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

Performance

ZST.TO vs. HFR.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 Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.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 1.35% return, which is significantly lower than HFR.TO's 1.57% return. Over the past 10 years, ZST.TO has underperformed HFR.TO with an annualized return of 2.37%, while HFR.TO has yielded a comparatively higher 3.30% annualized return.


ZST.TO

1D
0.00%
1M
0.19%
6M
1.27%
YTD
1.35%
1Y
1.72%
3Y*
3.79%
5Y*
3.04%
10Y*
2.37%

HFR.TO

1D
0.00%
1M
0.19%
6M
1.37%
YTD
1.57%
1Y
3.38%
3Y*
5.50%
5Y*
3.90%
10Y*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ZST.TO
BMO Ultra Short-Term Bond ETF
1.35%2.06%5.21%5.38%1.22%0.24%1.77%2.39%1.99%1.47%
HFR.TO
Global X Active Ultra-Short Term Investment Grade Bond ETF
1.57%4.04%6.89%7.86%-0.77%0.68%3.52%4.41%0.84%2.34%

Correlation

The correlation between ZST.TO and HFR.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.18

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

0.16

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

0.10

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

0.06

The correlation between ZST.TO and HFR.TO shifts across timeframes, from 0.06 (all time) to 0.18 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ZST.TO vs. HFR.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: 5555
Overall Rank
ZST.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ZST.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
ZST.TO Omega Ratio Rank: 9797
Omega Ratio Rank
ZST.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
ZST.TO Martin Ratio Rank: 3838
Martin Ratio Rank

HFR.TO
HFR.TO Risk / Return Rank: 9696
Overall Rank
HFR.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HFR.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
HFR.TO Omega Ratio Rank: 9696
Omega Ratio Rank
HFR.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
HFR.TO Martin Ratio Rank: 9797
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. HFR.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 Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.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.TOHFR.TODifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-2.76

Omega ratioGain probability vs. loss probability

1.85

1.65

+0.20

Calmar ratioReturn relative to maximum drawdown

1.72

8.47

-6.76

Martin ratioReturn relative to average drawdown

4.62

32.37

-27.75

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

The current ZST.TO Sharpe Ratio is 1.60, which is lower than the HFR.TO Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of ZST.TO and HFR.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. HFR.TO - Drawdown Comparison

The maximum ZST.TO drawdown since its inception was -3.60%, smaller than the maximum HFR.TO drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for ZST.TO and HFR.TO.


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Drawdown Indicators


ZST.TOHFR.TODifference

Max Drawdown

Largest peak-to-trough decline

-3.60%

-22.56%

+18.96%

Max Drawdown (1Y)

Largest decline over 1 year

-1.01%

-0.40%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-1.01%

-0.52%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-1.01%

-3.51%

+2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-1.06%

-22.56%

+21.50%

Current Drawdown

Current decline from peak

-0.02%

-0.10%

+0.08%

Average Drawdown

Average peak-to-trough decline

-0.58%

-0.38%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.11%

+0.26%

Volatility

ZST.TO vs. HFR.TO - Volatility Comparison

The current volatility for BMO Ultra Short-Term Bond ETF (ZST.TO) is 0.11%, while Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.TO) has a volatility of 0.30%. This indicates that ZST.TO experiences smaller price fluctuations and is considered to be less risky than HFR.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.TOHFR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

0.30%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

0.25%

0.88%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

1.09%

1.25%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.72%

1.79%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.70%

5.78%

-5.08%

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

ZST.TO has a 0.17% expense ratio, which is lower than HFR.TO's 0.46% expense ratio.


Dividends

ZST.TO vs. HFR.TO - Dividend Comparison

ZST.TO's dividend yield for the trailing twelve months is around 2.54%, less than HFR.TO's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
HFR.TO
Global X Active Ultra-Short Term Investment Grade Bond ETF
3.63%3.76%4.50%5.67%3.40%1.28%2.69%2.60%2.36%2.12%2.00%2.14%
ZST.TO
BMO Ultra Short-Term Bond ETF
2.54%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 HFR.TO have a correlation of 0.15, 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 0.46% for HFR.TO.

They also come from different issuers: BMO and Global X. Their fees differ too: 0.17% for ZST.TO and 0.46% for HFR.TO.

Portfolio Optimizer

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