ZZZD.TO vs. BLOV.TO
ZZZD.TO (BMO Tactical Dividend ETF Fund) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. Both are actively managed. Over the past 5 years, ZZZD.TO returned 7.00%/yr vs 8.17%/yr for BLOV.TO. At a 0.09 correlation, their price movements are largely independent.
Performance
ZZZD.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ZZZD.TO achieves a 11.41% return, which is significantly lower than BLOV.TO's 13.33% return.
ZZZD.TO
- 1D
- 0.16%
- 1M
- 0.47%
- 6M
- 9.44%
- YTD
- 11.41%
- 1Y
- 15.70%
- 3Y*
- 10.75%
- 5Y*
- 7.00%
- 10Y*
- —
BLOV.TO
- 1D
- 0.15%
- 1M
- 2.36%
- 6M
- 11.57%
- YTD
- 13.33%
- 1Y
- 20.35%
- 3Y*
- 12.86%
- 5Y*
- 8.17%
- 10Y*
- —
ZZZD.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZZZD.TO BMO Tactical Dividend ETF Fund | 11.41% | 10.01% | 3.96% | 10.10% | -0.86% | 5.24% | -2.13% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.33% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
Correlation
The correlation between ZZZD.TO and BLOV.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.09 |
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Return for Risk
ZZZD.TO vs. BLOV.TO — Risk / Return Rank
ZZZD.TO
BLOV.TO
ZZZD.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Tactical Dividend ETF Fund (ZZZD.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
| ZZZD.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.45 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 5.81 | 3.91 | +1.90 |
| Martin ratioReturn relative to average drawdown | 18.85 | 13.07 | +5.78 |
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Drawdowns
ZZZD.TO vs. BLOV.TO - Drawdown Comparison
The maximum ZZZD.TO drawdown since its inception was -22.28%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for ZZZD.TO and BLOV.TO.
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Drawdown Indicators
| ZZZD.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.28% | -46.98% | +24.70% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -5.23% | +2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -9.21% | -41.86% | +32.65% |
Max Drawdown (5Y)Largest decline over 5 years | -14.72% | -46.98% | +32.26% |
Current DrawdownCurrent decline from peak | -0.40% | -1.47% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -4.48% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 1.56% | -0.73% |
Volatility
ZZZD.TO vs. BLOV.TO - Volatility Comparison
The current volatility for BMO Tactical Dividend ETF Fund (ZZZD.TO) is 2.34%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.85%. This indicates that ZZZD.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZZZD.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 4.85% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.41% | 7.78% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.47% | 9.18% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.17% | 33.19% | -22.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.63% | 30.16% | -17.53% |
Dividends
ZZZD.TO vs. BLOV.TO - Dividend Comparison
ZZZD.TO's dividend yield for the trailing twelve months is around 3.72%, which matches BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% |
ZZZD.TO BMO Tactical Dividend ETF Fund | 3.72% | 4.07% | 4.29% | 4.28% | 4.51% | 4.27% | 4.09% | 3.11% |
Frequently Asked Questions
ZZZD.TO and BLOV.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: BMO and Brompton.
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