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ZWEN.TO vs. PPLN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZWEN.TO vs. PPLN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Covered Call Energy ETF (ZWEN.TO) and Global X Equal Weight Canadian Pipelines Index ETF (PPLN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ZWEN.TO having a 30.35% return and PPLN.TO slightly lower at 29.04%.


ZWEN.TO

1D
1.16%
1M
0.91%
YTD
30.35%
6M
25.89%
1Y
41.26%
3Y*
19.60%
5Y*
10Y*

PPLN.TO

1D
-0.24%
1M
6.16%
YTD
29.04%
6M
28.59%
1Y
39.15%
3Y*
18.78%
5Y*
14.07%
10Y*
10.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZWEN.TO vs. PPLN.TO - Yearly Performance Comparison


2026 (YTD)202520242023
ZWEN.TO
BMO Covered Call Energy ETF
30.35%6.74%10.43%2.68%
PPLN.TO
Global X Equal Weight Canadian Pipelines Index ETF
29.04%4.14%17.18%3.51%

Correlation

The correlation between ZWEN.TO and PPLN.TO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2023

0.41

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Return for Risk

ZWEN.TO vs. PPLN.TO — Risk / Return Rank

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

ZWEN.TO
ZWEN.TO Risk / Return Rank: 7474
Overall Rank
ZWEN.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ZWEN.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
ZWEN.TO Omega Ratio Rank: 6868
Omega Ratio Rank
ZWEN.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
ZWEN.TO Martin Ratio Rank: 7575
Martin Ratio Rank

PPLN.TO
PPLN.TO Risk / Return Rank: 7777
Overall Rank
PPLN.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PPLN.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
PPLN.TO Omega Ratio Rank: 8080
Omega Ratio Rank
PPLN.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
PPLN.TO Martin Ratio Rank: 5858
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.

ZWEN.TO vs. PPLN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Covered Call Energy ETF (ZWEN.TO) and Global X Equal Weight Canadian Pipelines Index ETF (PPLN.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.


ZWEN.TOPPLN.TODifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.41

1.47

-0.06

Calmar ratioReturn relative to maximum drawdown

4.37

3.85

+0.52

Martin ratioReturn relative to average drawdown

14.22

10.25

+3.97

ZWEN.TO vs. PPLN.TO - Sharpe Ratio Comparison

The current ZWEN.TO Sharpe Ratio is 2.49, which is comparable to the PPLN.TO Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of ZWEN.TO and PPLN.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


ZWEN.TOPPLN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.73

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.33

+0.47

Drawdowns

ZWEN.TO vs. PPLN.TO - Drawdown Comparison

The maximum ZWEN.TO drawdown since its inception was -18.75%, smaller than the maximum PPLN.TO drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for ZWEN.TO and PPLN.TO.


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Drawdown Indicators


ZWEN.TOPPLN.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-59.05%

+40.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-10.22%

+0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-15.31%

-3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.54%

Max Drawdown (10Y)

Largest decline over 10 years

-59.05%

Current Drawdown

Current decline from peak

-2.09%

-2.93%

+0.84%

Average Drawdown

Average peak-to-trough decline

-4.38%

-9.47%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.84%

-0.93%

Volatility

ZWEN.TO vs. PPLN.TO - Volatility Comparison

BMO Covered Call Energy ETF (ZWEN.TO) has a higher volatility of 7.08% compared to Global X Equal Weight Canadian Pipelines Index ETF (PPLN.TO) at 5.77%. This indicates that ZWEN.TO's price experiences larger fluctuations and is considered to be riskier than PPLN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZWEN.TOPPLN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

5.77%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.73%

11.56%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

14.40%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

17.40%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

23.20%

-5.09%

ZWEN.TO vs. PPLN.TO - Expense Ratio Comparison

ZWEN.TO has a 0.88% expense ratio, which is higher than PPLN.TO's 0.31% expense ratio.


Dividends

ZWEN.TO vs. PPLN.TO - Dividend Comparison

ZWEN.TO's dividend yield for the trailing twelve months is around 7.56%, more than PPLN.TO's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
PPLN.TO
Global X Equal Weight Canadian Pipelines Index ETF
4.26%4.35%2.94%3.77%3.23%3.47%5.76%4.40%5.21%4.31%3.99%4.41%
ZWEN.TO
BMO Covered Call Energy ETF
7.56%9.53%9.09%8.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZWEN.TO and PPLN.TO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PPLN.TO is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PPLN.TO is cheaper with a 0.31% expense ratio, compared with 0.88% for ZWEN.TO.

They also come from different issuers: BMO and Global X. Their fees differ too: 0.88% for ZWEN.TO and 0.31% for PPLN.TO.

Portfolio Optimizer

Find the right allocation for ZWEN.TO and PPLN.TO

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