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ZMI.TO vs. GBAL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZMI.TO vs. GBAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Monthly Income ETF (ZMI.TO) and iShares ESG Balanced ETF Portfolio (GBAL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ZMI.TO having a 9.88% return and GBAL.TO slightly higher at 9.95%.


ZMI.TO

1D
0.10%
1M
0.58%
YTD
9.88%
6M
6.29%
1Y
15.49%
3Y*
13.21%
5Y*
7.94%
10Y*
6.87%

GBAL.TO

1D
-0.06%
1M
1.63%
YTD
9.95%
6M
7.45%
1Y
17.75%
3Y*
16.67%
5Y*
9.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZMI.TO vs. GBAL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ZMI.TO
BMO Monthly Income ETF
9.88%8.04%13.60%9.17%-5.76%11.38%6.29%
GBAL.TO
iShares ESG Balanced ETF Portfolio
9.95%11.78%18.80%13.10%-10.88%11.31%6.10%

Correlation

The correlation between ZMI.TO and GBAL.TO is 0.68, 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

0.68

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

0.56

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

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.42

Over the past year, ZMI.TO and GBAL.TO have become more correlated (0.68) than their long-term average of 0.42, meaning their price movements have been converging.

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Return for Risk

ZMI.TO vs. GBAL.TO — Risk / Return Rank

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

ZMI.TO
ZMI.TO Risk / Return Rank: 7474
Overall Rank
ZMI.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ZMI.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
ZMI.TO Omega Ratio Rank: 8484
Omega Ratio Rank
ZMI.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
ZMI.TO Martin Ratio Rank: 6666
Martin Ratio Rank

GBAL.TO
GBAL.TO Risk / Return Rank: 6464
Overall Rank
GBAL.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GBAL.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
GBAL.TO Omega Ratio Rank: 6363
Omega Ratio Rank
GBAL.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
GBAL.TO Martin Ratio Rank: 6868
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.

ZMI.TO vs. GBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Monthly Income ETF (ZMI.TO) and iShares ESG Balanced ETF Portfolio (GBAL.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.


ZMI.TOGBAL.TODifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.44

1.34

+0.11

Calmar ratioReturn relative to maximum drawdown

3.27

2.78

+0.49

Martin ratioReturn relative to average drawdown

10.67

10.94

-0.27

ZMI.TO vs. GBAL.TO - Sharpe Ratio Comparison

The current ZMI.TO Sharpe Ratio is 2.16, which is comparable to the GBAL.TO Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of ZMI.TO and GBAL.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

ZMI.TO vs. GBAL.TO - Drawdown Comparison

The maximum ZMI.TO drawdown since its inception was -26.64%, which is greater than GBAL.TO's maximum drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for ZMI.TO and GBAL.TO.


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Drawdown Indicators


ZMI.TOGBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.64%

-20.01%

-6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-6.40%

+1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-8.80%

-10.24%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-12.68%

-20.01%

+7.33%

Max Drawdown (10Y)

Largest decline over 10 years

-26.64%

Current Drawdown

Current decline from peak

-0.05%

-1.13%

+1.08%

Average Drawdown

Average peak-to-trough decline

-2.08%

-4.90%

+2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

1.63%

-0.17%

Volatility

ZMI.TO vs. GBAL.TO - Volatility Comparison

The current volatility for BMO Monthly Income ETF (ZMI.TO) is 1.85%, while iShares ESG Balanced ETF Portfolio (GBAL.TO) has a volatility of 3.71%. This indicates that ZMI.TO experiences smaller price fluctuations and is considered to be less risky than GBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZMI.TOGBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

3.71%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

5.91%

8.49%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

7.22%

9.98%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

14.03%

-6.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.87%

14.57%

-5.70%

ZMI.TO vs. GBAL.TO - Expense Ratio Comparison

ZMI.TO has a 0.18% expense ratio, which is lower than GBAL.TO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ZMI.TO vs. GBAL.TO - Dividend Comparison

ZMI.TO's dividend yield for the trailing twelve months is around 3.97%, more than GBAL.TO's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
GBAL.TO
iShares ESG Balanced ETF Portfolio
1.70%1.84%1.83%2.40%1.85%1.44%0.96%0.00%0.00%0.00%0.00%0.00%
ZMI.TO
BMO Monthly Income ETF
3.97%4.67%4.82%5.09%4.63%3.82%4.34%4.37%4.72%4.18%4.01%4.01%

Frequently Asked Questions


ZMI.TO and GBAL.TO have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZMI.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZMI.TO is cheaper with a 0.18% expense ratio, compared with 0.25% for GBAL.TO.

They also come from different issuers: BMO and iShares. Their fees differ too: 0.18% for ZMI.TO and 0.25% for GBAL.TO.

Portfolio Optimizer

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