diff --git a/pandas/core/window/common.py b/pandas/core/window/common.py
index 004a3555f0212..268ae76564ee3 100644
--- a/pandas/core/window/common.py
+++ b/pandas/core/window/common.py
@@ -85,7 +85,7 @@ def dataframe_from_int_dict(data, frame_template) -> DataFrame:
                     if arg2.columns.nlevels > 1:
                         # mypy needs to know columns is a MultiIndex, Index doesn't
                         # have levels attribute
-                        arg2.columns = cast(MultiIndex, arg2.columns)
+                        arg2.columns = cast("MultiIndex", arg2.columns)
                         # GH 21157: Equivalent to MultiIndex.from_product(
                         #  [result_index], <unique combinations of arg2.columns.levels>,
                         # )
@@ -154,10 +154,10 @@ def zsqrt(x):
 
     if isinstance(x, ABCDataFrame):
         if mask._values.any():
-            result[mask] = 0
+            result = result.where(~mask, other=0)
     else:
         if mask.any():
-            result[mask] = 0
+            result = np.where(mask, 0, result)
 
     return result