ZVU.TO vs. XUS.TO
Compare and contrast key facts about BMO MSCI USA Value ETF (ZVU.TO) and iShares Core S&P 500 Index ETF (XUS.TO).
ZVU.TO and XUS.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZVU.TO is a passively managed fund by BMO that tracks the performance of the MSCI USA Enhanced Value Capped Index. It was launched on Oct 4, 2017. XUS.TO is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Apr 10, 2013. Both ZVU.TO and XUS.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ZVU.TO vs. XUS.TO - Performance Comparison
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ZVU.TO vs. XUS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ZVU.TO BMO MSCI USA Value ETF | 5.24% | 20.00% | 15.86% | 11.00% | -9.58% | 28.41% | -3.14% | 21.55% | -7.25% |
XUS.TO iShares Core S&P 500 Index ETF | -3.09% | 12.19% | 35.16% | 23.31% | -12.59% | 27.20% | 15.56% | 24.57% | 1.17% |
Returns By Period
In the year-to-date period, ZVU.TO achieves a 5.24% return, which is significantly higher than XUS.TO's -3.09% return.
ZVU.TO
- 1D
- 0.59%
- 1M
- -3.66%
- YTD
- 5.24%
- 6M
- 8.97%
- 1Y
- 25.46%
- 3Y*
- 16.52%
- 5Y*
- 9.79%
- 10Y*
- —
XUS.TO
- 1D
- 2.80%
- 1M
- -3.10%
- YTD
- -3.09%
- 6M
- -1.89%
- 1Y
- 13.65%
- 3Y*
- 19.14%
- 5Y*
- 13.75%
- 10Y*
- 14.42%
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ZVU.TO vs. XUS.TO - Expense Ratio Comparison
ZVU.TO has a 0.33% expense ratio, which is higher than XUS.TO's 0.09% expense ratio.
Return for Risk
ZVU.TO vs. XUS.TO — Risk / Return Rank
ZVU.TO
XUS.TO
ZVU.TO vs. XUS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO MSCI USA Value ETF (ZVU.TO) and iShares Core S&P 500 Index ETF (XUS.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.
| ZVU.TO | XUS.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 0.75 | +0.66 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.13 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.19 | +0.91 |
Martin ratioReturn relative to average drawdown | 7.43 | 4.47 | +2.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZVU.TO | XUS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 0.75 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.93 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.01 | -0.49 |
Correlation
The correlation between ZVU.TO and XUS.TO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ZVU.TO vs. XUS.TO - Dividend Comparison
ZVU.TO's dividend yield for the trailing twelve months is around 1.50%, more than XUS.TO's 1.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZVU.TO BMO MSCI USA Value ETF | 1.50% | 1.62% | 2.13% | 2.55% | 2.45% | 1.89% | 2.38% | 1.97% | 1.98% | 0.00% | 0.00% | 0.00% |
XUS.TO iShares Core S&P 500 Index ETF | 1.30% | 1.26% | 1.03% | 1.22% | 1.38% | 0.99% | 1.35% | 2.02% | 1.77% | 1.48% | 1.66% | 1.70% |
Drawdowns
ZVU.TO vs. XUS.TO - Drawdown Comparison
The maximum ZVU.TO drawdown since its inception was -34.24%, which is greater than XUS.TO's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for ZVU.TO and XUS.TO.
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Drawdown Indicators
| ZVU.TO | XUS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -27.23% | -7.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -12.50% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -21.85% | +1.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.23% | — |
Current DrawdownCurrent decline from peak | -5.00% | -6.07% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -3.49% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.33% | +0.14% |
Volatility
ZVU.TO vs. XUS.TO - Volatility Comparison
BMO MSCI USA Value ETF (ZVU.TO) has a higher volatility of 5.42% compared to iShares Core S&P 500 Index ETF (XUS.TO) at 5.14%. This indicates that ZVU.TO's price experiences larger fluctuations and is considered to be riskier than XUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZVU.TO | XUS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 5.14% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.96% | 9.38% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 18.33% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 14.93% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 16.49% | +1.28% |