 9.24% return, which is significantly lower than XUU-U.TO's 13.00% return.


ZLH.TO

1D
1.38%
1M
0.91%
6M
6.33%
YTD
9.24%
1Y
9.74%
3Y*
8.69%
5Y*
6.51%
10Y*
7.35%

XUU-U.TO

1D
-0.53%
1M
1.28%
6M
9.53%
YTD
13.00%
1Y
22.76%
3Y*
21.32%
5Y*
14.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZLH.TO vs. XUU-U.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZLH.TO
BMO Low Volatility US Equity Hedged to CAD ETF
9.24%5.90%10.95%-2.11%0.20%22.07%2.34%2.17%
XUU-U.TO
iShares Core S&P U.S. Total Market Index ETF
13.00%11.40%33.28%23.90%-15.09%28.35%16.34%6.82%

Correlation

The correlation between ZLH.TO and XUU-U.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.11

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

0.15

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

0.13

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Return for Risk

ZLH.TO vs. XUU-U.TO — Risk / Return Rank

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

ZLH.TO
ZLH.TO Risk / Return Rank: 2929
Overall Rank
ZLH.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ZLH.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
ZLH.TO Omega Ratio Rank: 3030
Omega Ratio Rank
ZLH.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
ZLH.TO Martin Ratio Rank: 2828
Martin Ratio Rank

XUU-U.TO
XUU-U.TO Risk / Return Rank: 6363
Overall Rank
XUU-U.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XUU-U.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
XUU-U.TO Omega Ratio Rank: 6969
Omega Ratio Rank
XUU-U.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
XUU-U.TO Martin Ratio Rank: 7171
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.

ZLH.TO vs. XUU-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Low Volatility US Equity Hedged to CAD ETF (ZLH.TO) and iShares Core S&P U.S. Total Market Index ETF (XUU-U.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.


ZLH.TOXUU-U.TODifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.17

1.33

-0.16

Calmar ratioReturn relative to maximum drawdown

1.33

2.54

-1.21

Martin ratioReturn relative to average drawdown

3.22

9.59

-6.38

ZLH.TO vs. XUU-U.TO - Sharpe Ratio Comparison

The current ZLH.TO Sharpe Ratio is 0.90, which is lower than the XUU-U.TO Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of ZLH.TO and XUU-U.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

ZLH.TO vs. XUU-U.TO - Drawdown Comparison

The maximum ZLH.TO drawdown since its inception was -33.34%, which is greater than XUU-U.TO's maximum drawdown of -24.00%. Use the drawdown chart below to compare losses from any high point for ZLH.TO and XUU-U.TO.


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Drawdown Indicators


ZLH.TOXUU-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.34%

-24.00%

-9.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-9.04%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-10.17%

-20.43%

+10.26%

Max Drawdown (5Y)

Largest decline over 5 years

-14.66%

-22.44%

+7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.34%

Current Drawdown

Current decline from peak

-1.98%

-2.08%

+0.10%

Average Drawdown

Average peak-to-trough decline

-3.90%

-4.80%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.38%

+0.65%

Volatility

ZLH.TO vs. XUU-U.TO - Volatility Comparison

BMO Low Volatility US Equity Hedged to CAD ETF (ZLH.TO) has a higher volatility of 4.67% compared to iShares Core S&P U.S. Total Market Index ETF (XUU-U.TO) at 3.30%. This indicates that ZLH.TO's price experiences larger fluctuations and is considered to be riskier than XUU-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZLH.TOXUU-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

3.30%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

10.50%

-2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

13.01%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

17.25%

-4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.84%

17.97%

-4.13%

ZLH.TO vs. XUU-U.TO - Expense Ratio Comparison

ZLH.TO has a 0.30% expense ratio, which is higher than XUU-U.TO's 0.08% expense ratio.


Dividends

ZLH.TO vs. XUU-U.TO - Dividend Comparison

ZLH.TO's dividend yield for the trailing twelve months is around 1.74%, more than XUU-U.TO's 1.05% yield.


PositionTTM2025202420232022202120202019201820172016
XUU-U.TO
iShares Core S&P U.S. Total Market Index ETF
1.05%1.15%1.05%1.14%1.32%0.97%1.21%0.00%0.00%0.00%0.00%
ZLH.TO
BMO Low Volatility US Equity Hedged to CAD ETF
1.74%1.92%2.25%2.45%2.12%1.84%1.95%1.55%2.00%1.93%2.02%

Frequently Asked Questions


ZLH.TO and XUU-U.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUU-U.TO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUU-U.TO is cheaper with a 0.08% expense ratio, compared with 0.30% for ZLH.TO.

They also come from different issuers: BMO and iShares. Their fees differ too: 0.30% for ZLH.TO and 0.08% for XUU-U.TO.

Portfolio Optimizer

Find the right allocation for ZLH.TO and XUU-U.TO

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