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

Performance

CASH.TO vs. ZUCM.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 BMO USD Cash Management ETF (ZUCM.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 0.83% return, which is significantly lower than ZUCM.TO's 2.78% return.


CASH.TO

1D
0.00%
1M
0.15%
YTD
0.83%
6M
1.01%
1Y
2.22%
3Y*
3.62%
5Y*
10Y*

ZUCM.TO

1D
0.39%
1M
2.35%
YTD
2.78%
6M
1.28%
1Y
5.27%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
CASH.TO
Global X High Interest Savings ETF
0.83%2.45%4.53%1.27%
ZUCM.TO
BMO USD Cash Management ETF
2.78%-0.61%14.39%-1.38%

Correlation

The correlation between CASH.TO and ZUCM.TO is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2023

-0.07

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Return for Risk

CASH.TO vs. ZUCM.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: 100100
Sortino Ratio Rank
CASH.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CASH.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CASH.TO Martin Ratio Rank: 100100
Martin Ratio Rank

ZUCM.TO
ZUCM.TO Risk / Return Rank: 3131
Overall Rank
ZUCM.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ZUCM.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
ZUCM.TO Omega Ratio Rank: 3232
Omega Ratio Rank
ZUCM.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
ZUCM.TO Martin Ratio Rank: 2828
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. ZUCM.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 BMO USD Cash Management ETF (ZUCM.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.


CASH.TOZUCM.TODifference
Sharpe ratioReturn per unit of total volatility

+9.13

Sortino ratioReturn per unit of downside risk

+30.83

Omega ratioGain probability vs. loss probability

7.47

1.21

+6.25

Calmar ratioReturn relative to maximum drawdown

111.49

1.43

+110.05

Martin ratioReturn relative to average drawdown

468.24

3.82

+464.42

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

The current CASH.TO Sharpe Ratio is 10.33, which is higher than the ZUCM.TO Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of CASH.TO and ZUCM.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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Sharpe Ratios by Period


CASH.TOZUCM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.33

1.19

+9.13

Sharpe Ratio (All Time)

Calculated using the full available price history

5.52

1.03

+4.49

Drawdowns

CASH.TO vs. ZUCM.TO - Drawdown Comparison

The maximum CASH.TO drawdown since its inception was -0.80%, smaller than the maximum ZUCM.TO drawdown of -5.81%. Use the drawdown chart below to compare losses from any high point for CASH.TO and ZUCM.TO.


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Drawdown Indicators


CASH.TOZUCM.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.80%

-5.81%

+5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-3.69%

+3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

-1.72%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.38%

-1.38%

Volatility

CASH.TO vs. ZUCM.TO - Volatility Comparison

The current volatility for Global X High Interest Savings ETF (CASH.TO) is 0.06%, while BMO USD Cash Management ETF (ZUCM.TO) has a volatility of 0.75%. This indicates that CASH.TO experiences smaller price fluctuations and is considered to be less risky than ZUCM.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.TOZUCM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.75%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

3.23%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

4.43%

-4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.61%

5.34%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.61%

5.34%

-4.73%

CASH.TO vs. ZUCM.TO - Expense Ratio Comparison

CASH.TO has a 0.11% expense ratio, which is lower than ZUCM.TO's 0.14% 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%.


Dividends

CASH.TO vs. ZUCM.TO - Dividend Comparison

CASH.TO's dividend yield for the trailing twelve months is around 2.19%, less than ZUCM.TO's 3.81% yield.


PositionTTM20252024202320222021
CASH.TO
Global X High Interest Savings ETF
2.19%2.53%4.37%5.06%2.30%0.10%
ZUCM.TO
BMO USD Cash Management ETF
3.81%4.19%4.88%1.40%0.00%0.00%

Frequently Asked Questions


CASH.TO and ZUCM.TO have a correlation of -0.09, 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 0.14% for ZUCM.TO.

They also come from different issuers: Global X and BMO. Their fees differ too: 0.11% for CASH.TO and 0.14% for ZUCM.TO.

Portfolio Optimizer

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