HISU-U.TO vs. INTY.TO

Last updated Jun 4, 2026

HISU-U.TO (Evolve US High Interest Savings Account Fund) and INTY.TO (Evolve International Equity UltraYield ETF) are both exchange-traded funds - HISU-U.TO is a Money Market fund actively managed by Evolve, while INTY.TO is a Derivative Income fund tracking the MSCI EAFE Index. HISU-U.TO is actively managed, while INTY.TO is passively managed. At a correlation of -0.06, they often move in opposite directions. HISU-U.TO charges 0.15%/yr vs 0.60%/yr for INTY.TO.

Performance

HISU-U.TO vs. INTY.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 Evolve International Equity UltraYield ETF (INTY.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

HISU-U.TO is traded in USD, while INTY.TO is traded in CAD. To make them comparable, the INTY.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

HISU-U.TO

• 1D: 0.01%
• 1M: 0.21%
• YTD: 1.04%
• 6M: 1.26%
• 1Y: 2.76%
• 3Y*: 3.39%
• 5Y*: —
• 10Y*: —

INTY.TO

• 1D: -1.35%
• 1M: 3.62%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)
HISU-U.TO Evolve US High Interest Savings Account Fund	0.93%
INTY.TO Evolve International Equity UltraYield ETF	-3.53%

Correlation

The correlation between HISU-U.TO and INTY.TO is -0.06, 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 (All Time) Calculated using the full available price history since Jan 16, 2026	-0.06

Return for Risk

HISU-U.TO vs. INTY.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

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. INTY.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 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.

	HISU-U.TO	INTY.TO	Difference
Sharpe ratio: Return per unit of total volatility	7.76	—	—
Sortino ratio: Return per unit of downside risk	10.56	—	—
Omega ratio: Gain probability vs. loss probability	4.05	—	—
Calmar ratio: Return relative to maximum drawdown	31.52	—	—
Martin ratio: Return relative to average drawdown	122.63	—	—
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

	HISU-U.TO	INTY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	7.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	8.23	-0.35	+8.58

Drawdowns

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

The maximum HISU-U.TO drawdown since its inception was -0.12%, smaller than the maximum INTY.TO drawdown of -10.63%. Use the drawdown chart below to compare losses from any high point for HISU-U.TO and INTY.TO.

Drawdown Indicators

	HISU-U.TO	INTY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-0.12%	-10.63%	+10.51%
Max Drawdown (1Y) Largest decline over 1 year	-0.09%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-0.12%	—	—
Current Drawdown Current decline from peak	-0.02%	-6.58%	+6.56%
Average Drawdown Average peak-to-trough decline	-0.01%	-4.97%	+4.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.02%	—	—

Volatility

Volatility by Period

	HISU-U.TO	INTY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	0.36%	25.70%	-25.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.41%	25.70%	-25.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.41%	25.70%	-25.29%

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

HISU-U.TO has a 0.15% expense ratio, which is lower than INTY.TO's 0.60% expense ratio.

Dividends

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

HISU-U.TO's dividend yield for the trailing twelve months is around 2.74%, less than INTY.TO's 10.71% yield.

Position	TTM	2025	2024	2023	2022
HISU-U.TO Evolve US High Interest Savings Account Fund	2.74%	2.93%	3.70%	3.85%	0.90%
INTY.TO Evolve International Equity UltraYield ETF	10.71%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HISU-U.TO and INTY.TO in my portfolio?

HISU-U.TO and INTY.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HISU-U.TO or INTY.TO?

On fees, HISU-U.TO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HISU-U.TO or INTY.TO?

HISU-U.TO is cheaper with a 0.15% expense ratio, compared with 0.60% for INTY.TO.

What is the main difference between HISU-U.TO and INTY.TO?

HISU-U.TO is categorized as Money Market, while INTY.TO is Derivative Income. Their fees differ too: 0.15% for HISU-U.TO and 0.60% for INTY.TO.