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ZUCM.TO vs. XEQT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZUCM.TO vs. XEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO USD Cash Management ETF (ZUCM.TO) and iShares Core Equity ETF Portfolio (XEQT.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, ZUCM.TO achieves a 5.52% return, which is significantly lower than XEQT.TO's 12.77% return.


ZUCM.TO

1D
0.22%
1M
3.33%
YTD
5.52%
6M
5.92%
1Y
8.00%
3Y*
5Y*
10Y*

XEQT.TO

1D
-0.13%
1M
0.27%
YTD
12.77%
6M
12.14%
1Y
28.80%
3Y*
22.95%
5Y*
13.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZUCM.TO vs. XEQT.TO - Yearly Performance Comparison


2026 (YTD)202520242023
ZUCM.TO
BMO USD Cash Management ETF
5.52%-0.61%14.39%-1.38%
XEQT.TO
iShares Core Equity ETF Portfolio
12.77%20.57%24.38%8.41%

Correlation

The correlation between ZUCM.TO and XEQT.TO is -0.06, 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

-0.06

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2023

-0.07

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Return for Risk

ZUCM.TO vs. XEQT.TO — Risk / Return Rank

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

ZUCM.TO
ZUCM.TO Risk / Return Rank: 5757
Overall Rank
ZUCM.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ZUCM.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
ZUCM.TO Omega Ratio Rank: 6565
Omega Ratio Rank
ZUCM.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
ZUCM.TO Martin Ratio Rank: 4141
Martin Ratio Rank

XEQT.TO
XEQT.TO Risk / Return Rank: 8181
Overall Rank
XEQT.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XEQT.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
XEQT.TO Omega Ratio Rank: 8383
Omega Ratio Rank
XEQT.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
XEQT.TO Martin Ratio Rank: 8383
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.

ZUCM.TO vs. XEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO USD Cash Management ETF (ZUCM.TO) and iShares Core Equity ETF Portfolio (XEQT.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.


ZUCM.TOXEQT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.34

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

2.18

3.51

-1.33

Martin ratioReturn relative to average drawdown

5.82

15.04

-9.22

ZUCM.TO vs. XEQT.TO - Sharpe Ratio Comparison

The current ZUCM.TO Sharpe Ratio is 1.83, which is comparable to the XEQT.TO Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ZUCM.TO and XEQT.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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Drawdowns

ZUCM.TO vs. XEQT.TO - Drawdown Comparison

The maximum ZUCM.TO drawdown since its inception was -5.81%, smaller than the maximum XEQT.TO drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for ZUCM.TO and XEQT.TO.


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Drawdown Indicators


ZUCM.TOXEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.81%

-29.74%

+23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-8.25%

+4.56%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

Current Drawdown

Current decline from peak

0.00%

-1.32%

+1.32%

Average Drawdown

Average peak-to-trough decline

-1.68%

-4.07%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.92%

-0.54%

Volatility

ZUCM.TO vs. XEQT.TO - Volatility Comparison

The current volatility for BMO USD Cash Management ETF (ZUCM.TO) is 1.08%, while iShares Core Equity ETF Portfolio (XEQT.TO) has a volatility of 4.55%. This indicates that ZUCM.TO experiences smaller price fluctuations and is considered to be less risky than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZUCM.TOXEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

4.55%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

10.11%

-6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

12.22%

-7.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

13.24%

-7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.32%

15.56%

-10.24%

ZUCM.TO vs. XEQT.TO - Expense Ratio Comparison

ZUCM.TO has a 0.14% expense ratio, which is lower than XEQT.TO's 0.20% 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

ZUCM.TO vs. XEQT.TO - Dividend Comparison

ZUCM.TO's dividend yield for the trailing twelve months is around 3.71%, more than XEQT.TO's 1.48% yield.


PositionTTM2025202420232022202120202019
XEQT.TO
iShares Core Equity ETF Portfolio
1.48%1.66%2.03%2.09%2.14%1.66%1.69%1.21%
ZUCM.TO
BMO USD Cash Management ETF
3.71%4.19%4.88%1.40%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZUCM.TO and XEQT.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZUCM.TO is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZUCM.TO is cheaper with a 0.14% expense ratio, compared with 0.20% for XEQT.TO.

ZUCM.TO is categorized as Money Market, while XEQT.TO is Global Equities. They also come from different issuers: BMO and iShares. Their fees differ too: 0.14% for ZUCM.TO and 0.20% for XEQT.TO.

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