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ZZZD.TO vs. TBNK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZZZD.TO vs. TBNK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Tactical Dividend ETF Fund (ZZZD.TO) and TD Canadian Bank Dividend Index ETF (TBNK.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, ZZZD.TO achieves a 10.86% return, which is significantly lower than TBNK.TO's 32.04% return.


ZZZD.TO

1D
-0.90%
1M
0.59%
YTD
10.86%
6M
10.11%
1Y
15.77%
3Y*
10.20%
5Y*
7.17%
10Y*

TBNK.TO

1D
0.86%
1M
11.21%
YTD
32.04%
6M
31.50%
1Y
69.10%
3Y*
35.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZZZD.TO vs. TBNK.TO - Yearly Performance Comparison


2026 (YTD)202520242023
ZZZD.TO
BMO Tactical Dividend ETF Fund
10.86%10.01%3.96%1.56%
TBNK.TO
TD Canadian Bank Dividend Index ETF
32.04%44.62%20.33%7.99%

Correlation

The correlation between ZZZD.TO and TBNK.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2023

0.18

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Return for Risk

ZZZD.TO vs. TBNK.TO — Risk / Return Rank

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

ZZZD.TO
ZZZD.TO Risk / Return Rank: 8080
Overall Rank
ZZZD.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ZZZD.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
ZZZD.TO Omega Ratio Rank: 7373
Omega Ratio Rank
ZZZD.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
ZZZD.TO Martin Ratio Rank: 9292
Martin Ratio Rank

TBNK.TO
TBNK.TO Risk / Return Rank: 9898
Overall Rank
TBNK.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
TBNK.TO Omega Ratio Rank: 9898
Omega Ratio Rank
TBNK.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
TBNK.TO Martin Ratio Rank: 9797
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.

ZZZD.TO vs. TBNK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Tactical Dividend ETF Fund (ZZZD.TO) and TD Canadian Bank Dividend Index ETF (TBNK.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.TOTBNK.TODifference
Sharpe ratioReturn per unit of total volatility

-3.53

Sortino ratioReturn per unit of downside risk

-4.62

Omega ratioGain probability vs. loss probability

1.37

1.99

-0.62

Calmar ratioReturn relative to maximum drawdown

5.83

8.42

-2.59

Martin ratioReturn relative to average drawdown

19.32

36.53

-17.21

ZZZD.TO vs. TBNK.TO - Sharpe Ratio Comparison

The current ZZZD.TO Sharpe Ratio is 1.88, which is lower than the TBNK.TO Sharpe Ratio of 5.41. The chart below compares the historical Sharpe Ratios of ZZZD.TO and TBNK.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

ZZZD.TO vs. TBNK.TO - Drawdown Comparison

The maximum ZZZD.TO drawdown since its inception was -22.28%, which is greater than TBNK.TO's maximum drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for ZZZD.TO and TBNK.TO.


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Drawdown Indicators


ZZZD.TOTBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.28%

-15.03%

-7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-8.25%

+5.53%

Max Drawdown (3Y)

Largest decline over 3 years

-9.21%

-15.03%

+5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.72%

Current Drawdown

Current decline from peak

-0.90%

0.00%

-0.90%

Average Drawdown

Average peak-to-trough decline

-4.69%

-2.39%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.90%

-1.08%

Volatility

ZZZD.TO vs. TBNK.TO - Volatility Comparison

The current volatility for BMO Tactical Dividend ETF Fund (ZZZD.TO) is 2.75%, while TD Canadian Bank Dividend Index ETF (TBNK.TO) has a volatility of 2.97%. This indicates that ZZZD.TO experiences smaller price fluctuations and is considered to be less risky than TBNK.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.TOTBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

2.97%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

11.25%

-4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

8.44%

12.87%

-4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.17%

12.80%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.66%

12.80%

-0.14%

Dividends

ZZZD.TO vs. TBNK.TO - Dividend Comparison

ZZZD.TO's dividend yield for the trailing twelve months is around 3.74%, more than TBNK.TO's 2.22% yield.


PositionTTM2025202420232022202120202019
TBNK.TO
TD Canadian Bank Dividend Index ETF
2.22%2.89%4.03%3.10%0.00%0.00%0.00%0.00%
ZZZD.TO
BMO Tactical Dividend ETF Fund
3.74%4.07%4.29%4.28%4.51%4.27%4.09%3.11%

Frequently Asked Questions


ZZZD.TO and TBNK.TO have a correlation of 0.20, 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 TD.

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