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ZLH.TO vs. ZDY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZLH.TO vs. ZDY.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 BMO US Dividend ETF (CAD) (ZDY.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, ZLH.TO achieves a 9.49% return, which is significantly lower than ZDY.TO's 18.83% return. Over the past 10 years, ZLH.TO has underperformed ZDY.TO with an annualized return of 7.51%, while ZDY.TO has yielded a comparatively higher 10.34% annualized return.


ZLH.TO

1D
-0.10%
1M
1.61%
YTD
9.49%
6M
8.95%
1Y
10.17%
3Y*
9.04%
5Y*
7.12%
10Y*
7.51%

ZDY.TO

1D
-0.08%
1M
1.78%
YTD
18.83%
6M
18.12%
1Y
17.66%
3Y*
16.00%
5Y*
12.12%
10Y*
10.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZLH.TO vs. ZDY.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZLH.TO
BMO Low Volatility US Equity Hedged to CAD ETF
9.49%5.90%10.95%-2.11%0.20%22.07%2.34%25.20%-1.85%11.93%
ZDY.TO
BMO US Dividend ETF (CAD)
18.83%-0.87%26.24%4.58%1.64%22.92%-5.18%16.94%3.23%6.74%

Correlation

The correlation between ZLH.TO and ZDY.TO is 0.51, 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

0.51

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

0.53

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

0.51

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

0.52

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2016

0.51

The correlation between ZLH.TO and ZDY.TO has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.

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Return for Risk

ZLH.TO vs. ZDY.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: 3131
Omega Ratio Rank
ZLH.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
ZLH.TO Martin Ratio Rank: 2727
Martin Ratio Rank

ZDY.TO
ZDY.TO Risk / Return Rank: 3939
Overall Rank
ZDY.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ZDY.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
ZDY.TO Omega Ratio Rank: 5050
Omega Ratio Rank
ZDY.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
ZDY.TO Martin Ratio Rank: 3030
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. ZDY.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 BMO US Dividend ETF (CAD) (ZDY.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.TOZDY.TODifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.19

1.28

-0.08

Calmar ratioReturn relative to maximum drawdown

1.39

1.54

-0.15

Martin ratioReturn relative to average drawdown

3.38

3.94

-0.57

ZLH.TO vs. ZDY.TO - Sharpe Ratio Comparison

The current ZLH.TO Sharpe Ratio is 0.98, which is comparable to the ZDY.TO Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of ZLH.TO and ZDY.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. ZDY.TO - Drawdown Comparison

The maximum ZLH.TO drawdown since its inception was -33.34%, roughly equal to the maximum ZDY.TO drawdown of -32.99%. Use the drawdown chart below to compare losses from any high point for ZLH.TO and ZDY.TO.


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Drawdown Indicators


ZLH.TOZDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.34%

-32.99%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-11.53%

+4.18%

Max Drawdown (3Y)

Largest decline over 3 years

-10.17%

-15.33%

+5.16%

Max Drawdown (5Y)

Largest decline over 5 years

-14.66%

-15.33%

+0.67%

Max Drawdown (10Y)

Largest decline over 10 years

-33.34%

-32.99%

-0.35%

Current Drawdown

Current decline from peak

-1.60%

-0.23%

-1.37%

Average Drawdown

Average peak-to-trough decline

-3.91%

-3.41%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

4.49%

-1.47%

Volatility

ZLH.TO vs. ZDY.TO - Volatility Comparison

BMO Low Volatility US Equity Hedged to CAD ETF (ZLH.TO) and BMO US Dividend ETF (CAD) (ZDY.TO) have volatilities of 3.30% and 3.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZLH.TOZDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

3.44%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

8.63%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.39%

12.90%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.21%

12.43%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.81%

15.28%

-1.47%

ZLH.TO vs. ZDY.TO - Expense Ratio Comparison

Both ZLH.TO and ZDY.TO have an expense ratio of 0.30%.


Dividends

ZLH.TO vs. ZDY.TO - Dividend Comparison

ZLH.TO's dividend yield for the trailing twelve months is around 1.73%, more than ZDY.TO's 1.49% yield.


PositionTTM20252024202320222021202020192018201720162015
ZDY.TO
BMO US Dividend ETF (CAD)
1.49%1.80%1.97%2.43%2.48%2.33%3.65%3.02%2.80%2.63%2.46%2.54%
ZLH.TO
BMO Low Volatility US Equity Hedged to CAD ETF
1.73%1.92%2.25%2.45%2.12%1.84%1.95%1.55%2.00%1.93%2.02%0.00%

Frequently Asked Questions


ZLH.TO and ZDY.TO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ZLH.TO and ZDY.TO have the same expense ratio: 0.30% per year.

ZLH.TO is categorized as Large Cap Blend Equities, while ZDY.TO is Dividend.

Portfolio Optimizer

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