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iShares Premium Money Market ETF (CMR.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

iShares Premium Money Market ETF (CMR.TO)

ETF · Currency in CAD · Last updated Jul 12, 2025

CMR.TO is an actively managed ETF by iShares. CMR.TO launched on Feb 19, 2008 and has a 0.14% expense ratio.

ETF Info

Issuer

iShares

Inception Date

Feb 19, 2008

Region

North America (Canada)

Category

Money Market

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

CMR.TO has an expense ratio of 0.14%, which is considered low.

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Premium Money Market ETF

Popular comparisons:
CMR.TO vs. ZMMK.TO CMR.TO vs. CASH.TO CMR.TO vs. XFR.TO CMR.TO vs. SWVXX CMR.TO vs. VOO CMR.TO vs. GOVT CMR.TO vs. VCR CMR.TO vs. HDIV.L CMR.TO vs. BND CMR.TO vs. TQQQ
Popular comparisons:
CMR.TO vs. ZMMK.TO CMR.TO vs. CASH.TO CMR.TO vs. XFR.TO CMR.TO vs. SWVXX CMR.TO vs. VOO CMR.TO vs. GOVT CMR.TO vs. VCR CMR.TO vs. HDIV.L CMR.TO vs. BND CMR.TO vs. TQQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in iShares Premium Money Market ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

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S&P 500

Returns By Period

iShares Premium Money Market ETF (CMR.TO) has returned 1.55% so far this year and 3.60% over the past 12 months. Over the last ten years, CMR.TO has returned 1.72% per year, falling short of the S&P 500 benchmark, which averaged 11.49% annually.

CMR.TO

YTD
1.55%
1M
0.24%
6M
1.49%
1Y
3.60%
3Y*
4.14%
5Y*
2.52%
10Y*
1.72%

^GSPC (Benchmark)

YTD
6.43%
1M
3.94%
6M
7.43%
1Y
12.09%
3Y*
17.91%
5Y*
14.47%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

The table below presents the monthly returns of CMR.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

Based on daily data since Feb 2008, the average daily return (also called the expected return) is 0.01%, while the average monthly return is 0.11%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.27%0.25%0.24%0.24%0.22%0.24%0.06%1.53%
20240.43%0.42%0.36%0.45%0.42%0.37%0.42%0.38%0.38%0.32%0.30%0.37%4.70%
20230.31%0.34%0.40%0.32%0.38%0.39%0.37%0.42%0.44%0.41%0.41%0.41%4.70%
20220.00%0.01%0.01%0.05%0.04%0.10%0.14%0.18%0.24%0.25%0.29%0.40%1.71%
20210.02%-0.02%0.02%-0.00%-0.02%-0.00%-0.00%0.02%-0.02%0.02%-0.02%0.00%0.00%
20200.12%0.14%0.11%0.07%0.01%0.01%0.03%-0.01%0.00%-0.00%-0.00%-0.00%0.47%
20190.15%0.16%0.13%0.11%0.14%0.12%0.15%0.14%0.10%0.16%0.12%0.13%1.63%
20180.05%0.08%0.10%0.12%0.11%0.08%0.13%0.12%0.09%0.15%0.12%0.13%1.29%
20170.05%0.03%0.02%0.04%0.06%0.04%0.04%0.03%0.08%0.07%0.05%0.11%0.63%
20160.07%0.01%0.03%0.05%0.04%0.03%0.07%0.02%0.05%0.03%0.03%0.04%0.45%
20150.11%0.02%0.04%0.07%0.04%0.01%0.05%0.05%0.00%0.05%0.03%0.00%0.46%
20140.06%0.08%0.03%0.07%0.09%0.03%0.08%0.08%0.05%0.08%0.04%0.07%0.78%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 100, CMR.TO is among the top 0% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of CMR.TO is 100100
Overall Rank
The Sharpe Ratio Rank of CMR.TO is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of CMR.TO is 100100
Sortino Ratio Rank
The Omega Ratio Rank of CMR.TO is 100100
Omega Ratio Rank
The Calmar Ratio Rank of CMR.TO is 100100
Calmar Ratio Rank
The Martin Ratio Rank of CMR.TO is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Premium Money Market ETF (CMR.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares Premium Money Market ETF Sharpe ratios as of Jul 12, 2025 (values are recalculated daily):

  • 1-Year: 14.92
  • 5-Year: 9.03
  • 10-Year: 6.34
  • All Time: 3.66

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares Premium Money Market ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

iShares Premium Money Market ETF provided a 3.62% dividend yield over the last twelve months, with an annual payout of CA$1.81 per share.

0.00%1.00%2.00%3.00%4.00%5.00%CA$0.00CA$0.50CA$1.00CA$1.50CA$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
DividendCA$1.81CA$2.28CA$2.32CA$0.81CA$0.00CA$0.24CA$0.80CA$0.66CA$0.30CA$0.22CA$0.24CA$0.39

Dividend yield

3.62%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%0.77%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Premium Money Market ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025CA$0.15CA$0.12CA$0.12CA$0.12CA$0.10CA$0.13CA$0.00CA$0.74
2024CA$0.19CA$0.20CA$0.19CA$0.22CA$0.19CA$0.22CA$0.20CA$0.20CA$0.17CA$0.18CA$0.14CA$0.19CA$2.28
2023CA$0.15CA$0.17CA$0.17CA$0.20CA$0.18CA$0.21CA$0.19CA$0.22CA$0.19CA$0.20CA$0.19CA$0.26CA$2.32
2022CA$0.00CA$0.00CA$0.01CA$0.01CA$0.03CA$0.05CA$0.06CA$0.09CA$0.11CA$0.13CA$0.12CA$0.20CA$0.81
2021CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2020CA$0.06CA$0.06CA$0.06CA$0.04CA$0.01CA$0.01CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.24
2019CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.05CA$0.08CA$0.07CA$0.06CA$0.07CA$0.06CA$0.07CA$0.80
2018CA$0.04CA$0.04CA$0.05CA$0.05CA$0.06CA$0.05CA$0.05CA$0.06CA$0.05CA$0.07CA$0.07CA$0.08CA$0.66
2017CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.03CA$0.03CA$0.04CA$0.03CA$0.05CA$0.30
2016CA$0.01CA$0.02CA$0.01CA$0.02CA$0.02CA$0.01CA$0.02CA$0.02CA$0.01CA$0.02CA$0.02CA$0.02CA$0.22
2015CA$0.04CA$0.03CA$0.02CA$0.03CA$0.02CA$0.02CA$0.02CA$0.02CA$0.01CA$0.02CA$0.01CA$0.02CA$0.24
2014CA$0.03CA$0.03CA$0.03CA$0.04CA$0.03CA$0.03CA$0.04CA$0.03CA$0.03CA$0.04CA$0.03CA$0.03CA$0.39

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Premium Money Market ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Premium Money Market ETF was 0.52%, occurring on Feb 14, 2011. Recovery took 1 trading session.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.52%Feb 9, 20114Feb 14, 20111Feb 15, 20115
-0.18%Nov 26, 20083Nov 28, 200818Dec 24, 200821
-0.14%Aug 22, 20123Aug 24, 20122Aug 28, 20125
-0.14%Dec 28, 20181Dec 28, 20182Jan 2, 20193
-0.14%Nov 25, 20102Nov 26, 201022Dec 30, 201024
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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