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

Performance

ZWEN.TO vs. ZWT.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 BMO Covered Call Technology ETF (ZWT.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, ZWEN.TO achieves a 30.35% return, which is significantly higher than ZWT.TO's 20.37% return.


ZWEN.TO

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

ZWT.TO

1D
-0.06%
1M
12.28%
YTD
20.37%
6M
17.59%
1Y
47.17%
3Y*
36.02%
5Y*
23.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
ZWEN.TO
BMO Covered Call Energy ETF
30.35%6.74%10.43%2.68%
ZWT.TO
BMO Covered Call Technology ETF
20.37%18.15%49.78%49.73%

Correlation

The correlation between ZWEN.TO and ZWT.TO is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.02

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

-0.03

The correlation between ZWEN.TO and ZWT.TO shifts across timeframes, from -0.17 (1 year) to -0.02 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ZWEN.TO vs. ZWT.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

ZWT.TO
ZWT.TO Risk / Return Rank: 6868
Overall Rank
ZWT.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ZWT.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
ZWT.TO Omega Ratio Rank: 7474
Omega Ratio Rank
ZWT.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
ZWT.TO Martin Ratio Rank: 5555
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. ZWT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Covered Call Energy ETF (ZWEN.TO) and BMO Covered Call Technology ETF (ZWT.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.TOZWT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.41

1.45

-0.03

Calmar ratioReturn relative to maximum drawdown

4.37

2.98

+1.39

Martin ratioReturn relative to average drawdown

14.22

9.56

+4.66

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

The current ZWEN.TO Sharpe Ratio is 2.49, which is comparable to the ZWT.TO Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of ZWEN.TO and ZWT.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.TOZWT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.66

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.99

-0.18

Drawdowns

ZWEN.TO vs. ZWT.TO - Drawdown Comparison

The maximum ZWEN.TO drawdown since its inception was -18.75%, smaller than the maximum ZWT.TO drawdown of -35.84%. Use the drawdown chart below to compare losses from any high point for ZWEN.TO and ZWT.TO.


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Drawdown Indicators


ZWEN.TOZWT.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-35.84%

+17.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-15.93%

+6.43%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-26.27%

+7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

Current Drawdown

Current decline from peak

-2.09%

-0.06%

-2.03%

Average Drawdown

Average peak-to-trough decline

-4.38%

-8.84%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

4.95%

-2.04%

Volatility

ZWEN.TO vs. ZWT.TO - Volatility Comparison

BMO Covered Call Energy ETF (ZWEN.TO) has a higher volatility of 7.08% compared to BMO Covered Call Technology ETF (ZWT.TO) at 4.19%. This indicates that ZWEN.TO's price experiences larger fluctuations and is considered to be riskier than ZWT.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.TOZWT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

4.19%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.73%

13.67%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

17.81%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

23.23%

-5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

22.98%

-4.87%

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

ZWEN.TO has a 0.88% expense ratio, which is higher than ZWT.TO's 0.71% expense ratio.


Dividends

ZWEN.TO vs. ZWT.TO - Dividend Comparison

ZWEN.TO's dividend yield for the trailing twelve months is around 7.56%, more than ZWT.TO's 4.22% yield.


PositionTTM20252024202320222021
ZWEN.TO
BMO Covered Call Energy ETF
7.56%9.53%9.09%8.27%0.00%0.00%
ZWT.TO
BMO Covered Call Technology ETF
4.22%4.46%3.34%3.83%6.54%4.00%

Frequently Asked Questions


ZWEN.TO and ZWT.TO have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZWT.TO is cheaper at 0.71% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZWT.TO is cheaper with a 0.71% expense ratio, compared with 0.88% for ZWEN.TO.

ZWEN.TO is categorized as Energy Equities, while ZWT.TO is Technology Equities. Their fees differ too: 0.88% for ZWEN.TO and 0.71% for ZWT.TO.

Portfolio Optimizer

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