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CMR.TO vs. PSU-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMR.TO vs. PSU-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Premium Money Market ETF (CMR.TO) and Purpose US Cash Fund (PSU-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CMR.TO achieves a 0.97% return, which is significantly lower than PSU-U.TO's 2.34% return.


CMR.TO

1D
0.00%
1M
0.19%
YTD
0.97%
6M
1.05%
1Y
2.37%
3Y*
3.73%
5Y*
2.94%
10Y*
1.89%

PSU-U.TO

1D
0.43%
1M
2.22%
YTD
2.34%
6M
0.82%
1Y
4.06%
3Y*
4.57%
5Y*
5.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMR.TO vs. PSU-U.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CMR.TO
iShares Premium Money Market ETF
0.97%2.68%4.70%4.70%1.71%0.00%0.47%1.63%1.15%
PSU-U.TO
Purpose US Cash Fund
2.34%-1.75%12.58%1.64%8.73%-0.62%-1.27%-3.31%7.52%

Correlation

The correlation between CMR.TO and PSU-U.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.03

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

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2018

0.03

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Return for Risk

CMR.TO vs. PSU-U.TO — 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

PSU-U.TO
PSU-U.TO Risk / Return Rank: 9999
Overall Rank
PSU-U.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PSU-U.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
PSU-U.TO Omega Ratio Rank: 9999
Omega Ratio Rank
PSU-U.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
PSU-U.TO Martin Ratio Rank: 9999
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. PSU-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Premium Money Market ETF (CMR.TO) and Purpose US Cash Fund (PSU-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.


CMR.TOPSU-U.TODifference
Sharpe ratioReturn per unit of total volatility

+9.72

Sortino ratioReturn per unit of downside risk

+19.89

Omega ratioGain probability vs. loss probability

9.57

1.16

+8.41

Calmar ratioReturn relative to maximum drawdown

25.44

1.00

+24.44

Martin ratioReturn relative to average drawdown

187.33

2.59

+184.74

CMR.TO vs. PSU-U.TO - Sharpe Ratio Comparison

The current CMR.TO Sharpe Ratio is 10.61, which is higher than the PSU-U.TO Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CMR.TO and PSU-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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Sharpe Ratios by Period


CMR.TOPSU-U.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.61

0.89

+9.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

10.67

0.89

+9.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

7.02

Sharpe Ratio (All Time)

Calculated using the full available price history

3.84

0.46

+3.38

Drawdowns

CMR.TO vs. PSU-U.TO - Drawdown Comparison

The maximum CMR.TO drawdown since its inception was -0.52%, smaller than the maximum PSU-U.TO drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for CMR.TO and PSU-U.TO.


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Drawdown Indicators


CMR.TOPSU-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-16.93%

+16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

-4.07%

+3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-5.47%

+5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-5.47%

+5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-0.14%

Current Drawdown

Current decline from peak

-0.02%

-0.70%

+0.68%

Average Drawdown

Average peak-to-trough decline

-0.01%

-4.87%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.57%

-1.56%

Volatility

CMR.TO vs. PSU-U.TO - Volatility Comparison

The current volatility for iShares Premium Money Market ETF (CMR.TO) is 0.05%, while Purpose US Cash Fund (PSU-U.TO) has a volatility of 0.83%. This indicates that CMR.TO experiences smaller price fluctuations and is considered to be less risky than PSU-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


CMR.TOPSU-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.83%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

3.44%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

0.22%

4.59%

-4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.28%

6.32%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.27%

6.56%

-6.29%

CMR.TO vs. PSU-U.TO - Expense Ratio Comparison

CMR.TO has a 0.14% expense ratio, which is lower than PSU-U.TO's 0.17% 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. PSU-U.TO - Dividend Comparison

CMR.TO's dividend yield for the trailing twelve months is around 2.48%, less than PSU-U.TO's 2.70% 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%
PSU-U.TO
Purpose US Cash Fund
2.70%2.90%3.65%3.87%1.45%0.29%0.41%1.70%1.20%0.00%0.00%0.00%

Frequently Asked Questions


CMR.TO and PSU-U.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.

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 0.17% for PSU-U.TO.

They also come from different issuers: iShares and Purpose Investments. Their fees differ too: 0.14% for CMR.TO and 0.17% for PSU-U.TO.

Portfolio Optimizer

Find the right allocation for CMR.TO and PSU-U.TO

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