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

Last updated Apr 2, 2026

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

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

Performance

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

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

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

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

Returns By Period

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

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*: —

HISU-U.TO

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

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

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

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

HSUV-U.TO

Global X USD Cash Maximizer Corporate Class ETF

HISU-U.TO

Evolve US High Interest Savings Account Fund

Return for Risk

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

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

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

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.

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

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

	HSUV-U.TO	HISU-U.TO	Difference
Sharpe ratio Return per unit of total volatility	3.87	7.82	-3.96
Sortino ratio Return per unit of downside risk	6.30	10.70	-4.40
Omega ratio Gain probability vs. loss probability	1.93	4.08	-2.15
Calmar ratio Return relative to maximum drawdown	15.59	32.17	-16.58
Martin ratio Return relative to average drawdown	48.24	124.56	-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.

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

The current HSUV-U.TO Sharpe Ratio is 3.87, which is lower than the HISU-U.TO Sharpe Ratio of 7.82. The chart below compares the historical Sharpe Ratios of HSUV-U.TO and HISU-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

	HSUV-U.TO	HISU-U.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.87	7.82	-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	3.54	8.26	-4.72

Correlation

The correlation between HSUV-U.TO and HISU-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

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

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

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

Drawdowns

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

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

Drawdown Indicators

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

Volatility

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

Global X USD Cash Maximizer Corporate Class ETF (HSUV-U.TO) has a higher volatility of 0.32% compared to Evolve US High Interest Savings Account Fund (HISU-U.TO) at 0.09%. This indicates that HSUV-U.TO's price experiences larger fluctuations and is considered to be riskier than HISU-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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