PortfoliosLab logoPortfoliosLab logo
ZWT.TO vs. TDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZWT.TO vs. TDV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Covered Call Technology ETF (ZWT.TO) and ProShares S&P Technology Dividend Aristocrats ETF (TDV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ZWT.TO vs. TDV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZWT.TO
BMO Covered Call Technology ETF
-7.50%18.15%49.78%65.75%-31.60%22.78%
TDV
ProShares S&P Technology Dividend Aristocrats ETF
-0.54%10.73%19.14%24.48%-9.95%23.08%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, ZWT.TO achieves a -7.50% return, which is significantly lower than TDV's -0.54% return.


ZWT.TO

1D
4.54%
1M
-1.99%
YTD
-7.50%
6M
-5.12%
1Y
23.02%
3Y*
29.71%
5Y*
17.49%
10Y*

TDV

1D
3.21%
1M
-3.41%
YTD
-0.54%
6M
-1.55%
1Y
13.70%
3Y*
13.87%
5Y*
11.66%
10Y*
*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.


ZWT.TO vs. TDV - Expense Ratio Comparison

ZWT.TO has a 0.71% expense ratio, which is higher than TDV's 0.66% expense ratio.


Return for Risk

ZWT.TO vs. TDV — Risk / Return Rank

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

ZWT.TO
ZWT.TO Risk / Return Rank: 5252
Overall Rank
ZWT.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ZWT.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
ZWT.TO Omega Ratio Rank: 5454
Omega Ratio Rank
ZWT.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
ZWT.TO Martin Ratio Rank: 4747
Martin Ratio Rank

TDV
TDV Risk / Return Rank: 4848
Overall Rank
TDV Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TDV Sortino Ratio Rank: 4646
Sortino Ratio Rank
TDV Omega Ratio Rank: 4646
Omega Ratio Rank
TDV Calmar Ratio Rank: 5151
Calmar Ratio Rank
TDV Martin Ratio Rank: 5656
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.

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

This table presents a comparison of risk-adjusted performance metrics for BMO Covered Call Technology ETF (ZWT.TO) and ProShares S&P Technology Dividend Aristocrats ETF (TDV). 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.


ZWT.TOTDVDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.58

+0.29

Sortino ratio

Return per unit of downside risk

1.37

0.95

+0.42

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.45

1.00

+0.45

Martin ratio

Return relative to average drawdown

4.35

3.71

+0.64

ZWT.TO vs. TDV - Sharpe Ratio Comparison

The current ZWT.TO Sharpe Ratio is 0.87, which is higher than the TDV Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ZWT.TO and TDV, 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


ZWT.TOTDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.58

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.63

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.70

+0.05

Correlation

The correlation between ZWT.TO and TDV is 0.74, 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

ZWT.TO vs. TDV - Dividend Comparison

ZWT.TO's dividend yield for the trailing twelve months is around 5.16%, more than TDV's 1.17% yield.


TTM2025202420232022202120202019
ZWT.TO
BMO Covered Call Technology ETF
5.16%4.46%3.34%3.83%6.54%4.00%0.00%0.00%
TDV
ProShares S&P Technology Dividend Aristocrats ETF
1.17%1.09%1.16%1.16%1.67%1.08%1.10%0.11%

Drawdowns

ZWT.TO vs. TDV - Drawdown Comparison

The maximum ZWT.TO drawdown since its inception was -35.84%, which is greater than TDV's maximum drawdown of -26.51%. Use the drawdown chart below to compare losses from any high point for ZWT.TO and TDV.


Loading graphics...

Drawdown Indicators


ZWT.TOTDVDifference

Max Drawdown

Largest peak-to-trough decline

-35.84%

-32.78%

-3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-15.93%

-15.00%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

-25.11%

-10.73%

Current Drawdown

Current decline from peak

-12.11%

-6.54%

-5.57%

Average Drawdown

Average peak-to-trough decline

-9.07%

-5.48%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

3.52%

+1.80%

Volatility

ZWT.TO vs. TDV - Volatility Comparison

BMO Covered Call Technology ETF (ZWT.TO) has a higher volatility of 7.83% compared to ProShares S&P Technology Dividend Aristocrats ETF (TDV) at 6.19%. This indicates that ZWT.TO's price experiences larger fluctuations and is considered to be riskier than TDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ZWT.TOTDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.83%

6.19%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.60%

13.54%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

26.70%

23.74%

+2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.25%

18.62%

+4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.17%

21.20%

+1.97%