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HQU.TO vs. CASH.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HQU.TO vs. CASH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) and Global X High Interest Savings ETF (CASH.TO). The values are adjusted to include any dividend payments, if applicable.

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HQU.TO vs. CASH.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HQU.TO
BetaPro NASDAQ-100 2x Daily Bull ETF
-19.26%26.77%40.01%114.00%-61.73%1.30%
CASH.TO
Global X High Interest Savings ETF
0.35%2.45%4.53%5.11%2.39%0.08%

Returns By Period

In the year-to-date period, HQU.TO achieves a -19.26% return, which is significantly lower than CASH.TO's 0.35% return.


HQU.TO

1D
-1.54%
1M
-16.22%
YTD
-19.26%
6M
-17.81%
1Y
25.75%
3Y*
29.55%
5Y*
12.05%
10Y*
25.93%

CASH.TO

1D
-0.13%
1M
0.05%
YTD
0.35%
6M
0.91%
1Y
2.17%
3Y*
3.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HQU.TO vs. CASH.TO - Expense Ratio Comparison


Return for Risk

HQU.TO vs. CASH.TO — Risk / Return Rank

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

HQU.TO
HQU.TO Risk / Return Rank: 3333
Overall Rank
HQU.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HQU.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
HQU.TO Omega Ratio Rank: 3838
Omega Ratio Rank
HQU.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
HQU.TO Martin Ratio Rank: 2828
Martin Ratio Rank

CASH.TO
CASH.TO Risk / Return Rank: 9999
Overall Rank
CASH.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CASH.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CASH.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CASH.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CASH.TO Martin Ratio Rank: 100100
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.

HQU.TO vs. CASH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) and Global X High Interest Savings ETF (CASH.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.


HQU.TOCASH.TODifference

Sharpe ratio

Return per unit of total volatility

0.58

8.36

-7.78

Sortino ratio

Return per unit of downside risk

1.12

14.67

-13.55

Omega ratio

Gain probability vs. loss probability

1.16

5.68

-4.52

Calmar ratio

Return relative to maximum drawdown

0.73

17.04

-16.31

Martin ratio

Return relative to average drawdown

2.41

233.38

-230.97

HQU.TO vs. CASH.TO - Sharpe Ratio Comparison

The current HQU.TO Sharpe Ratio is 0.58, which is lower than the CASH.TO Sharpe Ratio of 8.36. The chart below compares the historical Sharpe Ratios of HQU.TO and CASH.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.


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Sharpe Ratios by Period


HQU.TOCASH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

8.36

-7.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

5.43

-5.39

Correlation

The correlation between HQU.TO and CASH.TO is 0.01, 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

HQU.TO vs. CASH.TO - Dividend Comparison

HQU.TO has not paid dividends to shareholders, while CASH.TO's dividend yield for the trailing twelve months is around 2.17%.


TTM20252024202320222021
HQU.TO
BetaPro NASDAQ-100 2x Daily Bull ETF
0.00%0.00%0.00%0.00%0.00%0.00%
CASH.TO
Global X High Interest Savings ETF
2.17%2.53%4.37%5.06%2.30%0.10%

Drawdowns

HQU.TO vs. CASH.TO - Drawdown Comparison

The maximum HQU.TO drawdown since its inception was -95.76%, which is greater than CASH.TO's maximum drawdown of -0.80%. Use the drawdown chart below to compare losses from any high point for HQU.TO and CASH.TO.


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Drawdown Indicators


HQU.TOCASH.TODifference

Max Drawdown

Largest peak-to-trough decline

-95.76%

-0.80%

-94.96%

Max Drawdown (1Y)

Largest decline over 1 year

-25.85%

-0.13%

-25.72%

Max Drawdown (5Y)

Largest decline over 5 years

-64.83%

Max Drawdown (10Y)

Largest decline over 10 years

-64.83%

Current Drawdown

Current decline from peak

-25.85%

-0.13%

-25.72%

Average Drawdown

Average peak-to-trough decline

-55.80%

0.00%

-55.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.85%

0.01%

+7.84%

Volatility

HQU.TO vs. CASH.TO - Volatility Comparison

BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) has a higher volatility of 11.02% compared to Global X High Interest Savings ETF (CASH.TO) at 0.15%. This indicates that HQU.TO's price experiences larger fluctuations and is considered to be riskier than CASH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HQU.TOCASH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.02%

0.15%

+10.87%

Volatility (6M)

Calculated over the trailing 6-month period

24.66%

0.20%

+24.46%

Volatility (1Y)

Calculated over the trailing 1-year period

44.35%

0.26%

+44.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.83%

0.63%

+44.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.72%

0.63%

+44.09%