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

Performance

ZWQT.TO vs. ZWT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Global Enhanced Income Fund Series ETF (ZWQT.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

The year-to-date returns for both investments are quite close, with ZWQT.TO having a 14.52% return and ZWT.TO slightly higher at 14.60%.


ZWQT.TO

1D
-0.15%
1M
1.06%
YTD
14.52%
6M
14.99%
1Y
30.31%
3Y*
18.53%
5Y*
10Y*

ZWT.TO

1D
-0.72%
1M
0.67%
YTD
14.60%
6M
13.94%
1Y
33.94%
3Y*
33.62%
5Y*
20.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
ZWQT.TO
BMO Global Enhanced Income Fund Series ETF
14.52%14.08%17.82%6.60%
ZWT.TO
BMO Covered Call Technology ETF
14.60%18.15%49.78%17.23%

Correlation

The correlation between ZWQT.TO and ZWT.TO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2023

0.40

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Return for Risk

ZWQT.TO vs. ZWT.TO — Risk / Return Rank

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

ZWQT.TO
ZWQT.TO Risk / Return Rank: 9494
Overall Rank
ZWQT.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ZWQT.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
ZWQT.TO Omega Ratio Rank: 9494
Omega Ratio Rank
ZWQT.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
ZWQT.TO Martin Ratio Rank: 9494
Martin Ratio Rank

ZWT.TO
ZWT.TO Risk / Return Rank: 5151
Overall Rank
ZWT.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ZWT.TO Sortino Ratio Rank: 5252
Sortino Ratio Rank
ZWT.TO Omega Ratio Rank: 5353
Omega Ratio Rank
ZWT.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
ZWT.TO Martin Ratio Rank: 4545
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.

ZWQT.TO vs. ZWT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Global Enhanced Income Fund Series ETF (ZWQT.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZWQT.TOZWT.TODifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.61

1.30

+0.31

Calmar ratioReturn relative to maximum drawdown

5.57

2.14

+3.43

Martin ratioReturn relative to average drawdown

22.94

6.72

+16.22

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

The current ZWQT.TO Sharpe Ratio is 3.14, which is higher than the ZWT.TO Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ZWQT.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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Drawdowns

ZWQT.TO vs. ZWT.TO - Drawdown Comparison

The maximum ZWQT.TO drawdown since its inception was -14.93%, smaller than the maximum ZWT.TO drawdown of -35.84%. Use the drawdown chart below to compare losses from any high point for ZWQT.TO and ZWT.TO.


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Drawdown Indicators


ZWQT.TOZWT.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.93%

-35.84%

+20.91%

Max Drawdown (1Y)

Largest decline over 1 year

-5.47%

-15.93%

+10.46%

Max Drawdown (3Y)

Largest decline over 3 years

-14.93%

-26.27%

+11.34%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

Current Drawdown

Current decline from peak

-0.91%

-4.84%

+3.93%

Average Drawdown

Average peak-to-trough decline

-1.47%

-8.77%

+7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

5.06%

-3.74%

Volatility

ZWQT.TO vs. ZWT.TO - Volatility Comparison

The current volatility for BMO Global Enhanced Income Fund Series ETF (ZWQT.TO) is 3.66%, while BMO Covered Call Technology ETF (ZWT.TO) has a volatility of 9.00%. This indicates that ZWQT.TO experiences smaller price fluctuations and is considered to be less risky 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


ZWQT.TOZWT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

9.00%

-5.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

15.59%

-7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

9.71%

19.59%

-9.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.04%

23.51%

-12.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.04%

23.14%

-12.10%

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

ZWQT.TO has a 0.87% expense ratio, which is higher than ZWT.TO's 0.71% expense ratio.


Dividends

ZWQT.TO vs. ZWT.TO - Dividend Comparison

ZWQT.TO's dividend yield for the trailing twelve months is around 4.94%, more than ZWT.TO's 4.43% yield.


PositionTTM20252024202320222021
ZWQT.TO
BMO Global Enhanced Income Fund Series ETF
4.94%5.54%5.96%3.30%0.00%0.00%
ZWT.TO
BMO Covered Call Technology ETF
4.43%4.46%3.34%3.83%6.54%4.00%

Frequently Asked Questions


ZWQT.TO and ZWT.TO have a correlation of 0.46, 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 0.87% for ZWQT.TO.

ZWQT.TO is categorized as Global Allocation, while ZWT.TO is Technology Equities. Their fees differ too: 0.87% for ZWQT.TO and 0.71% for ZWT.TO.

Portfolio Optimizer

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