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

Performance

ZWT.TO vs. ZWU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Covered Call Technology ETF (ZWT.TO) and BMO Covered Call Utilities ETF (ZWU.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, ZWT.TO achieves a 20.37% return, which is significantly higher than ZWU.TO's 10.43% return.


ZWT.TO

1D
-0.06%
1M
12.28%
YTD
20.37%
6M
17.59%
1Y
47.17%
3Y*
36.02%
5Y*
23.64%
10Y*

ZWU.TO

1D
0.25%
1M
-0.43%
YTD
10.43%
6M
9.84%
1Y
16.30%
3Y*
10.85%
5Y*
6.39%
10Y*
6.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
ZWT.TO
BMO Covered Call Technology ETF
20.37%18.15%49.78%65.75%-31.60%22.78%
ZWU.TO
BMO Covered Call Utilities ETF
10.43%13.18%10.97%-2.79%-3.89%11.53%

Correlation

The correlation between ZWT.TO and ZWU.TO is -0.28, 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

-0.28

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

-0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2021

0.04

The correlation between ZWT.TO and ZWU.TO shifts across timeframes, from -0.28 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZWT.TO vs. ZWU.TO — 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: 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

ZWU.TO
ZWU.TO Risk / Return Rank: 6565
Overall Rank
ZWU.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ZWU.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
ZWU.TO Omega Ratio Rank: 6565
Omega Ratio Rank
ZWU.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
ZWU.TO 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. ZWU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Covered Call Technology ETF (ZWT.TO) and BMO Covered Call Utilities ETF (ZWU.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.


ZWT.TOZWU.TODifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.45

1.39

+0.06

Calmar ratioReturn relative to maximum drawdown

2.98

3.37

-0.39

Martin ratioReturn relative to average drawdown

9.56

9.48

+0.08

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

The current ZWT.TO Sharpe Ratio is 2.66, which is comparable to the ZWU.TO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of ZWT.TO and ZWU.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


ZWT.TOZWU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

2.17

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.61

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.42

+0.57

Drawdowns

ZWT.TO vs. ZWU.TO - Drawdown Comparison

The maximum ZWT.TO drawdown since its inception was -35.84%, roughly equal to the maximum ZWU.TO drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for ZWT.TO and ZWU.TO.


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Drawdown Indicators


ZWT.TOZWU.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.84%

-37.41%

+1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.93%

-4.86%

-11.07%

Max Drawdown (3Y)

Largest decline over 3 years

-26.27%

-12.85%

-13.42%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

-23.36%

-12.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.41%

Current Drawdown

Current decline from peak

-0.06%

-2.06%

+2.00%

Average Drawdown

Average peak-to-trough decline

-8.84%

-5.38%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

1.72%

+3.23%

Volatility

ZWT.TO vs. ZWU.TO - Volatility Comparison

BMO Covered Call Technology ETF (ZWT.TO) has a higher volatility of 4.19% compared to BMO Covered Call Utilities ETF (ZWU.TO) at 2.80%. This indicates that ZWT.TO's price experiences larger fluctuations and is considered to be riskier than ZWU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZWT.TOZWU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

2.80%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

6.26%

+7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.81%

7.59%

+10.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.23%

10.47%

+12.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.98%

14.18%

+8.80%

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

ZWT.TO has a 0.71% expense ratio, which is higher than ZWU.TO's 0.65% expense ratio.


Dividends

ZWT.TO vs. ZWU.TO - Dividend Comparison

ZWT.TO's dividend yield for the trailing twelve months is around 4.22%, less than ZWU.TO's 7.08% yield.


PositionTTM20252024202320222021202020192018201720162015
ZWT.TO
BMO Covered Call Technology ETF
4.22%4.46%3.34%3.83%6.54%4.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZWU.TO
BMO Covered Call Utilities ETF
7.08%7.59%7.96%8.54%8.35%7.43%7.94%6.29%6.84%6.46%6.77%7.57%

Frequently Asked Questions


ZWT.TO and ZWU.TO have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZWU.TO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZWU.TO is cheaper with a 0.65% expense ratio, compared with 0.71% for ZWT.TO.

ZWT.TO is categorized as Technology Equities, while ZWU.TO is Utilities Equities. Their fees differ too: 0.71% for ZWT.TO and 0.65% for ZWU.TO.

Portfolio Optimizer

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