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ZMMK.TO vs. UCSH-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZMMK.TO vs. UCSH-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Money Market Fund ETF Series (ZMMK.TO) and Global X USD High Interest Savings ETF (UCSH-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZMMK.TO is traded in CAD, while UCSH-U.TO is traded in USD. To make them comparable, the UCSH-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZMMK.TO achieves a 1.25% return, which is significantly lower than UCSH-U.TO's 4.35% return.


ZMMK.TO

1D
0.00%
1M
0.20%
6M
1.15%
YTD
1.25%
1Y
2.45%
3Y*
3.77%
5Y*
10Y*

UCSH-U.TO

1D
-0.06%
1M
0.63%
6M
2.86%
YTD
4.35%
1Y
6.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZMMK.TO vs. UCSH-U.TO - Yearly Performance Comparison


2026 (YTD)20252024
ZMMK.TO
BMO Money Market Fund ETF Series
1.25%2.77%4.56%
UCSH-U.TO
Global X USD High Interest Savings ETF
4.35%-0.59%11.69%

Correlation

The correlation between ZMMK.TO and UCSH-U.TO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2024

0.04

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Return for Risk

ZMMK.TO vs. UCSH-U.TO — Risk / Return Rank

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

ZMMK.TO
ZMMK.TO Risk / Return Rank: 9999
Overall Rank
ZMMK.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ZMMK.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
ZMMK.TO Omega Ratio Rank: 9999
Omega Ratio Rank
ZMMK.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
ZMMK.TO Martin Ratio Rank: 100100
Martin Ratio Rank

UCSH-U.TO
UCSH-U.TO Risk / Return Rank: 100100
Overall Rank
UCSH-U.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
UCSH-U.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
UCSH-U.TO Omega Ratio Rank: 100100
Omega Ratio Rank
UCSH-U.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
UCSH-U.TO Martin Ratio Rank: 100100
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.

ZMMK.TO vs. UCSH-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Money Market Fund ETF Series (ZMMK.TO) and Global X USD High Interest Savings ETF (UCSH-U.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.


ZMMK.TOUCSH-U.TODifference
Sharpe ratioReturn per unit of total volatility

+7.62

Sortino ratioReturn per unit of downside risk

+20.15

Omega ratioGain probability vs. loss probability

5.32

1.26

+4.06

Calmar ratioReturn relative to maximum drawdown

61.40

1.63

+59.77

Martin ratioReturn relative to average drawdown

349.38

4.44

+344.94

ZMMK.TO vs. UCSH-U.TO - Sharpe Ratio Comparison

The current ZMMK.TO Sharpe Ratio is 9.02, which is higher than the UCSH-U.TO Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of ZMMK.TO and UCSH-U.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

ZMMK.TO vs. UCSH-U.TO - Drawdown Comparison

The maximum ZMMK.TO drawdown since its inception was -0.16%, smaller than the maximum UCSH-U.TO drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for ZMMK.TO and UCSH-U.TO.


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Drawdown Indicators


ZMMK.TOUCSH-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.16%

-6.35%

+6.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-3.77%

+3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-0.08%

Current Drawdown

Current decline from peak

0.00%

-1.17%

+1.17%

Average Drawdown

Average peak-to-trough decline

-0.00%

-1.97%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.38%

-1.37%

Volatility

ZMMK.TO vs. UCSH-U.TO - Volatility Comparison

The current volatility for BMO Money Market Fund ETF Series (ZMMK.TO) is 0.06%, while Global X USD High Interest Savings ETF (UCSH-U.TO) has a volatility of 1.30%. This indicates that ZMMK.TO experiences smaller price fluctuations and is considered to be less risky than UCSH-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZMMK.TOUCSH-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

1.30%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

0.17%

3.30%

-3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

4.38%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.34%

5.32%

-4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.34%

5.32%

-4.98%

Dividends

ZMMK.TO vs. UCSH-U.TO - Dividend Comparison

ZMMK.TO's dividend yield for the trailing twelve months is around 2.46%, less than UCSH-U.TO's 3.65% yield.


PositionTTM20252024202320222021
UCSH-U.TO
Global X USD High Interest Savings ETF
3.65%4.04%4.71%0.00%0.00%0.00%
ZMMK.TO
BMO Money Market Fund ETF Series
2.46%3.02%4.66%4.98%1.95%0.04%

Frequently Asked Questions


ZMMK.TO and UCSH-U.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: BMO and Global X.

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