PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ZLI.TO vs. XDSR.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ZLI.TO vs. XDSR.TO

Last updated Apr 1, 2026

Compare and contrast key facts about BMO Low Volatility International Equity ETF (ZLI.TO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO).

ZLI.TO and XDSR.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZLI.TO is an actively managed fund by BMO. It was launched on Sep 2, 2015. XDSR.TO is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Apr 15, 2020.

Performance

ZLI.TO vs. XDSR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Low Volatility International Equity ETF (ZLI.TO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ZLI.TO vs. XDSR.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ZLI.TO
BMO Low Volatility International Equity ETF		2.60%12.93%11.92%9.08%-9.81%6.78%9.48%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		0.91%16.05%12.43%16.82%-14.11%10.05%161.23%

Returns By Period

In the year-to-date period, ZLI.TO achieves a 2.60% return, which is significantly higher than XDSR.TO's 0.91% return.

ZLI.TO

1D
1.81%
1M
-5.09%
YTD
2.60%
6M
1.49%
1Y
6.89%
3Y*
10.15%
5Y*
6.50%
10Y*
5.84%

XDSR.TO

1D
3.42%
1M
-6.84%
YTD
0.91%
6M
1.44%
1Y
13.16%
3Y*
12.35%
5Y*
7.37%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

BMO Low Volatility International Equity ETF

iShares ESG Advanced MSCI EAFE Index ETF

Often compared with ZLI.TO:
ZLI.TO vs. ZLB.TOZLI.TO vs. FLVI.NEOZLI.TO vs. TILV.TOZLI.TO vs. XBAL.TOZLI.TO vs. FCIL.NEOZLI.TO vs. VIDY.TOZLI.TO vs. XLU
Often compared with XDSR.TO:
XDSR.TO vs. XSEA.TOXDSR.TO vs. XSEM.TOXDSR.TO vs. XEN.TOXDSR.TO vs. XAW.TOXDSR.TO vs. IMTMXDSR.TO vs. XUSR.TOXDSR.TO vs. XEQT.TO

ZLI.TO vs. XDSR.TO - Expense Ratio Comparison

ZLI.TO has a 0.40% expense ratio, which is higher than XDSR.TO's 0.28% expense ratio.

ZLI.TO
BMO Low Volatility International Equity ETF
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF

Return for Risk

ZLI.TO vs. XDSR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ZLI.TO
ZLI.TO Risk / Return Rank: 3030
Overall Rank
ZLI.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ZLI.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
ZLI.TO Omega Ratio Rank: 2929
Omega Ratio Rank
ZLI.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
ZLI.TO Martin Ratio Rank: 2929
Martin Ratio Rank
XDSR.TO
XDSR.TO Risk / Return Rank: 4040
Overall Rank
XDSR.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDSR.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
XDSR.TO Omega Ratio Rank: 4040
Omega Ratio Rank
XDSR.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
XDSR.TO Martin Ratio Rank: 4040
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.

ZLI.TO vs. XDSR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Low Volatility International Equity ETF (ZLI.TO) and iShares ESG Advanced MSCI EAFE Index ETF (XDSR.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.

ZLI.TOXDSR.TODifference

Sharpe ratio

Return per unit of total volatility

0.58

0.73

-0.15

Sortino ratio

Return per unit of downside risk

0.87

1.16

-0.29

Omega ratio

Gain probability vs. loss probability

1.12

1.16

-0.04

Calmar ratio

Return relative to maximum drawdown

0.78

0.98

-0.20

Martin ratio

Return relative to average drawdown

2.50

3.69

-1.18

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZLI.TO vs. XDSR.TO - Sharpe Ratio Comparison

The current ZLI.TO Sharpe Ratio is 0.58, which is comparable to the XDSR.TO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ZLI.TO and XDSR.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

ZLI.TOXDSR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.73

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.51

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.52

-0.02

Correlation

The correlation between ZLI.TO and XDSR.TO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ZLI.TO vs. XDSR.TO - Dividend Comparison

ZLI.TO's dividend yield for the trailing twelve months is around 2.19%, more than XDSR.TO's 1.82% yield.

TTM20252024202320222021202020192018201720162015
ZLI.TO
BMO Low Volatility International Equity ETF		2.19%2.24%2.47%2.69%2.86%2.50%2.65%2.35%2.48%2.21%2.49%0.91%
XDSR.TO
iShares ESG Advanced MSCI EAFE Index ETF		1.82%1.84%1.94%1.94%2.27%1.45%0.77%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ZLI.TO vs. XDSR.TO - Drawdown Comparison

The maximum ZLI.TO drawdown since its inception was -24.67%, smaller than the maximum XDSR.TO drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for ZLI.TO and XDSR.TO.

Loading graphics...

Drawdown Indicators

ZLI.TOXDSR.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.67%

-29.13%

+4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-12.06%

+3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.67%

-29.13%

+4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-24.67%

—

—

Current Drawdown

Current decline from peak

-5.09%

-7.38%

+2.29%

Average Drawdown

Average peak-to-trough decline

-4.99%

-6.20%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

3.21%

-0.61%

Volatility

ZLI.TO vs. XDSR.TO - Volatility Comparison

The current volatility for BMO Low Volatility International Equity ETF (ZLI.TO) is 5.34%, while iShares ESG Advanced MSCI EAFE Index ETF (XDSR.TO) has a volatility of 8.24%. This indicates that ZLI.TO experiences smaller price fluctuations and is considered to be less risky than XDSR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

ZLI.TOXDSR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

8.24%

-2.90%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

11.39%

-3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

11.89%

18.08%

-6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.70%

14.55%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.39%

48.73%

-36.34%