ZUD.TO vs. LLYH.TO
ZUD.TO (BMO US Dividend Hedged to CAD ETF) and LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) are both Dividend funds. Over the past year, ZUD.TO returned 20.84% vs 44.77% for LLYH.TO. At a 0.26 correlation, their price movements are largely independent. ZUD.TO charges 0.30%/yr vs 0.40%/yr for LLYH.TO.
Performance
ZUD.TO vs. LLYH.TO - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with ZUD.TO having a 13.57% return and LLYH.TO slightly lower at 13.56%.
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%
LLYH.TO
- 1D
- 3.27%
- 1M
- 5.52%
- 6M
- 16.73%
- YTD
- 13.56%
- 1Y
- 44.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZUD.TO vs. LLYH.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ZUD.TO BMO US Dividend Hedged to CAD ETF | 13.57% | 11.69% | 0.92% |
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 13.56% | 24.63% | -10.44% |
Correlation
The correlation between ZUD.TO and LLYH.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024 | 0.26 |
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
ZUD.TO vs. LLYH.TO — Risk / Return Rank
ZUD.TO
LLYH.TO
ZUD.TO vs. LLYH.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 Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.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 | LLYH.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.26 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 2.15 | +1.55 |
| Martin ratioReturn relative to average drawdown | 12.76 | 5.86 | +6.90 |
Loading charts...
Drawdowns
ZUD.TO vs. LLYH.TO - Drawdown Comparison
The maximum ZUD.TO drawdown since its inception was -40.60%, which is greater than LLYH.TO's maximum drawdown of -31.00%. Use the drawdown chart below to compare losses from any high point for ZUD.TO and LLYH.TO.
Loading charts...
Drawdown Indicators
| ZUD.TO | LLYH.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.60% | -31.00% | -9.60% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -20.97% | +15.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.60% | — | — |
Current DrawdownCurrent decline from peak | -1.85% | -4.08% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -9.63% | +5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 7.66% | -6.02% |
Volatility
ZUD.TO vs. LLYH.TO - Volatility Comparison
The current volatility for BMO US Dividend Hedged to CAD ETF (ZUD.TO) is 2.82%, while Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a volatility of 8.16%. This indicates that ZUD.TO experiences smaller price fluctuations and is considered to be less risky than LLYH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZUD.TO | LLYH.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 8.16% | -5.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 25.03% | -17.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.05% | 33.77% | -22.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 33.39% | -18.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 33.39% | -16.41% |
ZUD.TO vs. LLYH.TO - Expense Ratio Comparison
ZUD.TO has a 0.30% expense ratio, which is lower than LLYH.TO's 0.40% expense ratio.
Dividends
ZUD.TO vs. LLYH.TO - Dividend Comparison
ZUD.TO's dividend yield for the trailing twelve months is around 1.48%, less than LLYH.TO's 16.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 16.39% | 17.54% | 6.17% | 0.00% | 0.00% | 0.00% | 0.00% | 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 LLYH.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZUD.TO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZUD.TO is cheaper with a 0.30% expense ratio, compared with 0.40% for LLYH.TO.
They also come from different issuers: BMO and Harvest. Their fees differ too: 0.30% for ZUD.TO and 0.40% for LLYH.TO.
Find the right allocation for ZUD.TO and LLYH.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