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

Performance

ZWU.TO vs. DXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Covered Call Utilities ETF (ZWU.TO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.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, ZWU.TO achieves a 11.35% return, which is significantly higher than DXQ.TO's 8.79% return.


ZWU.TO

1D
-0.08%
1M
-0.34%
6M
12.06%
YTD
11.35%
1Y
15.26%
3Y*
11.63%
5Y*
6.24%
10Y*
5.84%

DXQ.TO

1D
0.46%
1M
2.33%
6M
6.18%
YTD
8.79%
1Y
16.96%
3Y*
17.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
ZWU.TO
BMO Covered Call Utilities ETF
11.35%13.18%10.97%-2.79%-6.11%
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
8.79%12.99%21.07%20.08%3.57%

Correlation

The correlation between ZWU.TO and DXQ.TO is -0.17, 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

-0.17

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.04

The correlation between ZWU.TO and DXQ.TO shifts across timeframes, from -0.17 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZWU.TO vs. DXQ.TO — Risk / Return Rank

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

ZWU.TO
ZWU.TO Risk / Return Rank: 7272
Overall Rank
ZWU.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ZWU.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
ZWU.TO Omega Ratio Rank: 7171
Omega Ratio Rank
ZWU.TO Calmar Ratio Rank: 7777
Calmar Ratio Rank
ZWU.TO Martin Ratio Rank: 6060
Martin Ratio Rank

DXQ.TO
DXQ.TO Risk / Return Rank: 7373
Overall Rank
DXQ.TO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DXQ.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
DXQ.TO Omega Ratio Rank: 7575
Omega Ratio Rank
DXQ.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
DXQ.TO Martin Ratio Rank: 6464
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.

ZWU.TO vs. DXQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Covered Call Utilities ETF (ZWU.TO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.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.


ZWU.TODXQ.TODifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

3.15

3.33

-0.18

Martin ratioReturn relative to average drawdown

8.43

9.17

-0.74

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

The current ZWU.TO Sharpe Ratio is 1.89, which is comparable to the DXQ.TO Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ZWU.TO and DXQ.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

ZWU.TO vs. DXQ.TO - Drawdown Comparison

The maximum ZWU.TO drawdown since its inception was -37.41%, which is greater than DXQ.TO's maximum drawdown of -15.54%. Use the drawdown chart below to compare losses from any high point for ZWU.TO and DXQ.TO.


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Drawdown Indicators


ZWU.TODXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.41%

-15.54%

-21.87%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-5.11%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-12.23%

-15.54%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.41%

Current Drawdown

Current decline from peak

-1.57%

-0.57%

-1.00%

Average Drawdown

Average peak-to-trough decline

-5.35%

-1.25%

-4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.85%

-0.04%

Volatility

ZWU.TO vs. DXQ.TO - Volatility Comparison

BMO Covered Call Utilities ETF (ZWU.TO) has a higher volatility of 3.37% compared to Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) at 2.72%. This indicates that ZWU.TO's price experiences larger fluctuations and is considered to be riskier than DXQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZWU.TODXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

2.72%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

6.76%

7.58%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

8.12%

9.28%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.56%

10.87%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.20%

10.87%

+3.33%

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

ZWU.TO has a 0.65% expense ratio, which is lower than DXQ.TO's 0.72% expense ratio.


Dividends

ZWU.TO vs. DXQ.TO - Dividend Comparison

ZWU.TO's dividend yield for the trailing twelve months is around 7.06%, less than DXQ.TO's 7.79% yield.


PositionTTM20252024202320222021202020192018201720162015
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
7.79%7.45%5.74%6.54%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZWU.TO
BMO Covered Call Utilities ETF
7.06%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


ZWU.TO and DXQ.TO have a correlation of -0.17, 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 0.72% for DXQ.TO.

ZWU.TO is categorized as Utilities Equities, while DXQ.TO is Derivative Income. They also come from different issuers: BMO and Dynamic. Their fees differ too: 0.65% for ZWU.TO and 0.72% for DXQ.TO.

Portfolio Optimizer

Find the right allocation for ZWU.TO and DXQ.TO

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