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CASH.TO vs. CWO.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CASH.TO vs. CWO.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X High Interest Savings ETF (CASH.TO) and iShares Emerging Markets Fundamental Index ETF (CWO.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CASH.TO achieves a 0.95% return, which is significantly lower than CWO.NEO's 12.28% return.


CASH.TO

1D
0.00%
1M
0.15%
YTD
0.95%
6M
1.03%
1Y
2.21%
3Y*
3.56%
5Y*
10Y*

CWO.NEO

1D
-2.31%
1M
1.77%
YTD
12.28%
6M
12.99%
1Y
30.33%
3Y*
21.74%
5Y*
11.21%
10Y*
11.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CASH.TO vs. CWO.NEO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CASH.TO
Global X High Interest Savings ETF
0.95%2.45%4.53%5.11%2.38%0.08%
CWO.NEO
iShares Emerging Markets Fundamental Index ETF
12.28%26.34%22.33%9.56%-9.03%1.77%

Correlation

The correlation between CASH.TO and CWO.NEO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2021

-0.00

The correlation between CASH.TO and CWO.NEO shifts across timeframes, from -0.12 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CASH.TO vs. CWO.NEO — Risk / Return Rank

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

CASH.TO
CASH.TO Risk / Return Rank: 9999
Overall Rank
CASH.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CASH.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CASH.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CASH.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CASH.TO Martin Ratio Rank: 100100
Martin Ratio Rank

CWO.NEO
CWO.NEO Risk / Return Rank: 6161
Overall Rank
CWO.NEO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CWO.NEO Sortino Ratio Rank: 5858
Sortino Ratio Rank
CWO.NEO Omega Ratio Rank: 6464
Omega Ratio Rank
CWO.NEO Calmar Ratio Rank: 6262
Calmar Ratio Rank
CWO.NEO Martin Ratio Rank: 6262
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.

CASH.TO vs. CWO.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X High Interest Savings ETF (CASH.TO) and iShares Emerging Markets Fundamental Index ETF (CWO.NEO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CASH.TOCWO.NEODifference
Sharpe ratioReturn per unit of total volatility

+7.61

Sortino ratioReturn per unit of downside risk

+23.15

Omega ratioGain probability vs. loss probability

6.92

1.36

+5.56

Calmar ratioReturn relative to maximum drawdown

111.05

2.81

+108.24

Martin ratioReturn relative to average drawdown

381.96

10.29

+371.67

CASH.TO vs. CWO.NEO - Sharpe Ratio Comparison

The current CASH.TO Sharpe Ratio is 9.46, which is higher than the CWO.NEO Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of CASH.TO and CWO.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CASH.TO vs. CWO.NEO - Drawdown Comparison

The maximum CASH.TO drawdown since its inception was -0.80%, smaller than the maximum CWO.NEO drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for CASH.TO and CWO.NEO.


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Drawdown Indicators


CASH.TOCWO.NEODifference

Max Drawdown

Largest peak-to-trough decline

-0.80%

-31.99%

+31.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-10.90%

+10.88%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-17.12%

+17.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

Current Drawdown

Current decline from peak

0.00%

-2.74%

+2.74%

Average Drawdown

Average peak-to-trough decline

-0.00%

-10.26%

+10.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.96%

-2.95%

Volatility

CASH.TO vs. CWO.NEO - Volatility Comparison

The current volatility for Global X High Interest Savings ETF (CASH.TO) is 0.05%, while iShares Emerging Markets Fundamental Index ETF (CWO.NEO) has a volatility of 7.01%. This indicates that CASH.TO experiences smaller price fluctuations and is considered to be less risky than CWO.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CASH.TOCWO.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

7.01%

-6.96%

Volatility (6M)

Calculated over the trailing 6-month period

0.15%

13.68%

-13.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.23%

16.52%

-16.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.61%

16.87%

-16.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.61%

17.51%

-16.90%

CASH.TO vs. CWO.NEO - Expense Ratio Comparison

CASH.TO has a 0.11% expense ratio, which is lower than CWO.NEO's 0.73% expense ratio.


Dividends

CASH.TO vs. CWO.NEO - Dividend Comparison

CASH.TO's dividend yield for the trailing twelve months is around 2.19%, less than CWO.NEO's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
CASH.TO
Global X High Interest Savings ETF
2.19%2.53%4.37%5.05%2.30%0.10%0.00%0.00%0.00%0.00%0.00%0.00%
CWO.NEO
iShares Emerging Markets Fundamental Index ETF
2.48%2.79%3.50%4.14%5.03%4.61%2.64%3.01%3.22%2.60%2.57%3.23%

Frequently Asked Questions


CASH.TO and CWO.NEO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CASH.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CASH.TO is cheaper with a 0.11% expense ratio, compared with 0.73% for CWO.NEO.

CASH.TO is categorized as Money Market, while CWO.NEO is Emerging Markets Equities. They also come from different issuers: Global X and iShares. Their fees differ too: 0.11% for CASH.TO and 0.73% for CWO.NEO.

Portfolio Optimizer

Find the right allocation for CASH.TO and CWO.NEO

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