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

Performance

ZUD.TO vs. ZLB.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 BMO Low Volatility Canadian Equity ETF (ZLB.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 ZLB.TO's 7.13% return. Over the past 10 years, ZUD.TO has underperformed ZLB.TO with an annualized return of 9.32%, while ZLB.TO has yielded a comparatively higher 10.70% annualized return.


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%

ZLB.TO

1D
-0.37%
1M
3.17%
YTD
7.13%
6M
7.05%
1Y
13.34%
3Y*
14.99%
5Y*
11.62%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZUD.TO vs. ZLB.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%
ZLB.TO
BMO Low Volatility Canadian Equity ETF
7.13%20.40%15.31%9.41%-0.35%22.93%1.51%21.92%-2.76%11.11%

Correlation

The correlation between ZUD.TO and ZLB.TO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

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

0.50

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

0.50

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

0.49

The correlation between ZUD.TO and ZLB.TO shifts across timeframes, from 0.36 (1 year) to 0.50 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ZUD.TO vs. ZLB.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

ZLB.TO
ZLB.TO Risk / Return Rank: 4848
Overall Rank
ZLB.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ZLB.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
ZLB.TO Omega Ratio Rank: 4949
Omega Ratio Rank
ZLB.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
ZLB.TO Martin Ratio Rank: 4848
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. ZLB.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 BMO Low Volatility Canadian Equity ETF (ZLB.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.TOZLB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

3.78

2.36

+1.42

Martin ratioReturn relative to average drawdown

12.14

6.91

+5.23

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

The current ZUD.TO Sharpe Ratio is 1.88, which is higher than the ZLB.TO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ZUD.TO and ZLB.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. ZLB.TO - Drawdown Comparison

The maximum ZUD.TO drawdown since its inception was -40.60%, which is greater than ZLB.TO's maximum drawdown of -33.96%. Use the drawdown chart below to compare losses from any high point for ZUD.TO and ZLB.TO.


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Drawdown Indicators


ZUD.TOZLB.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-33.96%

-6.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-5.67%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

-8.01%

-6.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-13.00%

-4.65%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

-33.96%

-6.64%

Current Drawdown

Current decline from peak

-1.23%

-1.01%

-0.22%

Average Drawdown

Average peak-to-trough decline

-4.08%

-2.48%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.93%

-0.17%

Volatility

ZUD.TO vs. ZLB.TO - Volatility Comparison

BMO US Dividend Hedged to CAD ETF (ZUD.TO) has a higher volatility of 3.42% compared to BMO Low Volatility Canadian Equity ETF (ZLB.TO) at 2.38%. This indicates that ZUD.TO's price experiences larger fluctuations and is considered to be riskier than ZLB.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.TOZLB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

2.38%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

6.65%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

9.30%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

9.64%

+5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

12.22%

+4.77%

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

ZUD.TO has a 0.30% expense ratio, which is lower than ZLB.TO's 0.39% expense ratio.


Dividends

ZUD.TO vs. ZLB.TO - Dividend Comparison

ZUD.TO's dividend yield for the trailing twelve months is around 1.47%, less than ZLB.TO's 1.84% yield.


PositionTTM20252024202320222021202020192018201720162015
ZLB.TO
BMO Low Volatility Canadian Equity ETF
1.84%1.99%2.37%2.67%2.66%2.39%2.83%2.44%2.76%2.55%2.94%2.34%
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 ZLB.TO have a correlation of 0.36, 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 0.39% for ZLB.TO.

ZUD.TO is categorized as Dividend, while ZLB.TO is Canada Equities. Their fees differ too: 0.30% for ZUD.TO and 0.39% for ZLB.TO.

Portfolio Optimizer

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