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

Performance

HISA.NEO vs. ZUCM.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 BMO USD Cash Management ETF (ZUCM.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, HISA.NEO achieves a 0.60% return, which is significantly lower than ZUCM.TO's 2.88% return.


HISA.NEO

1D
0.00%
1M
0.00%
YTD
0.60%
6M
0.80%
1Y
2.01%
3Y*
3.11%
5Y*
2.77%
10Y*

ZUCM.TO

1D
0.10%
1M
2.35%
YTD
2.88%
6M
1.35%
1Y
5.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
HISA.NEO
Evolve High Interest Savings Account ETF
0.60%2.30%3.78%1.24%
ZUCM.TO
BMO USD Cash Management ETF
2.88%-0.61%14.39%-1.38%

Correlation

The correlation between HISA.NEO and ZUCM.TO is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2023

-0.03

The correlation between HISA.NEO and ZUCM.TO shifts across timeframes, from -0.14 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HISA.NEO vs. ZUCM.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: 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

ZUCM.TO
ZUCM.TO Risk / Return Rank: 3434
Overall Rank
ZUCM.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ZUCM.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
ZUCM.TO Omega Ratio Rank: 3636
Omega Ratio Rank
ZUCM.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
ZUCM.TO Martin Ratio Rank: 2929
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.

HISA.NEO vs. ZUCM.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 BMO USD Cash Management ETF (ZUCM.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.NEOZUCM.TODifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+3.23

Omega ratioGain probability vs. loss probability

5.25

1.24

+4.02

Calmar ratioReturn relative to maximum drawdown

2.62

1.56

+1.06

Martin ratioReturn relative to average drawdown

27.66

4.15

+23.51

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

The current HISA.NEO Sharpe Ratio is 2.87, which is higher than the ZUCM.TO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of HISA.NEO and ZUCM.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


HISA.NEOZUCM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

1.30

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.78

Sharpe Ratio (All Time)

Calculated using the full available price history

2.35

1.03

+1.32

Drawdowns

HISA.NEO vs. ZUCM.TO - Drawdown Comparison

The maximum HISA.NEO drawdown since its inception was -0.42%, smaller than the maximum ZUCM.TO drawdown of -5.81%. Use the drawdown chart below to compare losses from any high point for HISA.NEO and ZUCM.TO.


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Drawdown Indicators


HISA.NEOZUCM.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.42%

-5.81%

+5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-3.69%

+3.51%

Max Drawdown (3Y)

Largest decline over 3 years

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-0.42%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.01%

-1.72%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.38%

-1.37%

Volatility

HISA.NEO vs. ZUCM.TO - Volatility Comparison

The current volatility for Evolve High Interest Savings Account ETF (HISA.NEO) is 0.03%, while BMO USD Cash Management ETF (ZUCM.TO) has a volatility of 0.75%. This indicates that HISA.NEO experiences smaller price fluctuations and is considered to be less risky than ZUCM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HISA.NEOZUCM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.03%

0.75%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

0.08%

3.23%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

0.36%

4.43%

-4.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.46%

5.34%

-4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.47%

5.34%

-4.87%

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

HISA.NEO has a 0.15% expense ratio, which is higher than ZUCM.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

HISA.NEO vs. ZUCM.TO - Dividend Comparison

HISA.NEO's dividend yield for the trailing twelve months is around 2.27%, less than ZUCM.TO's 3.81% yield.


PositionTTM2025202420232022202120202019
HISA.NEO
Evolve High Interest Savings Account ETF
2.27%2.32%3.65%4.60%2.22%0.52%0.84%0.76%
ZUCM.TO
BMO USD Cash Management ETF
3.81%4.19%4.88%1.40%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HISA.NEO and ZUCM.TO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

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