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ZUD.TO vs. PDIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZUD.TO vs. PDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO US Dividend Hedged to CAD ETF (ZUD.TO) and Purpose Enhanced Dividend Fund ETF (PDIV.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, ZUD.TO achieves a 14.29% return, which is significantly higher than PDIV.TO's 8.52% return. Both investments have delivered pretty close results over the past 10 years, with ZUD.TO having a 9.32% annualized return and PDIV.TO not far behind at 9.10%.


ZUD.TO

1D
0.18%
1M
-0.75%
YTD
14.29%
6M
13.68%
1Y
21.33%
3Y*
15.49%
5Y*
10.22%
10Y*
9.32%

PDIV.TO

1D
0.10%
1M
1.73%
YTD
8.52%
6M
8.40%
1Y
19.23%
3Y*
11.54%
5Y*
7.87%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZUD.TO vs. PDIV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZUD.TO
BMO US Dividend Hedged to CAD ETF
14.29%11.69%15.31%6.36%-7.23%25.80%-5.27%21.08%-5.69%13.59%
PDIV.TO
Purpose Enhanced Dividend Fund ETF
8.52%14.66%10.71%4.64%-4.39%20.18%-1.15%23.57%-15.24%26.84%

Correlation

The correlation between ZUD.TO and PDIV.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 (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2013

0.28

Over the past year, ZUD.TO and PDIV.TO have become more correlated (0.64) than their long-term average of 0.28, meaning their price movements have been converging.

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Return for Risk

ZUD.TO vs. PDIV.TO — Risk / Return Rank

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

ZUD.TO
ZUD.TO Risk / Return Rank: 7272
Overall Rank
ZUD.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ZUD.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
ZUD.TO Omega Ratio Rank: 6666
Omega Ratio Rank
ZUD.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
ZUD.TO Martin Ratio Rank: 7575
Martin Ratio Rank

PDIV.TO
PDIV.TO Risk / Return Rank: 9090
Overall Rank
PDIV.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PDIV.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
PDIV.TO Omega Ratio Rank: 9494
Omega Ratio Rank
PDIV.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
PDIV.TO Martin Ratio Rank: 8888
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.

ZUD.TO vs. PDIV.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 Purpose Enhanced Dividend Fund ETF (PDIV.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.TOPDIV.TODifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.34

1.57

-0.23

Calmar ratioReturn relative to maximum drawdown

3.78

3.67

+0.11

Martin ratioReturn relative to average drawdown

12.14

15.97

-3.83

ZUD.TO vs. PDIV.TO - Sharpe Ratio Comparison

The current ZUD.TO Sharpe Ratio is 1.88, which is lower than the PDIV.TO Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of ZUD.TO and PDIV.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

ZUD.TO vs. PDIV.TO - Drawdown Comparison

The maximum ZUD.TO drawdown since its inception was -40.60%, which is greater than PDIV.TO's maximum drawdown of -30.64%. Use the drawdown chart below to compare losses from any high point for ZUD.TO and PDIV.TO.


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Drawdown Indicators


ZUD.TOPDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-30.64%

-9.96%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-5.27%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

-8.82%

-6.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-15.93%

-1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

-30.64%

-9.96%

Current Drawdown

Current decline from peak

-1.23%

0.00%

-1.23%

Average Drawdown

Average peak-to-trough decline

-4.08%

-4.34%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.21%

+0.55%

Volatility

ZUD.TO vs. PDIV.TO - Volatility Comparison

BMO US Dividend Hedged to CAD ETF (ZUD.TO) has a higher volatility of 3.42% compared to Purpose Enhanced Dividend Fund ETF (PDIV.TO) at 1.71%. This indicates that ZUD.TO's price experiences larger fluctuations and is considered to be riskier than PDIV.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.TOPDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

1.71%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

5.48%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

6.89%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

10.05%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

13.91%

+3.08%

ZUD.TO vs. PDIV.TO - Expense Ratio Comparison

ZUD.TO has a 0.30% expense ratio, which is lower than PDIV.TO's 0.77% expense ratio.


Dividends

ZUD.TO vs. PDIV.TO - Dividend Comparison

ZUD.TO's dividend yield for the trailing twelve months is around 1.47%, less than PDIV.TO's 11.81% yield.


PositionTTM20252024202320222021202020192018201720162015
PDIV.TO
Purpose Enhanced Dividend Fund ETF
11.81%11.23%12.35%11.84%6.38%5.59%6.33%5.85%6.80%25.71%5.38%8.10%
ZUD.TO
BMO US Dividend Hedged to CAD ETF
1.47%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 PDIV.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.

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 0.77% for PDIV.TO.

They also come from different issuers: BMO and Purpose Investments. Their fees differ too: 0.30% for ZUD.TO and 0.77% for PDIV.TO.

Portfolio Optimizer

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