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

Performance

ZST.TO vs. XEI.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 S&P/TSX Composite High Dividend Index ETF (XEI.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 1.08% return, which is significantly lower than XEI.TO's 22.21% return. Over the past 10 years, ZST.TO has underperformed XEI.TO with an annualized return of 2.34%, while XEI.TO has yielded a comparatively higher 12.32% annualized return.


ZST.TO

1D
0.02%
1M
0.25%
YTD
1.08%
6M
0.26%
1Y
1.68%
3Y*
3.84%
5Y*
2.95%
10Y*
2.34%

XEI.TO

1D
0.00%
1M
3.33%
YTD
22.21%
6M
23.56%
1Y
43.59%
3Y*
22.26%
5Y*
15.55%
10Y*
12.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ZST.TO
BMO Ultra Short-Term Bond ETF
1.08%2.03%5.16%5.33%1.19%0.22%1.74%2.36%1.95%1.43%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF
22.21%25.96%15.42%6.69%0.41%35.88%-7.53%25.44%-10.85%7.24%

Correlation

The correlation between ZST.TO and XEI.TO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.11

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

0.09

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2011

0.02

The correlation between ZST.TO and XEI.TO shifts across timeframes, from -0.04 (1 year) to 0.11 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ZST.TO vs. XEI.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: 4747
Overall Rank
ZST.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ZST.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
ZST.TO Omega Ratio Rank: 9696
Omega Ratio Rank
ZST.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZST.TO Martin Ratio Rank: 3030
Martin Ratio Rank

XEI.TO
XEI.TO Risk / Return Rank: 9898
Overall Rank
XEI.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XEI.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XEI.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XEI.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XEI.TO Martin Ratio Rank: 9898
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. XEI.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 S&P/TSX Composite High Dividend Index ETF (XEI.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.


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

-4.52

Sortino ratioReturn per unit of downside risk

-7.43

Omega ratioGain probability vs. loss probability

1.83

2.27

-0.45

Calmar ratioReturn relative to maximum drawdown

1.68

19.53

-17.85

Martin ratioReturn relative to average drawdown

4.51

66.28

-61.78

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

The current ZST.TO Sharpe Ratio is 1.56, which is lower than the XEI.TO Sharpe Ratio of 6.08. The chart below compares the historical Sharpe Ratios of ZST.TO and XEI.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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Sharpe Ratios by Period


ZST.TOXEI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

6.08

-4.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.12

1.39

+2.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.30

0.77

+2.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.81

0.67

+1.14

Drawdowns

ZST.TO vs. XEI.TO - Drawdown Comparison

The maximum ZST.TO drawdown since its inception was -1.06%, smaller than the maximum XEI.TO drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for ZST.TO and XEI.TO.


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Drawdown Indicators


ZST.TOXEI.TODifference

Max Drawdown

Largest peak-to-trough decline

-1.06%

-45.51%

+44.45%

Max Drawdown (1Y)

Largest decline over 1 year

-1.01%

-2.24%

+1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-1.01%

-9.92%

+8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-1.01%

-17.32%

+16.31%

Max Drawdown (10Y)

Largest decline over 10 years

-1.06%

-45.51%

+44.45%

Current Drawdown

Current decline from peak

-0.00%

-0.76%

+0.76%

Average Drawdown

Average peak-to-trough decline

-0.13%

-5.05%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.66%

-0.29%

Volatility

ZST.TO vs. XEI.TO - Volatility Comparison

The current volatility for BMO Ultra Short-Term Bond ETF (ZST.TO) is 0.08%, while iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) has a volatility of 2.87%. This indicates that ZST.TO experiences smaller price fluctuations and is considered to be less risky than XEI.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.TOXEI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

2.87%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

6.01%

-4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

7.21%

-6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.72%

11.24%

-10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.71%

16.01%

-15.30%

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

ZST.TO has a 0.17% expense ratio, which is lower than XEI.TO's 0.22% expense ratio. Despite the difference, 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. XEI.TO - Dividend Comparison

ZST.TO's dividend yield for the trailing twelve months is around 2.55%, less than XEI.TO's 3.56% yield.


PositionTTM20252024202320222021202020192018201720162015
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF
3.56%4.39%5.56%5.08%4.78%3.65%5.13%4.71%5.53%4.37%4.51%5.75%
ZST.TO
BMO Ultra Short-Term Bond ETF
2.55%2.82%4.65%4.79%2.75%2.29%2.65%2.82%3.43%4.05%3.92%3.90%

Frequently Asked Questions


ZST.TO and XEI.TO have a correlation of -0.04, 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 0.22% for XEI.TO.

ZST.TO is categorized as Canadian Government Bonds, while XEI.TO is Canada Equities. They also come from different issuers: BMO and iShares. Their fees differ too: 0.17% for ZST.TO and 0.22% for XEI.TO.

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