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ZST.TO vs. CMR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZST.TO vs. CMR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Ultra Short-Term Bond ETF (ZST.TO) and iShares Premium Money Market ETF (CMR.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, ZST.TO achieves a 1.53% return, which is significantly higher than CMR.TO's 1.36% return. Over the past 10 years, ZST.TO has outperformed CMR.TO with an annualized return of 2.39%, while CMR.TO has yielded a comparatively lower 1.94% annualized return.


ZST.TO

1D
-0.02%
1M
0.19%
6M
1.28%
YTD
1.53%
1Y
1.74%
3Y*
3.78%
5Y*
3.07%
10Y*
2.39%
ALL TIME*
1.60%

CMR.TO

1D
0.02%
1M
0.19%
6M
1.14%
YTD
1.36%
1Y
2.43%
3Y*
3.65%
5Y*
3.05%
10Y*
1.94%
ALL TIME*
1.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$5.47MCA$4.90MCA$5.14M
CA$1.51MCA$1.89MCA$2.46M

ZST.TO vs. CMR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZST.TO
BMO Ultra Short-Term Bond ETF
1.53%2.06%5.21%5.38%1.22%0.24%1.77%2.39%1.99%1.47%
CMR.TO
iShares Premium Money Market ETF
1.36%2.78%4.70%4.70%1.72%0.01%0.47%1.63%1.29%0.63%

Correlation

The correlation between ZST.TO and CMR.TO is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2011

0.06

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Return for Risk

ZST.TO vs. CMR.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ZST.TO
ZST.TO Risk / Return Rank: 6161
Overall Rank
ZST.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ZST.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
ZST.TO Omega Ratio Rank: 9797
Omega Ratio Rank
ZST.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
ZST.TO Martin Ratio Rank: 4343
Martin Ratio Rank

CMR.TO
CMR.TO Risk / Return Rank: 100100
Overall Rank
CMR.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ZST.TO vs. CMR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Ultra Short-Term Bond ETF (ZST.TO) and iShares Premium Money Market ETF (CMR.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.


ZST.TOCMR.TODifference
Sharpe ratioReturn per unit of total volatility

-10.42

Sortino ratioReturn per unit of downside risk

-34.82

Omega ratioGain probability vs. loss probability

1.86

12.00

-10.14

Calmar ratioReturn relative to maximum drawdown

1.76

122.86

-121.09

Martin ratioReturn relative to average drawdown

4.74

540.08

-535.34

ZST.TO vs. CMR.TO - Sharpe Ratio Comparison

The current ZST.TO Sharpe Ratio is 1.63, which is lower than the CMR.TO Sharpe Ratio of 12.05. The chart below compares the historical Sharpe Ratios of ZST.TO and CMR.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

ZST.TO vs. CMR.TO - Drawdown Comparison

The maximum ZST.TO drawdown since its inception was -3.60%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for ZST.TO and CMR.TO.


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Drawdown Indicators


ZST.TOCMR.TODifference

Max Drawdown

Largest peak-to-trough decline

-3.60%

-0.52%

-3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.01%

-0.02%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-1.01%

-0.04%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-1.01%

-0.04%

-0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-1.06%

-0.14%

-0.92%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.58%

-0.01%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.00%

+0.37%

Volatility

ZST.TO vs. CMR.TO - Volatility Comparison

BMO Ultra Short-Term Bond ETF (ZST.TO) has a higher volatility of 0.13% compared to iShares Premium Money Market ETF (CMR.TO) at 0.06%. This indicates that ZST.TO's price experiences larger fluctuations and is considered to be riskier than CMR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZST.TOCMR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

0.06%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.26%

0.15%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

0.20%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.72%

0.27%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.70%

0.27%

+0.43%

ZST.TO vs. CMR.TO - Expense Ratio Comparison

ZST.TO has a 0.17% expense ratio, which is higher than CMR.TO's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ZST.TO vs. CMR.TO - Dividend Comparison

ZST.TO's dividend yield for the trailing twelve months is around 2.52%, more than CMR.TO's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.42%2.81%4.56%4.64%1.63%0.01%0.47%1.60%1.33%0.61%0.43%0.48%
ZST.TO
BMO Ultra Short-Term Bond ETF
2.52%2.85%4.70%4.84%2.78%2.31%2.68%2.84%3.47%4.09%3.96%3.94%

Frequently Asked Questions


ZST.TO and CMR.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMR.TO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMR.TO is cheaper with a 0.13% expense ratio, compared with 0.17% for ZST.TO.

ZST.TO is categorized as Ultrashort Bond, while CMR.TO is Money Market. They also come from different issuers: BMO and iShares. Their fees differ too: 0.17% for ZST.TO and 0.13% for CMR.TO.

Portfolio Optimizer

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