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ZUQ.TO vs. CJP.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZUQ.TO vs. CJP.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO MSCI USA High Quality Index ETF (ZUQ.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZUQ.TO achieves a 10.46% return, which is significantly lower than CJP.NEO's 17.05% return. Both investments have delivered pretty close results over the past 10 years, with ZUQ.TO having a 16.76% annualized return and CJP.NEO not far behind at 16.37%.


ZUQ.TO

1D
0.51%
1M
3.59%
YTD
10.46%
6M
5.75%
1Y
19.61%
3Y*
20.68%
5Y*
15.10%
10Y*
16.76%

CJP.NEO

1D
2.51%
1M
0.99%
YTD
17.05%
6M
17.74%
1Y
49.90%
3Y*
27.93%
5Y*
22.66%
10Y*
16.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZUQ.TO vs. CJP.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZUQ.TO
BMO MSCI USA High Quality Index ETF
10.46%5.80%34.06%33.29%-18.30%26.45%19.97%31.80%4.75%17.02%
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
17.05%30.67%26.74%35.03%3.67%18.19%0.18%13.12%-17.35%21.33%

Correlation

The correlation between ZUQ.TO and CJP.NEO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.44

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

0.41

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

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2014

0.43

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Return for Risk

ZUQ.TO vs. CJP.NEO — Risk / Return Rank

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

ZUQ.TO
ZUQ.TO Risk / Return Rank: 4848
Overall Rank
ZUQ.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ZUQ.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
ZUQ.TO Omega Ratio Rank: 5555
Omega Ratio Rank
ZUQ.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
ZUQ.TO Martin Ratio Rank: 4343
Martin Ratio Rank

CJP.NEO
CJP.NEO Risk / Return Rank: 8989
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 9090
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 8888
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 8989
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.

ZUQ.TO vs. CJP.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO MSCI USA High Quality Index ETF (ZUQ.TO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). 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.


ZUQ.TOCJP.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.30

1.51

-0.21

Calmar ratioReturn relative to maximum drawdown

1.86

4.58

-2.72

Martin ratioReturn relative to average drawdown

6.05

17.20

-11.15

ZUQ.TO vs. CJP.NEO - Sharpe Ratio Comparison

The current ZUQ.TO Sharpe Ratio is 1.57, which is lower than the CJP.NEO Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of ZUQ.TO and CJP.NEO, 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

ZUQ.TO vs. CJP.NEO - Drawdown Comparison

The maximum ZUQ.TO drawdown since its inception was -26.93%, smaller than the maximum CJP.NEO drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for ZUQ.TO and CJP.NEO.


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Drawdown Indicators


ZUQ.TOCJP.NEODifference

Max Drawdown

Largest peak-to-trough decline

-26.93%

-38.36%

+11.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-10.99%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-17.93%

-20.86%

+2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-26.93%

-20.86%

-6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-26.93%

-37.75%

+10.82%

Current Drawdown

Current decline from peak

0.00%

-1.88%

+1.88%

Average Drawdown

Average peak-to-trough decline

-4.57%

-11.15%

+6.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.92%

+0.34%

Volatility

ZUQ.TO vs. CJP.NEO - Volatility Comparison

The current volatility for BMO MSCI USA High Quality Index ETF (ZUQ.TO) is 3.40%, while iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) has a volatility of 5.03%. This indicates that ZUQ.TO experiences smaller price fluctuations and is considered to be less risky than CJP.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZUQ.TOCJP.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

5.03%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

13.58%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.52%

18.26%

-5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

18.37%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

19.59%

-2.06%

ZUQ.TO vs. CJP.NEO - Expense Ratio Comparison

ZUQ.TO has a 0.33% expense ratio, which is lower than CJP.NEO's 0.71% expense ratio.


Dividends

ZUQ.TO vs. CJP.NEO - Dividend Comparison

ZUQ.TO's dividend yield for the trailing twelve months is around 0.43%, less than CJP.NEO's 1.26% yield.


PositionTTM20252024202320222021202020192018201720162015
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
1.26%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%
ZUQ.TO
BMO MSCI USA High Quality Index ETF
0.43%0.48%0.60%0.90%1.03%0.83%1.00%1.00%1.12%1.25%1.26%0.92%

Frequently Asked Questions


ZUQ.TO and CJP.NEO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZUQ.TO is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZUQ.TO is cheaper with a 0.33% expense ratio, compared with 0.71% for CJP.NEO.

ZUQ.TO is categorized as Large Cap Blend Equities, while CJP.NEO is Japan Equities. ZUQ.TO tracks MSCI USA Quality Index, while CJP.NEO tracks FTSE RAFI Japan Canadian Dollar Hedged Index. They also come from different issuers: BMO and iShares. Their fees differ too: 0.33% for ZUQ.TO and 0.71% for CJP.NEO.

Portfolio Optimizer

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