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CUD.TO vs. CYH.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CUD.TOCYH.TO
YTD Return5.13%8.14%
1Y Return8.69%16.16%
3Y Return (Ann)0.39%3.53%
5Y Return (Ann)5.47%5.26%
10Y Return (Ann)7.61%5.69%
Sharpe Ratio0.781.40
Daily Std Dev11.67%11.71%
Max Drawdown-38.36%-61.47%
Current Drawdown-1.90%0.00%

Correlation

-0.50.00.51.00.8

The correlation between CUD.TO and CYH.TO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

CUD.TO vs. CYH.TO - Performance Comparison

In the year-to-date period, CUD.TO achieves a 5.13% return, which is significantly lower than CYH.TO's 8.14% return. Over the past 10 years, CUD.TO has outperformed CYH.TO with an annualized return of 7.61%, while CYH.TO has yielded a comparatively lower 5.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%100.00%120.00%140.00%160.00%December2024FebruaryMarchAprilMay
153.82%
116.03%
CUD.TO
CYH.TO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares US Dividend Growers Index ETF (CAD-Hedged)

iShares Global Monthly Dividend Index ETF (CAD-Hedged)

CUD.TO vs. CYH.TO - Expense Ratio Comparison

Both CUD.TO and CYH.TO have an expense ratio of 0.66%.


CUD.TO
iShares US Dividend Growers Index ETF (CAD-Hedged)
Expense ratio chart for CUD.TO: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for CYH.TO: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Risk-Adjusted Performance

CUD.TO vs. CYH.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Dividend Growers Index ETF (CAD-Hedged) (CUD.TO) and iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.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.


CUD.TO
Sharpe ratio
The chart of Sharpe ratio for CUD.TO, currently valued at 0.54, compared to the broader market0.002.004.000.54
Sortino ratio
The chart of Sortino ratio for CUD.TO, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.0010.000.89
Omega ratio
The chart of Omega ratio for CUD.TO, currently valued at 1.10, compared to the broader market0.501.001.502.002.501.10
Calmar ratio
The chart of Calmar ratio for CUD.TO, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.0014.000.31
Martin ratio
The chart of Martin ratio for CUD.TO, currently valued at 1.21, compared to the broader market0.0020.0040.0060.0080.001.21
CYH.TO
Sharpe ratio
The chart of Sharpe ratio for CYH.TO, currently valued at 1.05, compared to the broader market0.002.004.001.05
Sortino ratio
The chart of Sortino ratio for CYH.TO, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.001.56
Omega ratio
The chart of Omega ratio for CYH.TO, currently valued at 1.19, compared to the broader market0.501.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for CYH.TO, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.0014.000.67
Martin ratio
The chart of Martin ratio for CYH.TO, currently valued at 3.09, compared to the broader market0.0020.0040.0060.0080.003.09

CUD.TO vs. CYH.TO - Sharpe Ratio Comparison

The current CUD.TO Sharpe Ratio is 0.78, which is lower than the CYH.TO Sharpe Ratio of 1.40. The chart below compares the 12-month rolling Sharpe Ratio of CUD.TO and CYH.TO.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.54
1.05
CUD.TO
CYH.TO

Dividends

CUD.TO vs. CYH.TO - Dividend Comparison

CUD.TO's dividend yield for the trailing twelve months is around 1.98%, less than CYH.TO's 4.44% yield.


TTM20232022202120202019201820172016201520142013
CUD.TO
iShares US Dividend Growers Index ETF (CAD-Hedged)
1.98%2.05%1.92%2.07%2.14%1.73%2.14%1.51%1.85%1.80%4.72%1.75%
CYH.TO
iShares Global Monthly Dividend Index ETF (CAD-Hedged)
4.44%4.72%4.76%3.92%4.54%4.04%4.02%3.05%3.42%3.87%3.33%25.06%

Drawdowns

CUD.TO vs. CYH.TO - Drawdown Comparison

The maximum CUD.TO drawdown since its inception was -38.36%, smaller than the maximum CYH.TO drawdown of -61.47%. Use the drawdown chart below to compare losses from any high point for CUD.TO and CYH.TO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-10.80%
-4.60%
CUD.TO
CYH.TO

Volatility

CUD.TO vs. CYH.TO - Volatility Comparison

The current volatility for iShares US Dividend Growers Index ETF (CAD-Hedged) (CUD.TO) is 2.90%, while iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) has a volatility of 3.40%. This indicates that CUD.TO experiences smaller price fluctuations and is considered to be less risky than CYH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
2.90%
3.40%
CUD.TO
CYH.TO