ZLI.TO vs. XSEA.TO
Compare and contrast key facts about BMO Low Volatility International Equity ETF (ZLI.TO) and iShares ESG Aware MSCI EAFE Index ETF (XSEA.TO).
ZLI.TO and XSEA.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. XSEA.TO is a passively managed fund by iShares that tracks the performance of the Morningstar DM xNA GR CAD. It was launched on Mar 18, 2019.
Performance
ZLI.TO vs. XSEA.TO - Performance Comparison
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ZLI.TO vs. XSEA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZLI.TO BMO Low Volatility International Equity ETF | 2.60% | 12.93% | 11.92% | 9.08% | -9.81% | 6.78% | -0.89% | 3.05% |
XSEA.TO iShares ESG Aware MSCI EAFE Index ETF | 2.15% | 23.72% | 11.92% | 15.28% | -8.97% | 11.09% | 6.08% | 8.09% |
Returns By Period
In the year-to-date period, ZLI.TO achieves a 2.60% return, which is significantly higher than XSEA.TO's 2.15% 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%
XSEA.TO
- 1D
- 3.07%
- 1M
- -6.73%
- YTD
- 2.15%
- 6M
- 4.58%
- 1Y
- 17.44%
- 3Y*
- 14.70%
- 5Y*
- 9.73%
- 10Y*
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ZLI.TO vs. XSEA.TO - Expense Ratio Comparison
ZLI.TO has a 0.40% expense ratio, which is higher than XSEA.TO's 0.28% expense ratio.
Return for Risk
ZLI.TO vs. XSEA.TO — Risk / Return Rank
ZLI.TO
XSEA.TO
ZLI.TO vs. XSEA.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 Aware MSCI EAFE Index ETF (XSEA.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.TO | XSEA.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.02 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.50 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.39 | -0.61 |
Martin ratioReturn relative to average drawdown | 2.50 | 5.43 | -2.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZLI.TO | XSEA.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.02 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.63 | -0.02 |
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 | 0.57 | -0.06 |
Correlation
The correlation between ZLI.TO and XSEA.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. XSEA.TO - Dividend Comparison
ZLI.TO's dividend yield for the trailing twelve months is around 2.19%, less than XSEA.TO's 2.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSEA.TO iShares ESG Aware MSCI EAFE Index ETF | 2.38% | 2.43% | 2.90% | 2.64% | 2.35% | 2.12% | 1.40% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ZLI.TO vs. XSEA.TO - Drawdown Comparison
The maximum ZLI.TO drawdown since its inception was -24.67%, smaller than the maximum XSEA.TO drawdown of -28.64%. Use the drawdown chart below to compare losses from any high point for ZLI.TO and XSEA.TO.
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Drawdown Indicators
| ZLI.TO | XSEA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.67% | -28.64% | +3.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -11.99% | +3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.67% | -27.70% | +3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -24.67% | — | — |
Current DrawdownCurrent decline from peak | -5.09% | -7.19% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -6.03% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.07% | -0.47% |
Volatility
ZLI.TO vs. XSEA.TO - Volatility Comparison
The current volatility for BMO Low Volatility International Equity ETF (ZLI.TO) is 5.34%, while iShares ESG Aware MSCI EAFE Index ETF (XSEA.TO) has a volatility of 8.27%. This indicates that ZLI.TO experiences smaller price fluctuations and is considered to be less risky than XSEA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZLI.TO | XSEA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 8.27% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 11.08% | -3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 17.10% | -5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.70% | 15.47% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.39% | 16.86% | -4.47% |