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CMR.TO vs. HISA.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMR.TO vs. HISA.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Premium Money Market ETF (CMR.TO) and Evolve High Interest Savings Account ETF (HISA.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, CMR.TO achieves a 0.99% return, which is significantly higher than HISA.NEO's 0.60% return.


CMR.TO

1D
0.02%
1M
0.19%
YTD
0.99%
6M
1.05%
1Y
2.39%
3Y*
3.73%
5Y*
2.94%
10Y*
1.89%

HISA.NEO

1D
0.00%
1M
0.00%
YTD
0.60%
6M
0.80%
1Y
2.01%
3Y*
3.11%
5Y*
2.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMR.TO vs. HISA.NEO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CMR.TO
iShares Premium Money Market ETF
0.99%2.68%4.70%4.70%1.71%0.00%0.47%0.17%
HISA.NEO
Evolve High Interest Savings Account ETF
0.60%2.30%3.78%4.66%2.28%0.52%0.82%0.76%

Correlation

The correlation between CMR.TO and HISA.NEO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.16

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Return for Risk

CMR.TO vs. HISA.NEO — Risk / Return Rank

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

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

HISA.NEO
HISA.NEO Risk / Return Rank: 8686
Overall Rank
HISA.NEO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HISA.NEO Sortino Ratio Rank: 9595
Sortino Ratio Rank
HISA.NEO Omega Ratio Rank: 9999
Omega Ratio Rank
HISA.NEO Calmar Ratio Rank: 5454
Calmar Ratio Rank
HISA.NEO Martin Ratio Rank: 9494
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.

CMR.TO vs. HISA.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Premium Money Market ETF (CMR.TO) and Evolve High Interest Savings Account ETF (HISA.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.


CMR.TOHISA.NEODifference
Sharpe ratioReturn per unit of total volatility

+7.83

Sortino ratioReturn per unit of downside risk

+16.28

Omega ratioGain probability vs. loss probability

9.64

5.25

+4.39

Calmar ratioReturn relative to maximum drawdown

25.66

2.62

+23.04

Martin ratioReturn relative to average drawdown

188.94

27.66

+161.28

CMR.TO vs. HISA.NEO - Sharpe Ratio Comparison

The current CMR.TO Sharpe Ratio is 10.70, which is higher than the HISA.NEO Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of CMR.TO and HISA.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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Sharpe Ratios by Period


CMR.TOHISA.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.70

2.87

+7.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

10.68

2.78

+7.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

7.03

Sharpe Ratio (All Time)

Calculated using the full available price history

3.84

2.35

+1.49

Drawdowns

CMR.TO vs. HISA.NEO - Drawdown Comparison

The maximum CMR.TO drawdown since its inception was -0.52%, which is greater than HISA.NEO's maximum drawdown of -0.42%. Use the drawdown chart below to compare losses from any high point for CMR.TO and HISA.NEO.


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Drawdown Indicators


CMR.TOHISA.NEODifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-0.42%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

-0.18%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-0.42%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-0.42%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-0.14%

Current Drawdown

Current decline from peak

0.00%

-0.02%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.01%

-0.01%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.01%

0.00%

Volatility

CMR.TO vs. HISA.NEO - Volatility Comparison

iShares Premium Money Market ETF (CMR.TO) has a higher volatility of 0.05% compared to Evolve High Interest Savings Account ETF (HISA.NEO) at 0.03%. This indicates that CMR.TO's price experiences larger fluctuations and is considered to be riskier than HISA.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMR.TOHISA.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.03%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

0.08%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

0.36%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.28%

0.46%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.27%

0.47%

-0.20%

CMR.TO vs. HISA.NEO - Expense Ratio Comparison

CMR.TO has a 0.14% expense ratio, which is lower than HISA.NEO's 0.15% 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

CMR.TO vs. HISA.NEO - Dividend Comparison

CMR.TO's dividend yield for the trailing twelve months is around 2.48%, more than HISA.NEO's 2.27% yield.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.48%2.81%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%
HISA.NEO
Evolve High Interest Savings Account ETF
2.27%2.32%3.65%4.60%2.22%0.52%0.84%0.76%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CMR.TO and HISA.NEO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMR.TO is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMR.TO is cheaper with a 0.14% expense ratio, compared with 0.15% for HISA.NEO.

They also come from different issuers: iShares and Evolve. Their fees differ too: 0.14% for CMR.TO and 0.15% for HISA.NEO.

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