PortfoliosLab logoPortfoliosLab logo
ZST.TO vs. FIE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZST.TO vs. FIE.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 Canadian Financial Monthly Income ETF (FIE.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZST.TO achieves a 1.16% return, which is significantly lower than FIE.TO's 12.21% return. Over the past 10 years, ZST.TO has underperformed FIE.TO with an annualized return of 2.38%, while FIE.TO has yielded a comparatively higher 11.99% annualized return.


ZST.TO

1D
0.00%
1M
0.27%
YTD
1.16%
6M
0.31%
1Y
1.72%
3Y*
3.89%
5Y*
3.00%
10Y*
2.38%

FIE.TO

1D
0.64%
1M
5.26%
YTD
12.21%
6M
10.27%
1Y
31.71%
3Y*
24.56%
5Y*
12.62%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ZST.TO
BMO Ultra Short-Term Bond ETF
1.16%2.06%5.21%5.38%1.22%0.24%1.77%2.39%1.99%1.47%
FIE.TO
iShares Canadian Financial Monthly Income ETF
12.21%24.36%27.62%12.58%-14.35%27.34%1.33%18.97%-9.12%12.01%

Correlation

The correlation between ZST.TO and FIE.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

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

0.03

Over the past year, ZST.TO and FIE.TO have become more correlated (0.23) than their long-term average of 0.03, meaning their price movements have been converging.

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

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

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

ZST.TO
ZST.TO Risk / Return Rank: 5252
Overall Rank
ZST.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ZST.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
ZST.TO Omega Ratio Rank: 9797
Omega Ratio Rank
ZST.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
ZST.TO Martin Ratio Rank: 3535
Martin Ratio Rank

FIE.TO
FIE.TO Risk / Return Rank: 9191
Overall Rank
FIE.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9595
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 8282
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.

ZST.TO vs. FIE.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 Canadian Financial Monthly Income ETF (FIE.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.TOFIE.TODifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

1.85

1.67

+0.18

Calmar ratioReturn relative to maximum drawdown

1.72

4.32

-2.61

Martin ratioReturn relative to average drawdown

4.62

14.05

-9.43

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

The current ZST.TO Sharpe Ratio is 1.59, which is lower than the FIE.TO Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of ZST.TO and FIE.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

ZST.TO vs. FIE.TO - Drawdown Comparison

The maximum ZST.TO drawdown since its inception was -3.60%, smaller than the maximum FIE.TO drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for ZST.TO and FIE.TO.


Loading charts...

Drawdown Indicators


ZST.TOFIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-3.60%

-42.24%

+38.64%

Max Drawdown (1Y)

Largest decline over 1 year

-1.01%

-7.19%

+6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-1.01%

-10.70%

+9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-1.01%

-22.93%

+21.92%

Max Drawdown (10Y)

Largest decline over 10 years

-1.06%

-42.24%

+41.18%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.58%

-4.89%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

2.21%

-1.84%

Volatility

ZST.TO vs. FIE.TO - Volatility Comparison

The current volatility for BMO Ultra Short-Term Bond ETF (ZST.TO) is 0.08%, while iShares Canadian Financial Monthly Income ETF (FIE.TO) has a volatility of 2.93%. This indicates that ZST.TO experiences smaller price fluctuations and is considered to be less risky than FIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZST.TOFIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

2.93%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

7.86%

-6.81%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

9.04%

-7.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.72%

10.56%

-9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.71%

14.08%

-13.37%

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

ZST.TO has a 0.17% expense ratio, which is lower than FIE.TO's 0.85% expense ratio.


Dividends

ZST.TO vs. FIE.TO - Dividend Comparison

ZST.TO's dividend yield for the trailing twelve months is around 2.56%, less than FIE.TO's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
FIE.TO
iShares Canadian Financial Monthly Income ETF
4.44%4.94%5.83%6.98%7.31%5.92%7.10%6.65%7.38%6.28%6.59%7.43%
ZST.TO
BMO Ultra Short-Term Bond ETF
2.56%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 FIE.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZST.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZST.TO is cheaper with a 0.17% expense ratio, compared with 0.85% for FIE.TO.

ZST.TO is categorized as Canadian Government Bonds, while FIE.TO is Canada Equities. They also come from different issuers: BMO and iShares. Their fees differ too: 0.17% for ZST.TO and 0.85% for FIE.TO.

Portfolio Optimizer

Find the right allocation for ZST.TO and FIE.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