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ZWB.TO vs. ZEO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZWB.TO vs. ZEO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Covered Call Canadian Banks ETF (ZWB.TO) and BMO Equal Weight Oil & Gas Index ETF (ZEO.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, ZWB.TO achieves a 16.23% return, which is significantly lower than ZEO.TO's 37.72% return. Over the past 10 years, ZWB.TO has outperformed ZEO.TO with an annualized return of 12.24%, while ZEO.TO has yielded a comparatively lower 10.67% annualized return.


ZWB.TO

1D
-0.31%
1M
5.06%
YTD
16.23%
6M
21.03%
1Y
49.97%
3Y*
25.69%
5Y*
13.82%
10Y*
12.24%

ZEO.TO

1D
0.65%
1M
2.51%
YTD
37.72%
6M
32.21%
1Y
50.73%
3Y*
27.08%
5Y*
25.42%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZWB.TO vs. ZEO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZWB.TO
BMO Covered Call Canadian Banks ETF
16.23%34.91%19.41%6.67%-11.00%30.81%1.68%14.32%-8.08%11.52%
ZEO.TO
BMO Equal Weight Oil & Gas Index ETF
37.72%12.35%21.51%5.98%39.67%63.65%-28.56%16.50%-25.62%-12.74%

Correlation

The correlation between ZWB.TO and ZEO.TO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

0.21

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

0.34

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

0.42

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2011

0.47

The correlation between ZWB.TO and ZEO.TO shifts across timeframes, from -0.08 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

ZWB.TO vs. ZEO.TO - Sectors Allocation Comparison


Sectors
ZWB.TO
ZEO.TO

Financial Services

100.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

100.0%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Financial Services

ZWB.TO
100.0%
ZEO.TO

-

Basic Materials

ZWB.TO

-

ZEO.TO

-

Communication Services

ZWB.TO

-

ZEO.TO

-

Consumer Cyclical

ZWB.TO

-

ZEO.TO

-

Consumer Defensive

ZWB.TO

-

ZEO.TO

-

Energy

ZWB.TO

-

ZEO.TO
100.0%

Healthcare

ZWB.TO

-

ZEO.TO

-

Industrials

ZWB.TO

-

ZEO.TO

-

Real Estate

ZWB.TO

-

ZEO.TO

-

Technology

ZWB.TO

-

ZEO.TO

-

Utilities

ZWB.TO

-

ZEO.TO

-

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Return for Risk

ZWB.TO vs. ZEO.TO — Risk / Return Rank

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

ZWB.TO
ZWB.TO Risk / Return Rank: 9595
Overall Rank
ZWB.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ZWB.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
ZWB.TO Omega Ratio Rank: 9797
Omega Ratio Rank
ZWB.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
ZWB.TO Martin Ratio Rank: 9494
Martin Ratio Rank

ZEO.TO
ZEO.TO Risk / Return Rank: 8686
Overall Rank
ZEO.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ZEO.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
ZEO.TO Omega Ratio Rank: 8484
Omega Ratio Rank
ZEO.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
ZEO.TO Martin Ratio Rank: 8484
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.

ZWB.TO vs. ZEO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Covered Call Canadian Banks ETF (ZWB.TO) and BMO Equal Weight Oil & Gas Index ETF (ZEO.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.


ZWB.TOZEO.TODifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.86

1.52

+0.34

Calmar ratioReturn relative to maximum drawdown

6.42

5.34

+1.08

Martin ratioReturn relative to average drawdown

28.83

17.25

+11.58

ZWB.TO vs. ZEO.TO - Sharpe Ratio Comparison

The current ZWB.TO Sharpe Ratio is 4.44, which is higher than the ZEO.TO Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of ZWB.TO and ZEO.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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Sharpe Ratios by Period


ZWB.TOZEO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.44

3.02

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

1.21

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.39

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.00

+0.74

Drawdowns

ZWB.TO vs. ZEO.TO - Drawdown Comparison

The maximum ZWB.TO drawdown since its inception was -39.36%, smaller than the maximum ZEO.TO drawdown of -77.71%. Use the drawdown chart below to compare losses from any high point for ZWB.TO and ZEO.TO.


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Drawdown Indicators


ZWB.TOZEO.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.36%

-77.71%

+38.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-9.54%

+1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

-17.62%

+3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

-22.59%

-2.67%

Max Drawdown (10Y)

Largest decline over 10 years

-39.36%

-72.03%

+32.67%

Current Drawdown

Current decline from peak

-1.85%

-2.93%

+1.08%

Average Drawdown

Average peak-to-trough decline

-5.56%

-21.98%

+16.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.95%

-1.21%

Volatility

ZWB.TO vs. ZEO.TO - Volatility Comparison

The current volatility for BMO Covered Call Canadian Banks ETF (ZWB.TO) is 4.26%, while BMO Equal Weight Oil & Gas Index ETF (ZEO.TO) has a volatility of 6.99%. This indicates that ZWB.TO experiences smaller price fluctuations and is considered to be less risky than ZEO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZWB.TOZEO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

6.99%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

14.57%

-4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.31%

16.92%

-5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.63%

21.17%

-8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

27.27%

-11.59%

ZWB.TO vs. ZEO.TO - Expense Ratio Comparison

ZWB.TO has a 0.71% expense ratio, which is higher than ZEO.TO's 0.60% expense ratio.


Dividends

ZWB.TO vs. ZEO.TO - Dividend Comparison

ZWB.TO's dividend yield for the trailing twelve months is around 5.02%, more than ZEO.TO's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
ZEO.TO
BMO Equal Weight Oil & Gas Index ETF
2.59%3.42%3.86%4.82%4.69%3.27%5.54%3.55%3.57%2.46%2.50%4.09%
ZWB.TO
BMO Covered Call Canadian Banks ETF
5.02%5.38%6.66%7.62%7.30%5.46%5.80%5.53%5.59%4.80%5.04%5.64%

Frequently Asked Questions


ZWB.TO and ZEO.TO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZEO.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZEO.TO is cheaper with a 0.60% expense ratio, compared with 0.71% for ZWB.TO.

ZWB.TO is categorized as Financials Equities, while ZEO.TO is Energy Equities. Their fees differ too: 0.71% for ZWB.TO and 0.60% for ZEO.TO.

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