ZTL.NEO vs. HPYM.TO
Compare and contrast key facts about BMO Long-Term US Treasury Bond Index ETF (ZTL.NEO) and Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO).
ZTL.NEO and HPYM.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZTL.NEO is a passively managed fund by BMO that tracks the performance of the Bloomberg U.S. Treasury 20+ Year Index. It was launched on Feb 28, 2017. HPYM.TO is an actively managed fund by Harvest. It was launched on Jan 11, 2024.
Performance
ZTL.NEO vs. HPYM.TO - Performance Comparison
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ZTL.NEO vs. HPYM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ZTL.NEO BMO Long-Term US Treasury Bond Index ETF | 1.22% | -0.43% | 2.26% |
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | -0.72% | 6.72% | -0.41% |
Returns By Period
In the year-to-date period, ZTL.NEO achieves a 1.22% return, which is significantly higher than HPYM.TO's -0.72% return.
ZTL.NEO
- 1D
- -0.38%
- 1M
- -1.74%
- YTD
- 1.22%
- 6M
- -1.42%
- 1Y
- -4.26%
- 3Y*
- -1.89%
- 5Y*
- -4.01%
- 10Y*
- —
HPYM.TO
- 1D
- -0.24%
- 1M
- -1.65%
- YTD
- -0.72%
- 6M
- -0.09%
- 1Y
- 2.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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ZTL.NEO vs. HPYM.TO - Expense Ratio Comparison
ZTL.NEO has a 0.23% expense ratio, which is lower than HPYM.TO's 0.45% expense ratio.
Return for Risk
ZTL.NEO vs. HPYM.TO — Risk / Return Rank
ZTL.NEO
HPYM.TO
ZTL.NEO vs. HPYM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Long-Term US Treasury Bond Index ETF (ZTL.NEO) and Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.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.
| ZTL.NEO | HPYM.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.36 | 0.53 | -0.89 |
Sortino ratioReturn per unit of downside risk | -0.41 | 0.78 | -1.19 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.09 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | 0.99 | -1.31 |
Martin ratioReturn relative to average drawdown | -0.57 | 2.57 | -3.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZTL.NEO | HPYM.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 0.53 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.44 | -0.47 |
Correlation
The correlation between ZTL.NEO and HPYM.TO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ZTL.NEO vs. HPYM.TO - Dividend Comparison
ZTL.NEO's dividend yield for the trailing twelve months is around 3.16%, less than HPYM.TO's 9.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZTL.NEO BMO Long-Term US Treasury Bond Index ETF | 3.16% | 3.15% | 3.07% | 3.55% | 3.44% | 2.46% | 2.26% | 2.55% | 2.75% | 2.82% |
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | 9.29% | 9.01% | 8.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ZTL.NEO vs. HPYM.TO - Drawdown Comparison
The maximum ZTL.NEO drawdown since its inception was -49.55%, which is greater than HPYM.TO's maximum drawdown of -6.19%. Use the drawdown chart below to compare losses from any high point for ZTL.NEO and HPYM.TO.
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Drawdown Indicators
| ZTL.NEO | HPYM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.55% | -6.19% | -43.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.95% | -2.89% | -9.06% |
Max Drawdown (5Y)Largest decline over 5 years | -39.89% | — | — |
Current DrawdownCurrent decline from peak | -40.87% | -2.18% | -38.69% |
Average DrawdownAverage peak-to-trough decline | -23.41% | -1.91% | -21.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.75% | 1.11% | +5.64% |
Volatility
ZTL.NEO vs. HPYM.TO - Volatility Comparison
BMO Long-Term US Treasury Bond Index ETF (ZTL.NEO) has a higher volatility of 3.24% compared to Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) at 1.81%. This indicates that ZTL.NEO's price experiences larger fluctuations and is considered to be riskier than HPYM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZTL.NEO | HPYM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 1.81% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 6.83% | 3.14% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 4.78% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 5.64% | +10.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 5.64% | +10.29% |