According to Ted Dunangst: "ZFS wants a lot of memory. A lot lot lot of memory. So much memory, the kernel address space has trouble wrapping its arms around ZFS. I haven't studied it extensively, but the hack of pushing some of the cache off into higher memory and accessing it through a small window may even work." See http://www.tedunangst.com/flak/post/ZFS-on-OpenBSD
Different filesystems are good for different things. If you want a filesystem that has subvolumes, copy-on-write snapshots, built-in RAID, transactions, space-efficient packing of small files, batch deduplication, checksums on data and metadata, and so forth, you have to pay a price. Just the same way as running Apache with all the bells and whistles is not going to be as fast as ngnix.