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ZLU.TO vs. ZID.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZLU.TO vs. ZID.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Low Volatility US Equity ETF (CAD) (ZLU.TO) and BMO MSCI India ESG Leaders Index ETF (ZID.TO). The values are adjusted to include any dividend payments, if applicable.

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ZLU.TO vs. ZID.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZLU.TO
BMO Low Volatility US Equity ETF (CAD)
7.06%1.95%21.52%-3.36%7.85%20.62%1.98%20.39%8.31%4.98%
ZID.TO
BMO MSCI India ESG Leaders Index ETF
-18.10%-0.67%19.13%11.89%-4.71%25.55%15.79%7.37%8.20%34.21%

Returns By Period

In the year-to-date period, ZLU.TO achieves a 7.06% return, which is significantly higher than ZID.TO's -18.10% return. Both investments have delivered pretty close results over the past 10 years, with ZLU.TO having a 9.18% annualized return and ZID.TO not far ahead at 9.30%.


ZLU.TO

1D
0.93%
1M
-3.57%
YTD
7.06%
6M
0.48%
1Y
0.80%
3Y*
9.14%
5Y*
10.02%
10Y*
9.18%

ZID.TO

1D
2.16%
1M
-11.36%
YTD
-18.10%
6M
-15.40%
1Y
-16.03%
3Y*
4.42%
5Y*
3.47%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZLU.TO vs. ZID.TO - Expense Ratio Comparison

ZLU.TO has a 0.33% expense ratio, which is lower than ZID.TO's 0.67% expense ratio.


Return for Risk

ZLU.TO vs. ZID.TO — Risk / Return Rank

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

ZLU.TO
ZLU.TO Risk / Return Rank: 1515
Overall Rank
ZLU.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ZLU.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
ZLU.TO Omega Ratio Rank: 1313
Omega Ratio Rank
ZLU.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
ZLU.TO Martin Ratio Rank: 1616
Martin Ratio Rank

ZID.TO
ZID.TO Risk / Return Rank: 11
Overall Rank
ZID.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ZID.TO Sortino Ratio Rank: 11
Sortino Ratio Rank
ZID.TO Omega Ratio Rank: 11
Omega Ratio Rank
ZID.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
ZID.TO Martin Ratio Rank: 00
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.

ZLU.TO vs. ZID.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Low Volatility US Equity ETF (CAD) (ZLU.TO) and BMO MSCI India ESG Leaders Index ETF (ZID.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.


ZLU.TOZID.TODifference

Sharpe ratio

Return per unit of total volatility

0.06

-0.94

+1.00

Sortino ratio

Return per unit of downside risk

0.16

-1.31

+1.47

Omega ratio

Gain probability vs. loss probability

1.02

0.85

+0.17

Calmar ratio

Return relative to maximum drawdown

0.28

-0.64

+0.92

Martin ratio

Return relative to average drawdown

0.54

-1.99

+2.53

ZLU.TO vs. ZID.TO - Sharpe Ratio Comparison

The current ZLU.TO Sharpe Ratio is 0.06, which is higher than the ZID.TO Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of ZLU.TO and ZID.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.


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Sharpe Ratios by Period


ZLU.TOZID.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

-0.94

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.22

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.47

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.35

+0.62

Correlation

The correlation between ZLU.TO and ZID.TO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ZLU.TO vs. ZID.TO - Dividend Comparison

ZLU.TO's dividend yield for the trailing twelve months is around 1.77%, more than ZID.TO's 0.84% yield.


TTM20252024202320222021202020192018201720162015
ZLU.TO
BMO Low Volatility US Equity ETF (CAD)
1.77%1.89%1.89%2.29%1.87%1.69%1.75%1.51%1.81%1.91%2.26%1.73%
ZID.TO
BMO MSCI India ESG Leaders Index ETF
0.84%0.69%0.28%1.18%0.29%1.24%0.11%0.11%0.74%0.38%1.15%0.64%

Drawdowns

ZLU.TO vs. ZID.TO - Drawdown Comparison

The maximum ZLU.TO drawdown since its inception was -25.49%, smaller than the maximum ZID.TO drawdown of -45.18%. Use the drawdown chart below to compare losses from any high point for ZLU.TO and ZID.TO.


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Drawdown Indicators


ZLU.TOZID.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.49%

-45.18%

+19.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.43%

-24.35%

+15.92%

Max Drawdown (5Y)

Largest decline over 5 years

-10.40%

-27.08%

+16.68%

Max Drawdown (10Y)

Largest decline over 10 years

-25.49%

-45.18%

+19.69%

Current Drawdown

Current decline from peak

-4.12%

-25.50%

+21.38%

Average Drawdown

Average peak-to-trough decline

-3.10%

-11.19%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

7.82%

-3.12%

Volatility

ZLU.TO vs. ZID.TO - Volatility Comparison

The current volatility for BMO Low Volatility US Equity ETF (CAD) (ZLU.TO) is 3.44%, while BMO MSCI India ESG Leaders Index ETF (ZID.TO) has a volatility of 7.38%. This indicates that ZLU.TO experiences smaller price fluctuations and is considered to be less risky than ZID.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZLU.TOZID.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

7.38%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

12.46%

-4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

17.12%

-4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.37%

15.91%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

19.78%

-5.86%