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

Performance

ZMT.TO vs. XETM.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 iShares S&P/TSX Energy Transition Materials Index ETF (XETM.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

XETM.TO

1D
-4.74%
1M
-2.13%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between ZMT.TO and XETM.TO is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 20, 2026

0.93

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Return for Risk

ZMT.TO vs. XETM.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

XETM.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. XETM.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 iShares S&P/TSX Energy Transition Materials Index ETF (XETM.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.TOXETM.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.60

Martin ratioReturn relative to average drawdown

10.74

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


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Drawdowns

ZMT.TO vs. XETM.TO - Drawdown Comparison

The maximum ZMT.TO drawdown since its inception was -82.27%, which is greater than XETM.TO's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for ZMT.TO and XETM.TO.


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Drawdown Indicators


ZMT.TOXETM.TODifference

Max Drawdown

Largest peak-to-trough decline

-82.27%

-25.13%

-57.14%

Max Drawdown (1Y)

Largest decline over 1 year

-23.81%

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%

-14.50%

+0.81%

Average Drawdown

Average peak-to-trough decline

-45.92%

-9.20%

-36.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

Volatility

ZMT.TO vs. XETM.TO - Volatility Comparison


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Volatility by Period


ZMT.TOXETM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.54%

Volatility (6M)

Calculated over the trailing 6-month period

34.05%

Volatility (1Y)

Calculated over the trailing 1-year period

40.97%

50.11%

-9.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.18%

50.11%

-15.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.48%

50.11%

-16.63%

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

ZMT.TO has a 0.61% expense ratio, which is higher than XETM.TO's 0.59% expense ratio.


Dividends

ZMT.TO vs. XETM.TO - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
XETM.TO
iShares S&P/TSX Energy Transition Materials Index 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


With a correlation of 0.93, ZMT.TO and XETM.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XETM.TO is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XETM.TO is cheaper with a 0.59% expense ratio, compared with 0.61% for ZMT.TO.

ZMT.TO tracks Solactive Equal Weight Global Base Metals Index Canadian Dollar Hedged, while XETM.TO tracks S&P/TSX Energy Transition Materials Index. They also come from different issuers: BMO and iShares. Their fees differ too: 0.61% for ZMT.TO and 0.59% for XETM.TO.

Portfolio Optimizer

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