PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CASH.TO vs. SPLT.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CASH.TO and SPLT.L is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CASH.TO vs. SPLT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X High Interest Savings ETF (CASH.TO) and iShares Physical Platinum ETC (SPLT.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-3.39%
1.30%
CASH.TO
SPLT.L

Key characteristics

Sharpe Ratio

CASH.TO:

12.41

SPLT.L:

0.33

Sortino Ratio

CASH.TO:

47.38

SPLT.L:

0.63

Omega Ratio

CASH.TO:

14.24

SPLT.L:

1.07

Calmar Ratio

CASH.TO:

69.75

SPLT.L:

0.19

Martin Ratio

CASH.TO:

671.19

SPLT.L:

0.82

Ulcer Index

CASH.TO:

0.01%

SPLT.L:

9.91%

Daily Std Dev

CASH.TO:

0.34%

SPLT.L:

24.21%

Max Drawdown

CASH.TO:

-0.80%

SPLT.L:

-58.05%

Current Drawdown

CASH.TO:

0.00%

SPLT.L:

-36.90%

Returns By Period

In the year-to-date period, CASH.TO achieves a 0.36% return, which is significantly lower than SPLT.L's 6.36% return.


CASH.TO

YTD

0.36%

1M

0.25%

6M

1.73%

1Y

4.16%

5Y*

N/A

10Y*

N/A

SPLT.L

YTD

6.36%

1M

-0.16%

6M

5.98%

1Y

7.48%

5Y*

0.24%

10Y*

-0.06%

*Annualized

Compare stocks, funds, or ETFs

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


CASH.TO vs. SPLT.L - Expense Ratio Comparison

CASH.TO has a 0.11% expense ratio, which is lower than SPLT.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SPLT.L
iShares Physical Platinum ETC
Expense ratio chart for SPLT.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for CASH.TO: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

CASH.TO vs. SPLT.L — Risk-Adjusted Performance Rank

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

CASH.TO
The Risk-Adjusted Performance Rank of CASH.TO is 100100
Overall Rank
The Sharpe Ratio Rank of CASH.TO is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of CASH.TO is 100100
Sortino Ratio Rank
The Omega Ratio Rank of CASH.TO is 100100
Omega Ratio Rank
The Calmar Ratio Rank of CASH.TO is 100100
Calmar Ratio Rank
The Martin Ratio Rank of CASH.TO is 100100
Martin Ratio Rank

SPLT.L
The Risk-Adjusted Performance Rank of SPLT.L is 1414
Overall Rank
The Sharpe Ratio Rank of SPLT.L is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLT.L is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SPLT.L is 1414
Omega Ratio Rank
The Calmar Ratio Rank of SPLT.L is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SPLT.L is 1313
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.

CASH.TO vs. SPLT.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X High Interest Savings ETF (CASH.TO) and iShares Physical Platinum ETC (SPLT.L). 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.


Sharpe ratio
The chart of Sharpe ratio for CASH.TO, currently valued at -0.14, compared to the broader market0.002.004.00-0.140.42
The chart of Sortino ratio for CASH.TO, currently valued at -0.16, compared to the broader market0.005.0010.00-0.160.75
The chart of Omega ratio for CASH.TO, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.08
The chart of Calmar ratio for CASH.TO, currently valued at -0.10, compared to the broader market0.005.0010.0015.00-0.100.41
The chart of Martin ratio for CASH.TO, currently valued at -0.24, compared to the broader market0.0020.0040.0060.0080.00100.00-0.241.10
CASH.TO
SPLT.L

The current CASH.TO Sharpe Ratio is 12.41, which is higher than the SPLT.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of CASH.TO and SPLT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.14
0.42
CASH.TO
SPLT.L

Dividends

CASH.TO vs. SPLT.L - Dividend Comparison

CASH.TO's dividend yield for the trailing twelve months is around 4.19%, while SPLT.L has not paid dividends to shareholders.


TTM2024202320222021
CASH.TO
Global X High Interest Savings ETF
4.19%4.37%5.06%2.30%0.10%
SPLT.L
iShares Physical Platinum ETC
0.00%0.00%0.00%0.00%0.00%

Drawdowns

CASH.TO vs. SPLT.L - Drawdown Comparison

The maximum CASH.TO drawdown since its inception was -0.80%, smaller than the maximum SPLT.L drawdown of -58.05%. Use the drawdown chart below to compare losses from any high point for CASH.TO and SPLT.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.27%
-17.46%
CASH.TO
SPLT.L

Volatility

CASH.TO vs. SPLT.L - Volatility Comparison

The current volatility for Global X High Interest Savings ETF (CASH.TO) is 1.62%, while iShares Physical Platinum ETC (SPLT.L) has a volatility of 4.15%. This indicates that CASH.TO experiences smaller price fluctuations and is considered to be less risky than SPLT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
1.62%
4.15%
CASH.TO
SPLT.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab