PortfoliosLab logoPortfoliosLab logo
ZWH.TO vs. PDF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZWH.TO vs. PDF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO US High Dividend Covered Call ETF (ZWH.TO) and Purpose Core Dividend Fund Series ETF (PDF.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ZWH.TO vs. PDF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZWH.TO
BMO US High Dividend Covered Call ETF
3.51%6.40%19.30%5.04%-0.57%24.20%0.19%17.18%0.10%5.95%
PDF.TO
Purpose Core Dividend Fund Series ETF
5.85%20.81%13.61%4.13%-1.74%24.35%-0.79%23.25%-11.14%7.37%

Returns By Period

In the year-to-date period, ZWH.TO achieves a 3.51% return, which is significantly lower than PDF.TO's 5.85% return. Both investments have delivered pretty close results over the past 10 years, with ZWH.TO having a 9.03% annualized return and PDF.TO not far behind at 8.85%.


ZWH.TO

1D
1.66%
1M
-1.71%
YTD
3.51%
6M
4.63%
1Y
8.82%
3Y*
10.79%
5Y*
9.58%
10Y*
9.03%

PDF.TO

1D
1.52%
1M
-3.48%
YTD
5.85%
6M
10.43%
1Y
21.70%
3Y*
14.54%
5Y*
10.84%
10Y*
8.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ZWH.TO vs. PDF.TO - Expense Ratio Comparison


Return for Risk

ZWH.TO vs. PDF.TO — Risk / Return Rank

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

ZWH.TO
ZWH.TO Risk / Return Rank: 3434
Overall Rank
ZWH.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ZWH.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
ZWH.TO Omega Ratio Rank: 3535
Omega Ratio Rank
ZWH.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
ZWH.TO Martin Ratio Rank: 3232
Martin Ratio Rank

PDF.TO
PDF.TO Risk / Return Rank: 9090
Overall Rank
PDF.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PDF.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
PDF.TO Omega Ratio Rank: 9494
Omega Ratio Rank
PDF.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
PDF.TO Martin Ratio Rank: 8989
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.

ZWH.TO vs. PDF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO US High Dividend Covered Call ETF (ZWH.TO) and Purpose Core Dividend Fund Series ETF (PDF.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.


ZWH.TOPDF.TODifference

Sharpe ratio

Return per unit of total volatility

0.62

2.14

-1.52

Sortino ratio

Return per unit of downside risk

0.91

2.77

-1.85

Omega ratio

Gain probability vs. loss probability

1.14

1.44

-0.31

Calmar ratio

Return relative to maximum drawdown

0.86

2.41

-1.55

Martin ratio

Return relative to average drawdown

2.72

11.16

-8.43

ZWH.TO vs. PDF.TO - Sharpe Ratio Comparison

The current ZWH.TO Sharpe Ratio is 0.62, which is lower than the PDF.TO Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ZWH.TO and PDF.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ZWH.TOPDF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.14

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.06

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.66

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.75

0.00

Correlation

The correlation between ZWH.TO and PDF.TO is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ZWH.TO vs. PDF.TO - Dividend Comparison

ZWH.TO's dividend yield for the trailing twelve months is around 6.23%, more than PDF.TO's 3.14% yield.


TTM20252024202320222021202020192018201720162015
ZWH.TO
BMO US High Dividend Covered Call ETF
6.23%6.22%4.87%5.71%6.03%5.64%6.59%5.97%5.66%5.46%5.57%5.31%
PDF.TO
Purpose Core Dividend Fund Series ETF
3.14%3.77%3.82%4.17%3.77%3.19%3.84%3.65%4.33%3.50%3.38%3.40%

Drawdowns

ZWH.TO vs. PDF.TO - Drawdown Comparison

The maximum ZWH.TO drawdown since its inception was -34.01%, smaller than the maximum PDF.TO drawdown of -36.00%. Use the drawdown chart below to compare losses from any high point for ZWH.TO and PDF.TO.


Loading graphics...

Drawdown Indicators


ZWH.TOPDF.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.01%

-36.00%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-9.28%

-2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.59%

-15.93%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

-36.00%

+1.99%

Current Drawdown

Current decline from peak

-2.51%

-3.55%

+1.04%

Average Drawdown

Average peak-to-trough decline

-3.14%

-3.53%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.00%

+1.95%

Volatility

ZWH.TO vs. PDF.TO - Volatility Comparison

BMO US High Dividend Covered Call ETF (ZWH.TO) and Purpose Core Dividend Fund Series ETF (PDF.TO) have volatilities of 3.75% and 3.79%, 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.


Loading graphics...

Volatility by Period


ZWH.TOPDF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

3.79%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

6.19%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

10.22%

+4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.59%

10.30%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.83%

13.58%

+1.25%