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CBIL.TO vs. UCSH-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBIL.TO vs. UCSH-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X 0-3 Month T-Bill ETF (CBIL.TO) and Global X USD High Interest Savings ETF (UCSH-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CBIL.TO achieves a 1.14% return, which is significantly lower than UCSH-U.TO's 4.23% return.


CBIL.TO

1D
0.02%
1M
0.18%
6M
1.08%
YTD
1.14%
1Y
2.31%
3Y*
3.54%
5Y*
10Y*

UCSH-U.TO

1D
-0.12%
1M
0.45%
6M
2.65%
YTD
4.23%
1Y
6.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBIL.TO vs. UCSH-U.TO - Yearly Performance Comparison


2026 (YTD)20252024
CBIL.TO
Global X 0-3 Month T-Bill ETF
1.14%2.68%4.22%
UCSH-U.TO
Global X USD High Interest Savings ETF
4.23%-0.59%11.69%

Correlation

The correlation between CBIL.TO and UCSH-U.TO is -0.02, 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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2024

0.02

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Return for Risk

CBIL.TO vs. UCSH-U.TO — Risk / Return Rank

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

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

UCSH-U.TO
UCSH-U.TO Risk / Return Rank: 100100
Overall Rank
UCSH-U.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
UCSH-U.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
UCSH-U.TO Omega Ratio Rank: 100100
Omega Ratio Rank
UCSH-U.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
UCSH-U.TO Martin Ratio Rank: 100100
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.

CBIL.TO vs. UCSH-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X 0-3 Month T-Bill ETF (CBIL.TO) and Global X USD High Interest Savings ETF (UCSH-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.

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.


CBIL.TOUCSH-U.TODifference
Sharpe ratioReturn per unit of total volatility

+7.54

Sortino ratioReturn per unit of downside risk

+18.92

Omega ratioGain probability vs. loss probability

5.33

1.26

+4.07

Calmar ratioReturn relative to maximum drawdown

58.06

1.65

+56.40

Martin ratioReturn relative to average drawdown

315.36

4.49

+310.87

CBIL.TO vs. UCSH-U.TO - Sharpe Ratio Comparison

The current CBIL.TO Sharpe Ratio is 8.96, which is higher than the UCSH-U.TO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of CBIL.TO and UCSH-U.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

CBIL.TO vs. UCSH-U.TO - Drawdown Comparison

The maximum CBIL.TO drawdown since its inception was -0.06%, smaller than the maximum UCSH-U.TO drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for CBIL.TO and UCSH-U.TO.


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Drawdown Indicators


CBIL.TOUCSH-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.06%

-6.35%

+6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-3.77%

+3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Current Drawdown

Current decline from peak

0.00%

-1.29%

+1.29%

Average Drawdown

Average peak-to-trough decline

-0.00%

-1.97%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.38%

-1.37%

Volatility

CBIL.TO vs. UCSH-U.TO - Volatility Comparison

The current volatility for Global X 0-3 Month T-Bill ETF (CBIL.TO) is 0.07%, while Global X USD High Interest Savings ETF (UCSH-U.TO) has a volatility of 1.31%. This indicates that CBIL.TO experiences smaller price fluctuations and is considered to be less risky than UCSH-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBIL.TOUCSH-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

1.31%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

3.30%

-3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

0.26%

4.38%

-4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.32%

5.32%

-5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.32%

5.32%

-5.00%

Dividends

CBIL.TO vs. UCSH-U.TO - Dividend Comparison

CBIL.TO's dividend yield for the trailing twelve months is around 2.24%, less than UCSH-U.TO's 3.65% yield.


PositionTTM202520242023
CBIL.TO
Global X 0-3 Month T-Bill ETF
2.24%2.58%4.38%3.39%
UCSH-U.TO
Global X USD High Interest Savings ETF
3.65%4.04%4.71%0.00%

Frequently Asked Questions


CBIL.TO and UCSH-U.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBIL.TO is categorized as Canadian Government Bonds, while UCSH-U.TO is Money Market.

Portfolio Optimizer

Find the right allocation for CBIL.TO and UCSH-U.TO

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