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ZMT.TO vs. DXMO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZMT.TO vs. DXMO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO S&P/TSX Equal Weight Global Base Metals (CAD Hedged) (ZMT.TO) and Dynamic Active Mining Opportunities ETF (DXMO.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZMT.TO achieves a 24.75% return, which is significantly higher than DXMO.TO's 4.35% return.


ZMT.TO

1D
-3.72%
1M
-1.01%
YTD
24.75%
6M
23.80%
1Y
85.17%
3Y*
35.09%
5Y*
19.61%
10Y*
15.85%

DXMO.TO

1D
-4.50%
1M
-0.55%
YTD
4.35%
6M
2.59%
1Y
56.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZMT.TO vs. DXMO.TO - Yearly Performance Comparison


2026 (YTD)20252024
ZMT.TO
BMO S&P/TSX Equal Weight Global Base Metals (CAD Hedged)
24.75%63.17%-6.05%
DXMO.TO
Dynamic Active Mining Opportunities ETF
4.35%86.60%-9.21%

Correlation

The correlation between ZMT.TO and DXMO.TO is 0.70, 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

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2024

0.54

The correlation between ZMT.TO and DXMO.TO shifts across timeframes, from 0.54 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ZMT.TO vs. DXMO.TO — Risk / Return Rank

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

ZMT.TO
ZMT.TO Risk / Return Rank: 6565
Overall Rank
ZMT.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ZMT.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
ZMT.TO Omega Ratio Rank: 5959
Omega Ratio Rank
ZMT.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
ZMT.TO Martin Ratio Rank: 6363
Martin Ratio Rank

DXMO.TO
DXMO.TO Risk / Return Rank: 4646
Overall Rank
DXMO.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DXMO.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
DXMO.TO Omega Ratio Rank: 4545
Omega Ratio Rank
DXMO.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
DXMO.TO Martin Ratio Rank: 4343
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.

ZMT.TO vs. DXMO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO S&P/TSX Equal Weight Global Base Metals (CAD Hedged) (ZMT.TO) and Dynamic Active Mining Opportunities ETF (DXMO.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.


ZMT.TODXMO.TODifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

3.60

2.30

+1.30

Martin ratioReturn relative to average drawdown

10.74

6.42

+4.33

ZMT.TO vs. DXMO.TO - Sharpe Ratio Comparison

The current ZMT.TO Sharpe Ratio is 2.09, which is higher than the DXMO.TO Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of ZMT.TO and DXMO.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

ZMT.TO vs. DXMO.TO - Drawdown Comparison

The maximum ZMT.TO drawdown since its inception was -82.27%, which is greater than DXMO.TO's maximum drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for ZMT.TO and DXMO.TO.


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Drawdown Indicators


ZMT.TODXMO.TODifference

Max Drawdown

Largest peak-to-trough decline

-82.27%

-26.12%

-56.15%

Max Drawdown (1Y)

Largest decline over 1 year

-23.81%

-26.12%

+2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-33.28%

Max Drawdown (5Y)

Largest decline over 5 years

-41.01%

Max Drawdown (10Y)

Largest decline over 10 years

-68.54%

Current Drawdown

Current decline from peak

-13.69%

-16.37%

+2.68%

Average Drawdown

Average peak-to-trough decline

-45.92%

-5.84%

-40.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

9.12%

-1.17%

Volatility

ZMT.TO vs. DXMO.TO - Volatility Comparison

BMO S&P/TSX Equal Weight Global Base Metals (CAD Hedged) (ZMT.TO) has a higher volatility of 15.54% compared to Dynamic Active Mining Opportunities ETF (DXMO.TO) at 14.57%. This indicates that ZMT.TO's price experiences larger fluctuations and is considered to be riskier than DXMO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZMT.TODXMO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.54%

14.57%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

34.05%

31.98%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

40.97%

38.30%

+2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.18%

39.82%

-5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.48%

39.82%

-6.34%

ZMT.TO vs. DXMO.TO - Expense Ratio Comparison

ZMT.TO has a 0.61% expense ratio, which is lower than DXMO.TO's 0.74% expense ratio.


Dividends

ZMT.TO vs. DXMO.TO - Dividend Comparison

ZMT.TO's dividend yield for the trailing twelve months is around 0.17%, while DXMO.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DXMO.TO
Dynamic Active Mining Opportunities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZMT.TO
BMO S&P/TSX Equal Weight Global Base Metals (CAD Hedged)
0.17%0.21%0.34%0.87%1.46%2.82%1.03%2.34%0.79%0.26%0.25%0.22%

Frequently Asked Questions


ZMT.TO and DXMO.TO have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZMT.TO is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZMT.TO is cheaper with a 0.61% expense ratio, compared with 0.74% for DXMO.TO.

They also come from different issuers: BMO and Dynamic. Their fees differ too: 0.61% for ZMT.TO and 0.74% for DXMO.TO.

Portfolio Optimizer

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