PortfoliosLab logoPortfoliosLab logo
ZUB.TO vs. HBNK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZUB.TO vs. HBNK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Equal Weight US Banks Hedged to CAD Index ETF (ZUB.TO) and Global X Equal Weight Banks Index ETF (HBNK.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZUB.TO achieves a 9.98% return, which is significantly lower than HBNK.TO's 31.79% return.


ZUB.TO

1D
-0.56%
1M
7.85%
YTD
9.98%
6M
9.11%
1Y
26.03%
3Y*
28.94%
5Y*
6.82%
10Y*
11.27%

HBNK.TO

1D
0.49%
1M
10.91%
YTD
31.79%
6M
31.23%
1Y
70.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZUB.TO vs. HBNK.TO - Yearly Performance Comparison


2026 (YTD)202520242023
ZUB.TO
BMO Equal Weight US Banks Hedged to CAD Index ETF
9.98%20.24%33.07%22.36%
HBNK.TO
Global X Equal Weight Banks Index ETF
31.79%43.71%24.77%9.82%

Correlation

The correlation between ZUB.TO and HBNK.TO is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2023

0.65

The correlation between ZUB.TO and HBNK.TO has been stable across timeframes, ranging from 0.64 to 0.65 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ZUB.TO vs. HBNK.TO — Risk / Return Rank

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

ZUB.TO
ZUB.TO Risk / Return Rank: 3737
Overall Rank
ZUB.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ZUB.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
ZUB.TO Omega Ratio Rank: 4040
Omega Ratio Rank
ZUB.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZUB.TO Martin Ratio Rank: 3232
Martin Ratio Rank

HBNK.TO
HBNK.TO Risk / Return Rank: 9898
Overall Rank
HBNK.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HBNK.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HBNK.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
HBNK.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.

ZUB.TO vs. HBNK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Equal Weight US Banks Hedged to CAD Index ETF (ZUB.TO) and Global X Equal Weight Banks Index ETF (HBNK.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.


ZUB.TOHBNK.TODifference
Sharpe ratioReturn per unit of total volatility

-4.25

Sortino ratioReturn per unit of downside risk

-5.58

Omega ratioGain probability vs. loss probability

1.23

2.00

-0.77

Calmar ratioReturn relative to maximum drawdown

1.53

8.41

-6.88

Martin ratioReturn relative to average drawdown

4.15

36.58

-32.43

ZUB.TO vs. HBNK.TO - Sharpe Ratio Comparison

The current ZUB.TO Sharpe Ratio is 1.26, which is lower than the HBNK.TO Sharpe Ratio of 5.51. The chart below compares the historical Sharpe Ratios of ZUB.TO and HBNK.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.


Loading charts...

Drawdowns

ZUB.TO vs. HBNK.TO - Drawdown Comparison

The maximum ZUB.TO drawdown since its inception was -55.05%, which is greater than HBNK.TO's maximum drawdown of -14.78%. Use the drawdown chart below to compare losses from any high point for ZUB.TO and HBNK.TO.


Loading charts...

Drawdown Indicators


ZUB.TOHBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.05%

-14.78%

-40.27%

Max Drawdown (1Y)

Largest decline over 1 year

-17.10%

-8.48%

-8.62%

Max Drawdown (3Y)

Largest decline over 3 years

-27.33%

Max Drawdown (5Y)

Largest decline over 5 years

-52.97%

Max Drawdown (10Y)

Largest decline over 10 years

-55.05%

Current Drawdown

Current decline from peak

-0.87%

0.00%

-0.87%

Average Drawdown

Average peak-to-trough decline

-14.13%

-2.27%

-11.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

1.95%

+4.34%

Volatility

ZUB.TO vs. HBNK.TO - Volatility Comparison

BMO Equal Weight US Banks Hedged to CAD Index ETF (ZUB.TO) has a higher volatility of 4.73% compared to Global X Equal Weight Banks Index ETF (HBNK.TO) at 3.52%. This indicates that ZUB.TO's price experiences larger fluctuations and is considered to be riskier than HBNK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZUB.TOHBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

3.52%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

15.24%

11.29%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

12.96%

+7.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.92%

12.69%

+15.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.16%

12.69%

+17.47%

Dividends

ZUB.TO vs. HBNK.TO - Dividend Comparison

ZUB.TO's dividend yield for the trailing twelve months is around 1.78%, less than HBNK.TO's 2.35% yield.


PositionTTM20252024202320222021202020192018201720162015
HBNK.TO
Global X Equal Weight Banks Index ETF
2.35%3.24%4.15%2.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZUB.TO
BMO Equal Weight US Banks Hedged to CAD Index ETF
1.78%1.96%2.29%2.91%2.50%1.88%2.57%2.13%1.92%1.15%1.34%1.42%

Frequently Asked Questions


ZUB.TO and HBNK.TO have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: BMO and Global X.

Portfolio Optimizer

Find the right allocation for ZUB.TO and HBNK.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer