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CASH.TO vs. RATE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CASH.TO vs. RATE.TO - 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 Arrow EC Income Advantage Alternative Fund (RATE.TO). 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 1.06% return, which is significantly lower than RATE.TO's 1.37% return.


CASH.TO

1D
0.00%
1M
0.15%
6M
1.02%
YTD
1.06%
1Y
2.16%
3Y*
3.50%
5Y*
10Y*

RATE.TO

1D
-0.19%
1M
0.05%
6M
1.66%
YTD
1.37%
1Y
3.14%
3Y*
5.52%
5Y*
4.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CASH.TO vs. RATE.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CASH.TO
Global X High Interest Savings ETF
1.06%2.45%4.53%5.11%2.38%0.08%
RATE.TO
Arrow EC Income Advantage Alternative Fund
1.37%4.60%5.59%10.12%2.34%-0.18%

Correlation

The correlation between CASH.TO and RATE.TO is -0.11, 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

-0.11

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

0.01

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

-0.03

The correlation between CASH.TO and RATE.TO shifts across timeframes, from -0.11 (1 year) to 0.01 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

CASH.TO vs. RATE.TO — 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: 100100
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

RATE.TO
RATE.TO Risk / Return Rank: 6666
Overall Rank
RATE.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
RATE.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
RATE.TO Omega Ratio Rank: 5454
Omega Ratio Rank
RATE.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
RATE.TO Martin Ratio Rank: 8484
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. RATE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X High Interest Savings ETF (CASH.TO) and Arrow EC Income Advantage Alternative Fund (RATE.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.

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.TORATE.TODifference
Sharpe ratioReturn per unit of total volatility

+7.91

Sortino ratioReturn per unit of downside risk

+22.99

Omega ratioGain probability vs. loss probability

6.79

1.27

+5.52

Calmar ratioReturn relative to maximum drawdown

108.60

3.93

+104.68

Martin ratioReturn relative to average drawdown

373.54

13.21

+360.33

CASH.TO vs. RATE.TO - Sharpe Ratio Comparison

The current CASH.TO Sharpe Ratio is 9.31, which is higher than the RATE.TO Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of CASH.TO and RATE.TO, 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. RATE.TO - Drawdown Comparison

The maximum CASH.TO drawdown since its inception was -0.80%, smaller than the maximum RATE.TO drawdown of -14.01%. Use the drawdown chart below to compare losses from any high point for CASH.TO and RATE.TO.


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Drawdown Indicators


CASH.TORATE.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.80%

-14.01%

+13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-0.80%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-2.78%

+2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-3.38%

Current Drawdown

Current decline from peak

0.00%

-0.24%

+0.24%

Average Drawdown

Average peak-to-trough decline

-0.00%

-0.85%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.24%

-0.23%

Volatility

CASH.TO vs. RATE.TO - Volatility Comparison

The current volatility for Global X High Interest Savings ETF (CASH.TO) is 0.06%, while Arrow EC Income Advantage Alternative Fund (RATE.TO) has a volatility of 0.68%. This indicates that CASH.TO experiences smaller price fluctuations and is considered to be less risky than RATE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CASH.TORATE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.68%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.15%

1.58%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

0.23%

2.25%

-2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.61%

4.07%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.61%

5.74%

-5.13%

Dividends

CASH.TO vs. RATE.TO - Dividend Comparison

CASH.TO's dividend yield for the trailing twelve months is around 2.12%, less than RATE.TO's 4.64% yield.


PositionTTM20252024202320222021202020192018
CASH.TO
Global X High Interest Savings ETF
2.12%2.53%4.37%5.05%2.30%0.10%0.00%0.00%0.00%
RATE.TO
Arrow EC Income Advantage Alternative Fund
4.64%4.60%4.69%4.74%4.11%3.52%2.98%2.99%2.32%

Frequently Asked Questions


CASH.TO and RATE.TO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CASH.TO and RATE.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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