HISU-U.TO vs. HSUV-U.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Evolve US High Interest Savings Account Fund (HISU-U.TO) and Global X USD Cash Maximizer Corporate Class ETF (HSUV-U.TO).

HISU-U.TO and HSUV-U.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HISU-U.TO is an actively managed fund by Evolve. It was launched on Aug 30, 2022. HSUV-U.TO is an actively managed fund by Global X. It was launched on Jun 30, 2020.

Performance

HISU-U.TO vs. HSUV-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evolve US High Interest Savings Account Fund (HISU-U.TO) and Global X USD Cash Maximizer Corporate Class ETF (HSUV-U.TO). The values are adjusted to include any dividend payments, if applicable.

HISU-U.TO vs. HSUV-U.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HISU-U.TO Evolve US High Interest Savings Account Fund	0.61%	2.97%	3.80%	3.89%	0.93%
HSUV-U.TO Global X USD Cash Maximizer Corporate Class ETF	0.86%	4.04%	4.86%	5.46%	1.26%

Returns By Period

In the year-to-date period, HISU-U.TO achieves a 0.61% return, which is significantly lower than HSUV-U.TO's 0.86% return.

HISU-U.TO

• 1D: 0.01%
• 1M: 0.22%
• YTD: 0.61%
• 6M: 1.31%
• 1Y: 2.86%
• 3Y*: 3.47%
• 5Y*: —
• 10Y*: —

HSUV-U.TO

• 1D: 0.09%
• 1M: 0.58%
• YTD: 0.86%
• 6M: 1.84%
• 1Y: 3.96%
• 3Y*: 4.70%
• 5Y*: 3.46%
• 10Y*: —

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

HISU-U.TO vs. HSUV-U.TO - Expense Ratio Comparison

HISU-U.TO has a 0.15% expense ratio, which is lower than HSUV-U.TO's 0.18% 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%.

HSUV-U.TO

Global X USD Cash Maximizer Corporate Class ETF

HISU-U.TO

Evolve US High Interest Savings Account Fund

Return for Risk

HISU-U.TO vs. HSUV-U.TO — Risk / Return Rank

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

HISU-U.TO

HISU-U.TO Risk / Return Rank: 99
HISU-U.TO Sharpe Ratio Rank: 99
HISU-U.TO Sortino Ratio Rank: 99
HISU-U.TO Omega Ratio Rank: 99
HISU-U.TO Calmar Ratio Rank: 99
HISU-U.TO Martin Ratio Rank: 99

HSUV-U.TO

HSUV-U.TO Risk / Return Rank: 99
HSUV-U.TO Sharpe Ratio Rank: 98
HSUV-U.TO Sortino Ratio Rank: 99
HSUV-U.TO Omega Ratio Rank: 98
HSUV-U.TO Calmar Ratio Rank: 99
HSUV-U.TO 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.

HISU-U.TO vs. HSUV-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve US High Interest Savings Account Fund (HISU-U.TO) and Global X USD Cash Maximizer Corporate Class ETF (HSUV-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.

	HISU-U.TO	HSUV-U.TO	Difference
Sharpe ratio Return per unit of total volatility	7.82	3.87	+3.96
Sortino ratio Return per unit of downside risk	10.70	6.30	+4.40
Omega ratio Gain probability vs. loss probability	4.08	1.93	+2.15
Calmar ratio Return relative to maximum drawdown	32.17	15.59	+16.58
Martin ratio Return relative to average drawdown	124.56	48.24	+76.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HISU-U.TO vs. HSUV-U.TO - Sharpe Ratio Comparison

The current HISU-U.TO Sharpe Ratio is 7.82, which is higher than the HSUV-U.TO Sharpe Ratio of 3.87. The chart below compares the historical Sharpe Ratios of HISU-U.TO and HSUV-U.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HISU-U.TO	HSUV-U.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	7.82	3.87	+3.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	3.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	8.26	3.54	+4.72

Correlation

The correlation between HISU-U.TO and HSUV-U.TO is 0.10, 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

HISU-U.TO vs. HSUV-U.TO - Dividend Comparison

HISU-U.TO's dividend yield for the trailing twelve months is around 2.83%, while HSUV-U.TO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
HISU-U.TO Evolve US High Interest Savings Account Fund	2.83%	2.93%	3.70%	3.85%	0.90%
HSUV-U.TO Global X USD Cash Maximizer Corporate Class ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HISU-U.TO vs. HSUV-U.TO - Drawdown Comparison

The maximum HISU-U.TO drawdown since its inception was -0.12%, smaller than the maximum HSUV-U.TO drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for HISU-U.TO and HSUV-U.TO.

Drawdown Indicators

	HISU-U.TO	HSUV-U.TO	Difference
Max Drawdown Largest peak-to-trough decline	-0.12%	-0.52%	+0.40%
Max Drawdown (1Y) Largest decline over 1 year	-0.09%	-0.25%	+0.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-0.52%	—
Current Drawdown Current decline from peak	0.00%	-0.08%	+0.08%
Average Drawdown Average peak-to-trough decline	-0.01%	-0.03%	+0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.02%	0.08%	-0.06%

Volatility

HISU-U.TO vs. HSUV-U.TO - Volatility Comparison

The current volatility for Evolve US High Interest Savings Account Fund (HISU-U.TO) is 0.09%, while Global X USD Cash Maximizer Corporate Class ETF (HSUV-U.TO) has a volatility of 0.32%. This indicates that HISU-U.TO experiences smaller price fluctuations and is considered to be less risky than HSUV-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HISU-U.TO	HSUV-U.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.09%	0.32%	-0.23%
Volatility (6M) Calculated over the trailing 6-month period	0.24%	0.82%	-0.58%
Volatility (1Y) Calculated over the trailing 1-year period	0.37%	1.03%	-0.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.41%	0.92%	-0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.41%	0.86%	-0.45%