PortfoliosLab logoPortfoliosLab logo
ZUD.TO vs. ZZZD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZUD.TO vs. ZZZD.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 Tactical Dividend ETF Fund (ZZZD.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZUD.TO achieves a 14.29% return, which is significantly higher than ZZZD.TO's 10.86% 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%

ZZZD.TO

1D
-0.90%
1M
0.59%
YTD
10.86%
6M
10.11%
1Y
15.77%
3Y*
10.20%
5Y*
7.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
ZUD.TO
BMO US Dividend Hedged to CAD ETF
14.29%11.69%15.31%6.36%-7.23%25.80%-5.27%17.42%
ZZZD.TO
BMO Tactical Dividend ETF Fund
10.86%10.01%3.96%10.10%-0.86%5.24%-9.74%9.67%

Correlation

The correlation between ZUD.TO and ZZZD.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.16

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2019

0.27

The correlation between ZUD.TO and ZZZD.TO shifts across timeframes, from 0.16 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BMO US Dividend Hedged to CAD ETF

BMO Tactical Dividend ETF Fund

Return for Risk

ZUD.TO vs. ZZZD.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

ZZZD.TO
ZZZD.TO Risk / Return Rank: 8080
Overall Rank
ZZZD.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ZZZD.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
ZZZD.TO Omega Ratio Rank: 7373
Omega Ratio Rank
ZZZD.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
ZZZD.TO Martin Ratio Rank: 9292
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. ZZZD.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 Tactical Dividend ETF Fund (ZZZD.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.TOZZZD.TODifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

3.78

5.83

-2.05

Martin ratioReturn relative to average drawdown

12.14

19.32

-7.18

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

The current ZUD.TO Sharpe Ratio is 1.88, which is comparable to the ZZZD.TO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of ZUD.TO and ZZZD.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.


Loading charts...

Drawdowns

ZUD.TO vs. ZZZD.TO - Drawdown Comparison

The maximum ZUD.TO drawdown since its inception was -40.60%, which is greater than ZZZD.TO's maximum drawdown of -22.28%. Use the drawdown chart below to compare losses from any high point for ZUD.TO and ZZZD.TO.


Loading charts...

Drawdown Indicators


ZUD.TOZZZD.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-22.28%

-18.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-2.72%

-2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

-9.21%

-5.73%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-14.72%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

Current Drawdown

Current decline from peak

-1.23%

-0.90%

-0.33%

Average Drawdown

Average peak-to-trough decline

-4.08%

-4.69%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

0.82%

+0.94%

Volatility

ZUD.TO vs. ZZZD.TO - Volatility Comparison

BMO US Dividend Hedged to CAD ETF (ZUD.TO) has a higher volatility of 3.42% compared to BMO Tactical Dividend ETF Fund (ZZZD.TO) at 2.75%. This indicates that ZUD.TO's price experiences larger fluctuations and is considered to be riskier than ZZZD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZUD.TOZZZD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

2.75%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

6.55%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

8.44%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

11.17%

+4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

12.66%

+4.33%

Dividends

ZUD.TO vs. ZZZD.TO - Dividend Comparison

ZUD.TO's dividend yield for the trailing twelve months is around 1.47%, less than ZZZD.TO's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ZZZD.TO
BMO Tactical Dividend ETF Fund
3.74%4.07%4.29%4.28%4.51%4.27%4.09%3.11%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZUD.TO and ZZZD.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ZUD.TO and ZZZD.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