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We have studied obliquely sputtered Co-Zr-O films. We found that oblique deposition gives rise to the formation of columnar morphology and thus higher perpendicular magnetic anisotropy in the films, which finally results in the occurrence of stripe domains and degradation of soft magnetic properties. Applying substrate bias during Co-Zr-O film deposition gave some improvement in magnetic softness with small slope angles, but did not provide any improvement for large angles. Using a multilayer structure Co-Zr-O/ZrO2 effectively eliminates the columnar structure and helps the films regain favorable soft magnetic properties.