PortfoliosLab logoPortfoliosLab logo
ZPW.TO vs. HHIS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPW.TO vs. HHIS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO US Put Write ETF (ZPW.TO) and Harvest Diversified High Income Shares ETF (HHIS.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZPW.TO achieves a 6.43% return, which is significantly lower than HHIS.TO's 7.24% return.


ZPW.TO

1D
0.38%
1M
2.16%
6M
5.42%
YTD
6.43%
1Y
13.56%
3Y*
11.83%
5Y*
9.30%
10Y*
6.21%

HHIS.TO

1D
-2.07%
1M
0.75%
6M
6.20%
YTD
7.24%
1Y
14.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPW.TO vs. HHIS.TO - Yearly Performance Comparison


2026 (YTD)2025
ZPW.TO
BMO US Put Write ETF
6.43%4.15%
HHIS.TO
Harvest Diversified High Income Shares ETF
7.24%24.70%

Correlation

The correlation between ZPW.TO and HHIS.TO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2025

0.51

The correlation between ZPW.TO and HHIS.TO has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ZPW.TO vs. HHIS.TO — Risk / Return Rank

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

ZPW.TO
ZPW.TO Risk / Return Rank: 6666
Overall Rank
ZPW.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ZPW.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
ZPW.TO Omega Ratio Rank: 7676
Omega Ratio Rank
ZPW.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
ZPW.TO Martin Ratio Rank: 5151
Martin Ratio Rank

HHIS.TO
HHIS.TO Risk / Return Rank: 1919
Overall Rank
HHIS.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HHIS.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
HHIS.TO Omega Ratio Rank: 2020
Omega Ratio Rank
HHIS.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
HHIS.TO Martin Ratio Rank: 1818
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.

ZPW.TO vs. HHIS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO US Put Write ETF (ZPW.TO) and Harvest Diversified High Income Shares ETF (HHIS.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.


ZPW.TOHHIS.TODifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.36

1.12

+0.24

Calmar ratioReturn relative to maximum drawdown

2.43

0.59

+1.84

Martin ratioReturn relative to average drawdown

6.90

1.44

+5.45

ZPW.TO vs. HHIS.TO - Sharpe Ratio Comparison

The current ZPW.TO Sharpe Ratio is 1.88, which is higher than the HHIS.TO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of ZPW.TO and HHIS.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.


Loading charts...

Drawdowns

ZPW.TO vs. HHIS.TO - Drawdown Comparison

The maximum ZPW.TO drawdown since its inception was -23.77%, smaller than the maximum HHIS.TO drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for ZPW.TO and HHIS.TO.


Loading charts...

Drawdown Indicators


ZPW.TOHHIS.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.77%

-31.83%

+8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-5.61%

-24.43%

+18.82%

Max Drawdown (3Y)

Largest decline over 3 years

-12.35%

Max Drawdown (5Y)

Largest decline over 5 years

-16.57%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

Current Drawdown

Current decline from peak

0.00%

-4.79%

+4.79%

Average Drawdown

Average peak-to-trough decline

-4.05%

-8.44%

+4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

10.02%

-8.05%

Volatility

ZPW.TO vs. HHIS.TO - Volatility Comparison

The current volatility for BMO US Put Write ETF (ZPW.TO) is 2.61%, while Harvest Diversified High Income Shares ETF (HHIS.TO) has a volatility of 7.57%. This indicates that ZPW.TO experiences smaller price fluctuations and is considered to be less risky than HHIS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZPW.TOHHIS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

7.57%

-4.96%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

19.10%

-12.91%

Volatility (1Y)

Calculated over the trailing 1-year period

7.24%

24.71%

-17.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.62%

33.47%

-22.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.72%

33.47%

-21.75%

ZPW.TO vs. HHIS.TO - Expense Ratio Comparison

ZPW.TO has a 0.65% expense ratio, which is higher than HHIS.TO's 0.00% expense ratio.


Dividends

ZPW.TO vs. HHIS.TO - Dividend Comparison

ZPW.TO's dividend yield for the trailing twelve months is around 9.43%, less than HHIS.TO's 27.98% yield.


PositionTTM20252024202320222021202020192018201720162015
HHIS.TO
Harvest Diversified High Income Shares ETF
27.98%22.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZPW.TO
BMO US Put Write ETF
9.43%9.55%9.18%7.57%8.20%7.24%7.61%7.17%6.61%6.82%7.32%2.32%

Frequently Asked Questions


ZPW.TO and HHIS.TO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HHIS.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HHIS.TO is cheaper with a 0.00% expense ratio, compared with 0.65% for ZPW.TO.

They also come from different issuers: BMO and Harvest. Their fees differ too: 0.65% for ZPW.TO and 0.00% for HHIS.TO.

Portfolio Optimizer

Find the right allocation for ZPW.TO and HHIS.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer