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ZUAG.TO vs. ZCN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZUAG.TO vs. ZCN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO US Aggregate Bond Index ETF (ZUAG.TO) and BMO S&P/TSX Capped Composite Index ETF (ZCN.TO). The values are adjusted to include any dividend payments, if applicable.

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ZUAG.TO vs. ZCN.TO - Yearly Performance Comparison


2026 (YTD)202520242023
ZUAG.TO
BMO US Aggregate Bond Index ETF
1.54%-0.80%9.45%110.96%
ZCN.TO
BMO S&P/TSX Capped Composite Index ETF
4.54%31.51%21.64%4.96%

Returns By Period

In the year-to-date period, ZUAG.TO achieves a 1.54% return, which is significantly lower than ZCN.TO's 4.54% return.


ZUAG.TO

1D
0.31%
1M
0.44%
YTD
1.54%
6M
-1.97%
1Y
-1.88%
3Y*
3.49%
5Y*
10Y*

ZCN.TO

1D
0.64%
1M
-4.29%
YTD
4.54%
6M
10.66%
1Y
34.87%
3Y*
21.33%
5Y*
14.92%
10Y*
12.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZUAG.TO vs. ZCN.TO - Expense Ratio Comparison

ZUAG.TO has a 0.09% expense ratio, which is higher than ZCN.TO's 0.06% 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%.


Return for Risk

ZUAG.TO vs. ZCN.TO — Risk / Return Rank

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

ZUAG.TO
ZUAG.TO Risk / Return Rank: 88
Overall Rank
ZUAG.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ZUAG.TO Sortino Ratio Rank: 77
Sortino Ratio Rank
ZUAG.TO Omega Ratio Rank: 66
Omega Ratio Rank
ZUAG.TO Calmar Ratio Rank: 88
Calmar Ratio Rank
ZUAG.TO Martin Ratio Rank: 99
Martin Ratio Rank

ZCN.TO
ZCN.TO Risk / Return Rank: 9393
Overall Rank
ZCN.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ZCN.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
ZCN.TO Omega Ratio Rank: 9494
Omega Ratio Rank
ZCN.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
ZCN.TO Martin Ratio Rank: 9494
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.

ZUAG.TO vs. ZCN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO US Aggregate Bond Index ETF (ZUAG.TO) and BMO S&P/TSX Capped Composite Index ETF (ZCN.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.


ZUAG.TOZCN.TODifference

Sharpe ratio

Return per unit of total volatility

-0.23

2.29

-2.53

Sortino ratio

Return per unit of downside risk

-0.25

2.89

-3.14

Omega ratio

Gain probability vs. loss probability

0.96

1.46

-0.49

Calmar ratio

Return relative to maximum drawdown

-0.20

3.22

-3.42

Martin ratio

Return relative to average drawdown

-0.35

14.47

-14.82

ZUAG.TO vs. ZCN.TO - Sharpe Ratio Comparison

The current ZUAG.TO Sharpe Ratio is -0.23, which is lower than the ZCN.TO Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of ZUAG.TO and ZCN.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZUAG.TOZCN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

2.29

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.66

-0.16

Correlation

The correlation between ZUAG.TO and ZCN.TO is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ZUAG.TO vs. ZCN.TO - Dividend Comparison

ZUAG.TO's dividend yield for the trailing twelve months is around 2.59%, more than ZCN.TO's 2.15% yield.


TTM20252024202320222021202020192018201720162015
ZUAG.TO
BMO US Aggregate Bond Index ETF
2.59%2.51%2.09%1.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZCN.TO
BMO S&P/TSX Capped Composite Index ETF
2.15%2.22%2.78%3.29%3.27%2.74%3.24%3.13%3.16%2.71%2.84%3.33%

Drawdowns

ZUAG.TO vs. ZCN.TO - Drawdown Comparison

The maximum ZUAG.TO drawdown since its inception was -7.19%, smaller than the maximum ZCN.TO drawdown of -37.18%. Use the drawdown chart below to compare losses from any high point for ZUAG.TO and ZCN.TO.


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Drawdown Indicators


ZUAG.TOZCN.TODifference

Max Drawdown

Largest peak-to-trough decline

-7.19%

-37.18%

+29.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-11.02%

+4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-16.25%

Max Drawdown (10Y)

Largest decline over 10 years

-37.18%

Current Drawdown

Current decline from peak

-4.71%

-4.29%

-0.42%

Average Drawdown

Average peak-to-trough decline

-2.80%

-4.80%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

2.46%

+1.53%

Volatility

ZUAG.TO vs. ZCN.TO - Volatility Comparison

The current volatility for BMO US Aggregate Bond Index ETF (ZUAG.TO) is 1.99%, while BMO S&P/TSX Capped Composite Index ETF (ZCN.TO) has a volatility of 5.62%. This indicates that ZUAG.TO experiences smaller price fluctuations and is considered to be less risky than ZCN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZUAG.TOZCN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

5.62%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

5.74%

10.90%

-5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

8.09%

15.29%

-7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.00%

13.01%

+47.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.00%

14.96%

+46.04%