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ZTIP.TO vs. XLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZTIP.TO vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Short-Term US TIPS Index ETF (ZTIP.TO) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZTIP.TO is traded in CAD, while XLK is traded in USD. To make them comparable, the XLK values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZTIP.TO achieves a 3.34% return, which is significantly lower than XLK's 38.21% return.


ZTIP.TO

1D
0.39%
1M
2.04%
YTD
3.34%
6M
1.60%
1Y
5.97%
3Y*
6.13%
5Y*
6.29%
10Y*

XLK

1D
-0.59%
1M
23.51%
YTD
38.21%
6M
35.18%
1Y
69.08%
3Y*
35.46%
5Y*
27.37%
10Y*
26.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTIP.TO vs. XLK - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZTIP.TO
BMO Short-Term US TIPS Index ETF
3.34%1.12%13.84%1.93%3.96%4.47%
XLK
State Street Technology Select Sector SPDR ETF
38.21%18.89%32.08%52.58%-22.58%30.19%

Correlation

The correlation between ZTIP.TO and XLK is -0.09, 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

-0.09

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

-0.02

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2021

-0.03

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Return for Risk

ZTIP.TO vs. XLK — Risk / Return Rank

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

ZTIP.TO
ZTIP.TO Risk / Return Rank: 3636
Overall Rank
ZTIP.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ZTIP.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
ZTIP.TO Omega Ratio Rank: 4747
Omega Ratio Rank
ZTIP.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
ZTIP.TO Martin Ratio Rank: 3030
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 8383
Overall Rank
XLK Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 8585
Sortino Ratio Rank
XLK Omega Ratio Rank: 8383
Omega Ratio Rank
XLK Calmar Ratio Rank: 8080
Calmar Ratio Rank
XLK Martin Ratio Rank: 7373
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.

ZTIP.TO vs. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Short-Term US TIPS Index ETF (ZTIP.TO) and State Street Technology Select Sector SPDR ETF (XLK). 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.


ZTIP.TOXLKDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

1.30

1.56

-0.26

Calmar ratioReturn relative to maximum drawdown

1.59

4.31

-2.72

Martin ratioReturn relative to average drawdown

4.26

12.81

-8.54

ZTIP.TO vs. XLK - Sharpe Ratio Comparison

The current ZTIP.TO Sharpe Ratio is 1.30, which is lower than the XLK Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of ZTIP.TO and XLK, 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


ZTIP.TOXLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

3.40

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.18

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.16

-0.32

Drawdowns

ZTIP.TO vs. XLK - Drawdown Comparison

The maximum ZTIP.TO drawdown since its inception was -5.60%, smaller than the maximum XLK drawdown of -29.07%. Use the drawdown chart below to compare losses from any high point for ZTIP.TO and XLK.


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Drawdown Indicators


ZTIP.TOXLKDifference

Max Drawdown

Largest peak-to-trough decline

-5.60%

-29.07%

+23.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-16.11%

+12.33%

Max Drawdown (3Y)

Largest decline over 3 years

-5.60%

-26.15%

+20.55%

Max Drawdown (5Y)

Largest decline over 5 years

-5.60%

-29.07%

+23.47%

Max Drawdown (10Y)

Largest decline over 10 years

-29.07%

Current Drawdown

Current decline from peak

0.00%

-0.59%

+0.59%

Average Drawdown

Average peak-to-trough decline

-1.53%

-4.61%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

5.41%

-4.00%

Volatility

ZTIP.TO vs. XLK - Volatility Comparison

The current volatility for BMO Short-Term US TIPS Index ETF (ZTIP.TO) is 0.77%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 6.77%. This indicates that ZTIP.TO experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZTIP.TOXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

6.77%

-6.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

16.37%

-13.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.67%

20.48%

-15.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.36%

23.32%

-16.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

23.01%

-16.73%

ZTIP.TO vs. XLK - Expense Ratio Comparison

ZTIP.TO has a 0.17% expense ratio, which is higher than XLK's 0.08% 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

ZTIP.TO vs. XLK - Dividend Comparison

ZTIP.TO's dividend yield for the trailing twelve months is around 3.43%, more than XLK's 0.39% yield.


PositionTTM20252024202320222021202020192018201720162015
XLK
State Street Technology Select Sector SPDR ETF
0.39%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%
ZTIP.TO
BMO Short-Term US TIPS Index ETF
3.43%3.63%3.63%4.91%4.93%0.38%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZTIP.TO and XLK have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLK is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLK is cheaper with a 0.08% expense ratio, compared with 0.17% for ZTIP.TO.

ZTIP.TO is categorized as Inflation-Protected Bonds, while XLK is Technology Equities. ZTIP.TO tracks Bloomberg Barclays U.S. Government Inflation-Linked 0-5 Year Bond Index, while XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index. They also come from different issuers: BMO and State Street. Their fees differ too: 0.17% for ZTIP.TO and 0.08% for XLK.

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