HISA.NEO vs. INTY.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Evolve High Interest Savings Account ETF (HISA.NEO) and Evolve International Equity UltraYield ETF (INTY.TO).

HISA.NEO and INTY.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HISA.NEO is an actively managed fund by Evolve. It was launched on Nov 19, 2019. INTY.TO is a passively managed fund by Evolve that tracks the performance of the MSCI EAFE Index. It was launched on Jan 14, 2026.

Performance

HISA.NEO vs. INTY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve High Interest Savings Account ETF (HISA.NEO) and Evolve International Equity UltraYield ETF (INTY.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)
HISA.NEO Evolve High Interest Savings Account ETF	0.22%
INTY.TO Evolve International Equity UltraYield ETF	-7.77%

Returns By Period

HISA.NEO

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.30%
• 6M: 0.87%
• 1Y: 2.17%
• 3Y*: 3.30%
• 5Y*: 2.73%
• 10Y*: —

INTY.TO

• 1D: 1.23%
• 1M: -6.30%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HISA.NEO has a 0.15% expense ratio, which is lower than INTY.TO's 0.60% expense ratio.

INTY.TO

Evolve International Equity UltraYield ETF

HISA.NEO

Evolve High Interest Savings Account ETF

Return for Risk

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

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

HISA.NEO

HISA.NEO Risk / Return Rank: 99
HISA.NEO Sharpe Ratio Rank: 99
HISA.NEO Sortino Ratio Rank: 99
HISA.NEO Omega Ratio Rank: 100
HISA.NEO Calmar Ratio Rank: 99
HISA.NEO Martin Ratio Rank: 99

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.

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

This table presents a comparison of risk-adjusted performance metrics for Evolve High Interest Savings Account ETF (HISA.NEO) and Evolve International Equity UltraYield ETF (INTY.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.

	HISA.NEO	INTY.TO	Difference
Sharpe ratio Return per unit of total volatility	6.81	—	—
Sortino ratio Return per unit of downside risk	11.79	—	—
Omega ratio Gain probability vs. loss probability	5.96	—	—
Calmar ratio Return relative to maximum drawdown	13.54	—	—
Martin ratio Return relative to average drawdown	152.99	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HISA.NEO	INTY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	6.81	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	6.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	5.21	-1.40	+6.60

Correlation

The correlation between HISA.NEO and INTY.TO is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HISA.NEO vs. INTY.TO - Dividend Comparison

HISA.NEO's dividend yield for the trailing twelve months is around 2.35%, less than INTY.TO's 4.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
HISA.NEO Evolve High Interest Savings Account ETF	2.35%	2.32%	3.65%	4.60%	2.22%	0.52%	0.84%	0.76%
INTY.TO Evolve International Equity UltraYield ETF	4.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HISA.NEO vs. INTY.TO - Drawdown Comparison

The maximum HISA.NEO drawdown since its inception was -0.42%, smaller than the maximum INTY.TO drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for HISA.NEO and INTY.TO.

Drawdown Indicators

	HISA.NEO	INTY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-0.42%	-11.06%	+10.64%
Max Drawdown (1Y) Largest decline over 1 year	-0.18%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-0.42%	—	—
Current Drawdown Current decline from peak	0.00%	-9.21%	+9.21%
Average Drawdown Average peak-to-trough decline	-0.01%	-5.34%	+5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.02%	—	—

Volatility

Volatility by Period

	HISA.NEO	INTY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.08%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.31%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	0.35%	23.46%	-23.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.46%	23.46%	-23.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.48%	23.46%	-22.98%