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ZUH.TO vs. HIG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZUH.TO vs. HIG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Equal Weight US Health Care Hedged to CAD Index ETF (ZUH.TO) and Brompton Global Healthcare Income & Growth ETF (HIG.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, ZUH.TO achieves a 5.34% return, which is significantly higher than HIG.TO's -2.76% return. Over the past 10 years, ZUH.TO has outperformed HIG.TO with an annualized return of 6.26%, while HIG.TO has yielded a comparatively lower 5.29% annualized return.


ZUH.TO

1D
-0.61%
1M
8.54%
6M
2.87%
YTD
5.34%
1Y
18.09%
3Y*
1.99%
5Y*
-1.47%
10Y*
6.26%

HIG.TO

1D
-0.40%
1M
4.72%
6M
-3.73%
YTD
-2.76%
1Y
9.53%
3Y*
3.98%
5Y*
0.81%
10Y*
5.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZUH.TO vs. HIG.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZUH.TO
BMO Equal Weight US Health Care Hedged to CAD Index ETF
5.34%6.34%-3.86%-1.73%-15.65%15.42%21.65%25.99%-2.83%25.35%
HIG.TO
Brompton Global Healthcare Income & Growth ETF
-2.76%13.94%-0.33%-1.53%-14.75%24.68%5.06%24.08%5.65%7.03%

Correlation

The correlation between ZUH.TO and HIG.TO is 0.70, 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

0.70

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

0.61

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

0.61

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

0.56

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

0.54

The correlation between ZUH.TO and HIG.TO shifts across timeframes, from 0.54 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ZUH.TO vs. HIG.TO — Risk / Return Rank

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

ZUH.TO
ZUH.TO Risk / Return Rank: 3939
Overall Rank
ZUH.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ZUH.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
ZUH.TO Omega Ratio Rank: 3838
Omega Ratio Rank
ZUH.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
ZUH.TO Martin Ratio Rank: 3333
Martin Ratio Rank

HIG.TO
HIG.TO Risk / Return Rank: 2222
Overall Rank
HIG.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HIG.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
HIG.TO Omega Ratio Rank: 2222
Omega Ratio Rank
HIG.TO Calmar Ratio Rank: 2020
Calmar Ratio Rank
HIG.TO Martin Ratio Rank: 2020
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.

ZUH.TO vs. HIG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Equal Weight US Health Care Hedged to CAD Index ETF (ZUH.TO) and Brompton Global Healthcare Income & Growth ETF (HIG.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.


ZUH.TOHIG.TODifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratioReturn relative to maximum drawdown

1.57

0.67

+0.89

Martin ratioReturn relative to average drawdown

3.84

1.58

+2.26

ZUH.TO vs. HIG.TO - Sharpe Ratio Comparison

The current ZUH.TO Sharpe Ratio is 1.13, which is higher than the HIG.TO Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ZUH.TO and HIG.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

ZUH.TO vs. HIG.TO - Drawdown Comparison

The maximum ZUH.TO drawdown since its inception was -34.21%, which is greater than HIG.TO's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for ZUH.TO and HIG.TO.


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Drawdown Indicators


ZUH.TOHIG.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.21%

-31.83%

-2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-14.18%

+2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-22.23%

-14.18%

-8.05%

Max Drawdown (5Y)

Largest decline over 5 years

-34.21%

-24.58%

-9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.21%

-31.83%

-2.38%

Current Drawdown

Current decline from peak

-15.10%

-7.35%

-7.75%

Average Drawdown

Average peak-to-trough decline

-9.25%

-8.17%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

6.04%

-1.32%

Volatility

ZUH.TO vs. HIG.TO - Volatility Comparison

The current volatility for BMO Equal Weight US Health Care Hedged to CAD Index ETF (ZUH.TO) is 5.63%, while Brompton Global Healthcare Income & Growth ETF (HIG.TO) has a volatility of 6.07%. This indicates that ZUH.TO experiences smaller price fluctuations and is considered to be less risky than HIG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZUH.TOHIG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

6.07%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

11.19%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

14.79%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

15.16%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

17.37%

+1.19%

Dividends

ZUH.TO vs. HIG.TO - Dividend Comparison

ZUH.TO's dividend yield for the trailing twelve months is around 0.52%, less than HIG.TO's 8.94% yield.


PositionTTM20252024202320222021202020192018201720162015
HIG.TO
Brompton Global Healthcare Income & Growth ETF
8.94%8.32%8.71%8.03%6.97%5.29%6.22%6.12%7.11%6.43%6.47%1.80%
ZUH.TO
BMO Equal Weight US Health Care Hedged to CAD Index ETF
0.52%0.55%0.74%0.73%0.43%0.12%0.37%0.33%0.33%0.36%0.98%0.48%

Frequently Asked Questions


ZUH.TO and HIG.TO have a correlation of 0.70, 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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