ZUD.TO vs. BLOV.TO
ZUD.TO (BMO US Dividend Hedged to CAD ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. Over the past 5 years, ZUD.TO returned 9.36%/yr vs 8.17%/yr for BLOV.TO. At a 0.22 correlation, their price movements are largely independent.
Performance
ZUD.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ZUD.TO having a 13.57% return and BLOV.TO slightly lower at 13.33%.
ZUD.TO
- 1D
- 0.26%
- 1M
- -1.75%
- 6M
- 11.17%
- YTD
- 13.57%
- 1Y
- 20.84%
- 3Y*
- 15.25%
- 5Y*
- 9.36%
- 10Y*
- 8.81%
BLOV.TO
- 1D
- 0.15%
- 1M
- 2.36%
- 6M
- 11.57%
- YTD
- 13.33%
- 1Y
- 20.35%
- 3Y*
- 12.86%
- 5Y*
- 8.17%
- 10Y*
- —
ZUD.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZUD.TO BMO US Dividend Hedged to CAD ETF | 13.57% | 11.69% | 15.31% | 6.36% | -7.23% | 25.80% | 24.95% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.33% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
Correlation
The correlation between ZUD.TO and BLOV.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.22 |
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Return for Risk
ZUD.TO vs. BLOV.TO — Risk / Return Rank
ZUD.TO
BLOV.TO
ZUD.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO US Dividend Hedged to CAD ETF (ZUD.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
| ZUD.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.45 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 3.91 | -0.22 |
| Martin ratioReturn relative to average drawdown | 12.76 | 13.07 | -0.31 |
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Drawdowns
ZUD.TO vs. BLOV.TO - Drawdown Comparison
The maximum ZUD.TO drawdown since its inception was -40.60%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for ZUD.TO and BLOV.TO.
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Drawdown Indicators
| ZUD.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.60% | -46.98% | +6.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -5.23% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -14.94% | -41.86% | +26.92% |
Max Drawdown (5Y)Largest decline over 5 years | -17.65% | -46.98% | +29.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.60% | — | — |
Current DrawdownCurrent decline from peak | -1.85% | -1.47% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -4.48% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 1.56% | +0.08% |
Volatility
ZUD.TO vs. BLOV.TO - Volatility Comparison
The current volatility for BMO US Dividend Hedged to CAD ETF (ZUD.TO) is 2.82%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.85%. This indicates that ZUD.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZUD.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 4.85% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 7.78% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.05% | 9.18% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 33.19% | -18.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 30.16% | -13.18% |
Dividends
ZUD.TO vs. BLOV.TO - Dividend Comparison
ZUD.TO's dividend yield for the trailing twelve months is around 1.48%, less than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZUD.TO BMO US Dividend Hedged to CAD ETF | 1.48% | 1.68% | 2.17% | 2.54% | 2.77% | 2.50% | 3.76% | 3.13% | 3.11% | 2.69% | 2.61% | 2.97% |
Frequently Asked Questions
ZUD.TO and BLOV.TO have a correlation of 0.21, 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 Brompton.
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