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

Performance

ZWEN.TO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Covered Call Energy ETF (ZWEN.TO) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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ZWEN.TO vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023
ZWEN.TO
BMO Covered Call Energy ETF
31.77%6.74%10.43%2.68%
SPY
State Street SPDR S&P 500 ETF
-3.08%12.32%35.62%18.56%
Different Trading Currencies

ZWEN.TO is traded in CAD, while SPY is traded in USD. To make them comparable, the SPY values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZWEN.TO achieves a 31.77% return, which is significantly higher than SPY's -5.73% return.


ZWEN.TO

1D
-0.75%
1M
12.19%
YTD
31.77%
6M
30.76%
1Y
29.50%
3Y*
18.70%
5Y*
10Y*

SPY

1D
0.00%
1M
-5.71%
YTD
-5.73%
6M
-4.60%
1Y
10.56%
3Y*
18.22%
5Y*
13.39%
10Y*
14.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZWEN.TO vs. SPY - Expense Ratio Comparison

ZWEN.TO has a 0.88% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

ZWEN.TO vs. SPY — 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: 6767
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: 7474
Omega Ratio Rank
ZWEN.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
ZWEN.TO Martin Ratio Rank: 4949
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Covered Call Energy ETF (ZWEN.TO) and State Street SPDR S&P 500 ETF (SPY). 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.TOSPYDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.57

+0.84

Sortino ratio

Return per unit of downside risk

1.78

0.91

+0.88

Omega ratio

Gain probability vs. loss probability

1.28

1.14

+0.14

Calmar ratio

Return relative to maximum drawdown

1.67

0.99

+0.68

Martin ratio

Return relative to average drawdown

4.78

3.69

+1.09

ZWEN.TO vs. SPY - Sharpe Ratio Comparison

The current ZWEN.TO Sharpe Ratio is 1.41, which is higher than the SPY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ZWEN.TO and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZWEN.TOSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.57

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

1.04

-0.15

Correlation

The correlation between ZWEN.TO and SPY is 0.15, 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

ZWEN.TO vs. SPY - Dividend Comparison

ZWEN.TO's dividend yield for the trailing twelve months is around 7.38%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
ZWEN.TO
BMO Covered Call Energy ETF
7.38%9.53%9.09%8.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

ZWEN.TO vs. SPY - Drawdown Comparison

The maximum ZWEN.TO drawdown since its inception was -18.75%, smaller than the maximum SPY drawdown of -27.34%. Use the drawdown chart below to compare losses from any high point for ZWEN.TO and SPY.


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Drawdown Indicators


ZWEN.TOSPYDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-55.19%

+36.44%

Max Drawdown (1Y)

Largest decline over 1 year

-18.75%

-12.05%

-6.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-1.02%

-6.24%

+5.22%

Average Drawdown

Average peak-to-trough decline

-4.37%

-9.09%

+4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

2.52%

+4.02%

Volatility

ZWEN.TO vs. SPY - Volatility Comparison

BMO Covered Call Energy ETF (ZWEN.TO) and State Street SPDR S&P 500 ETF (SPY) have volatilities of 4.12% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZWEN.TOSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.26%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

9.16%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

21.06%

18.66%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

15.11%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

16.18%

+1.58%