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CSAV.TO vs. CCAD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSAV.TO vs. CCAD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI High Interest Savings ETF (CSAV.TO) and CIBC Premium Cash Management ETF (CCAD.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, CSAV.TO achieves a 0.86% return, which is significantly lower than CCAD.TO's 0.98% return.


CSAV.TO

1D
0.02%
1M
0.19%
YTD
0.86%
6M
1.05%
1Y
2.26%
3Y*
3.61%
5Y*
3.10%
10Y*

CCAD.TO

1D
0.02%
1M
0.20%
YTD
0.98%
6M
1.20%
1Y
2.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSAV.TO vs. CCAD.TO - Yearly Performance Comparison


2026 (YTD)2025
CSAV.TO
CI High Interest Savings ETF
0.86%1.54%
CCAD.TO
CIBC Premium Cash Management ETF
0.98%1.69%

Correlation

The correlation between CSAV.TO and CCAD.TO is -0.01, 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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 15, 2025

-0.02

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Return for Risk

CSAV.TO vs. CCAD.TO — Risk / Return Rank

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

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

CCAD.TO
CCAD.TO Risk / Return Rank: 9999
Overall Rank
CCAD.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CCAD.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CCAD.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CCAD.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CCAD.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.

CSAV.TO vs. CCAD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI High Interest Savings ETF (CSAV.TO) and CIBC Premium Cash Management ETF (CCAD.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.


CSAV.TOCCAD.TODifference
Sharpe ratioReturn per unit of total volatility

+2.47

Sortino ratioReturn per unit of downside risk

+11.28

Omega ratioGain probability vs. loss probability

5.66

3.66

+2.00

Calmar ratioReturn relative to maximum drawdown

113.53

32.50

+81.04

Martin ratioReturn relative to average drawdown

409.45

171.24

+238.22

CSAV.TO vs. CCAD.TO - Sharpe Ratio Comparison

The current CSAV.TO Sharpe Ratio is 9.76, which is higher than the CCAD.TO Sharpe Ratio of 7.29. The chart below compares the historical Sharpe Ratios of CSAV.TO and CCAD.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


CSAV.TOCCAD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.76

7.29

+2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.58

Sharpe Ratio (All Time)

Calculated using the full available price history

10.17

7.34

+2.83

Drawdowns

CSAV.TO vs. CCAD.TO - Drawdown Comparison

The maximum CSAV.TO drawdown since its inception was -0.03%, smaller than the maximum CCAD.TO drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for CSAV.TO and CCAD.TO.


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Drawdown Indicators


CSAV.TOCCAD.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-0.08%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-0.08%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

-0.01%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.02%

-0.01%

Volatility

CSAV.TO vs. CCAD.TO - Volatility Comparison

CI High Interest Savings ETF (CSAV.TO) has a higher volatility of 0.08% compared to CIBC Premium Cash Management ETF (CCAD.TO) at 0.06%. This indicates that CSAV.TO's price experiences larger fluctuations and is considered to be riskier than CCAD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSAV.TOCCAD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

0.06%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.17%

0.19%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

0.23%

0.36%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.27%

0.35%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

0.35%

-0.09%

CSAV.TO vs. CCAD.TO - Expense Ratio Comparison

CSAV.TO has a 0.15% expense ratio, which is higher than CCAD.TO's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CSAV.TO vs. CCAD.TO - Dividend Comparison

CSAV.TO's dividend yield for the trailing twelve months is around 2.23%, less than CCAD.TO's 2.63% yield.


PositionTTM2025202420232022202120202019
CCAD.TO
CIBC Premium Cash Management ETF
2.63%1.62%0.00%0.00%0.00%0.00%0.00%0.00%
CSAV.TO
CI High Interest Savings ETF
2.23%2.54%4.40%4.90%2.15%0.73%0.97%1.14%

Frequently Asked Questions


CSAV.TO and CCAD.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CCAD.TO is cheaper with a 0.14% expense ratio, compared with 0.15% for CSAV.TO.

They also come from different issuers: CI Investments and CIBC. Their fees differ too: 0.15% for CSAV.TO and 0.14% for CCAD.TO.

Portfolio Optimizer

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