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BIGY.TO vs. HISU-U.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIGY.TO vs. HISU-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve US Equity UltraYield ETF (BIGY.TO) and Evolve US High Interest Savings Account Fund (HISU-U.TO). The values are adjusted to include any dividend payments, if applicable.

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BIGY.TO vs. HISU-U.TO - Yearly Performance Comparison


2026 (YTD)2025
BIGY.TO
Evolve US Equity UltraYield ETF
-14.92%0.64%
HISU-U.TO
Evolve US High Interest Savings Account Fund
1.89%-0.20%
Different Trading Currencies

BIGY.TO is traded in CAD, while HISU-U.TO is traded in USD. To make them comparable, the HISU-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BIGY.TO achieves a -14.92% return, which is significantly lower than HISU-U.TO's 1.89% return.


BIGY.TO

1D
0.74%
1M
-6.64%
YTD
-14.92%
6M
-20.66%
1Y
3Y*
5Y*
10Y*

HISU-U.TO

1D
-0.12%
1M
1.85%
YTD
1.89%
6M
1.03%
1Y
-0.07%
3Y*
4.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIGY.TO vs. HISU-U.TO - Expense Ratio Comparison

BIGY.TO has a 0.40% expense ratio, which is higher than HISU-U.TO's 0.15% expense ratio.


Return for Risk

BIGY.TO vs. HISU-U.TO — Risk / Return Rank

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

BIGY.TO

HISU-U.TO
HISU-U.TO Risk / Return Rank: 9999
Overall Rank
HISU-U.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HISU-U.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
HISU-U.TO Omega Ratio Rank: 9999
Omega Ratio Rank
HISU-U.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
HISU-U.TO Martin Ratio Rank: 9999
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.

BIGY.TO vs. HISU-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve US Equity UltraYield ETF (BIGY.TO) and Evolve US High Interest Savings Account Fund (HISU-U.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BIGY.TO vs. HISU-U.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BIGY.TOHISU-U.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.81

0.86

-1.67

Correlation

The correlation between BIGY.TO and HISU-U.TO is -0.27. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BIGY.TO vs. HISU-U.TO - Dividend Comparison

BIGY.TO's dividend yield for the trailing twelve months is around 22.85%, more than HISU-U.TO's 2.83% yield.


TTM2025202420232022
BIGY.TO
Evolve US Equity UltraYield ETF
22.85%9.53%0.00%0.00%0.00%
HISU-U.TO
Evolve US High Interest Savings Account Fund
2.83%2.93%3.70%3.85%0.90%

Drawdowns

BIGY.TO vs. HISU-U.TO - Drawdown Comparison

The maximum BIGY.TO drawdown since its inception was -27.82%, which is greater than HISU-U.TO's maximum drawdown of -5.49%. Use the drawdown chart below to compare losses from any high point for BIGY.TO and HISU-U.TO.


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Drawdown Indicators


BIGY.TOHISU-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.82%

-0.12%

-27.70%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

Current Drawdown

Current decline from peak

-23.69%

0.00%

-23.69%

Average Drawdown

Average peak-to-trough decline

-10.34%

-0.01%

-10.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

Volatility

BIGY.TO vs. HISU-U.TO - Volatility Comparison


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Volatility by Period


BIGY.TOHISU-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

30.04%

5.30%

+24.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.04%

6.02%

+24.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.04%

6.02%

+24.02%