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ZWP.TO vs. ZDI.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZWP.TO vs. ZDI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Covered Call Europe High Dividend ETF (ZWP.TO) and BMO International Dividend ETF (ZDI.TO). The values are adjusted to include any dividend payments, if applicable.

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ZWP.TO vs. ZDI.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ZWP.TO
BMO Covered Call Europe High Dividend ETF
-1.05%22.37%8.60%16.33%-0.97%12.69%-3.55%13.15%-9.11%
ZDI.TO
BMO International Dividend ETF
6.64%22.48%10.57%17.05%0.31%12.87%-6.21%12.96%-8.01%

Returns By Period

In the year-to-date period, ZWP.TO achieves a -1.05% return, which is significantly lower than ZDI.TO's 6.64% return.


ZWP.TO

1D
3.08%
1M
-6.60%
YTD
-1.05%
6M
3.22%
1Y
10.36%
3Y*
11.96%
5Y*
10.64%
10Y*

ZDI.TO

1D
2.56%
1M
-4.38%
YTD
6.64%
6M
9.28%
1Y
18.85%
3Y*
16.10%
5Y*
12.61%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZWP.TO vs. ZDI.TO - Expense Ratio Comparison

ZWP.TO has a 0.65% expense ratio, which is higher than ZDI.TO's 0.44% expense ratio.


Return for Risk

ZWP.TO vs. ZDI.TO — Risk / Return Rank

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

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

ZDI.TO
ZDI.TO Risk / Return Rank: 6868
Overall Rank
ZDI.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ZDI.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
ZDI.TO Omega Ratio Rank: 6969
Omega Ratio Rank
ZDI.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
ZDI.TO Martin Ratio Rank: 6666
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.

ZWP.TO vs. ZDI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Covered Call Europe High Dividend ETF (ZWP.TO) and BMO International Dividend ETF (ZDI.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.


ZWP.TOZDI.TODifference

Sharpe ratio

Return per unit of total volatility

0.67

1.22

-0.55

Sortino ratio

Return per unit of downside risk

1.01

1.70

-0.69

Omega ratio

Gain probability vs. loss probability

1.14

1.25

-0.11

Calmar ratio

Return relative to maximum drawdown

0.86

1.64

-0.78

Martin ratio

Return relative to average drawdown

3.00

6.45

-3.45

ZWP.TO vs. ZDI.TO - Sharpe Ratio Comparison

The current ZWP.TO Sharpe Ratio is 0.67, which is lower than the ZDI.TO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ZWP.TO and ZDI.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.


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Sharpe Ratios by Period


ZWP.TOZDI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.22

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.98

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.52

-0.09

Correlation

The correlation between ZWP.TO and ZDI.TO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ZWP.TO vs. ZDI.TO - Dividend Comparison

ZWP.TO's dividend yield for the trailing twelve months is around 6.39%, more than ZDI.TO's 3.15% yield.


TTM20252024202320222021202020192018201720162015
ZWP.TO
BMO Covered Call Europe High Dividend ETF
6.39%6.22%7.13%7.23%7.04%6.45%7.28%6.92%6.45%0.00%0.00%0.00%
ZDI.TO
BMO International Dividend ETF
3.15%3.34%3.94%4.15%3.99%3.72%4.96%4.92%5.23%4.23%4.62%4.26%

Drawdowns

ZWP.TO vs. ZDI.TO - Drawdown Comparison

The maximum ZWP.TO drawdown since its inception was -30.71%, smaller than the maximum ZDI.TO drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for ZWP.TO and ZDI.TO.


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Drawdown Indicators


ZWP.TOZDI.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.71%

-33.89%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-11.30%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-18.97%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-7.08%

-4.76%

-2.32%

Average Drawdown

Average peak-to-trough decline

-4.76%

-4.89%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.87%

+0.18%

Volatility

ZWP.TO vs. ZDI.TO - Volatility Comparison

BMO Covered Call Europe High Dividend ETF (ZWP.TO) and BMO International Dividend ETF (ZDI.TO) have volatilities of 7.11% and 6.83%, 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


ZWP.TOZDI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

6.83%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

9.99%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

15.48%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

12.92%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

15.74%

+0.02%