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

Performance

MSTE.TO vs. CASH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Strategy Inc. Enhanced High Income Shares ETF (MSTE.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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Returns By Period

In the year-to-date period, MSTE.TO achieves a -21.78% return, which is significantly lower than CASH.TO's 0.91% return.


MSTE.TO

1D
5.49%
1M
-33.44%
YTD
-21.78%
6M
-33.78%
1Y
-71.87%
3Y*
5Y*
10Y*

CASH.TO

1D
0.02%
1M
0.15%
YTD
0.91%
6M
1.03%
1Y
2.23%
3Y*
3.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between MSTE.TO and CASH.TO is 0.08, 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 (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2025

0.06

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Return for Risk

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

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

MSTE.TO
MSTE.TO Risk / Return Rank: 22
Overall Rank
MSTE.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MSTE.TO Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTE.TO Omega Ratio Rank: 11
Omega Ratio Rank
MSTE.TO Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTE.TO Martin Ratio Rank: 33
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: 100100
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.

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

This table presents a comparison of risk-adjusted performance metrics for Harvest Strategy Inc. Enhanced High Income Shares ETF (MSTE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MSTE.TOCASH.TODifference
Sharpe ratioReturn per unit of total volatility

-10.47

Sortino ratioReturn per unit of downside risk

-27.86

Omega ratioGain probability vs. loss probability

0.81

7.03

-6.21

Calmar ratioReturn relative to maximum drawdown

-0.89

113.10

-114.00

Martin ratioReturn relative to average drawdown

-1.30

389.01

-390.31

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

The current MSTE.TO Sharpe Ratio is -0.92, which is lower than the CASH.TO Sharpe Ratio of 9.56. The chart below compares the historical Sharpe Ratios of MSTE.TO and CASH.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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Drawdowns

MSTE.TO vs. CASH.TO - Drawdown Comparison

The maximum MSTE.TO drawdown since its inception was -80.35%, 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 MSTE.TO and CASH.TO.


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Drawdown Indicators


MSTE.TOCASH.TODifference

Max Drawdown

Largest peak-to-trough decline

-80.35%

-0.80%

-79.55%

Max Drawdown (1Y)

Largest decline over 1 year

-80.35%

-0.02%

-80.33%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Current Drawdown

Current decline from peak

-76.64%

0.00%

-76.64%

Average Drawdown

Average peak-to-trough decline

-40.32%

-0.00%

-40.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.29%

0.01%

+55.28%

Volatility

MSTE.TO vs. CASH.TO - Volatility Comparison

Harvest Strategy Inc. Enhanced High Income Shares ETF (MSTE.TO) has a higher volatility of 26.36% compared to Global X High Interest Savings ETF (CASH.TO) at 0.08%. This indicates that MSTE.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


MSTE.TOCASH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

26.36%

0.08%

+26.28%

Volatility (6M)

Calculated over the trailing 6-month period

64.10%

0.16%

+63.94%

Volatility (1Y)

Calculated over the trailing 1-year period

78.35%

0.24%

+78.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.90%

0.61%

+84.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.90%

0.61%

+84.29%

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

MSTE.TO has a 1.89% expense ratio, which is higher than CASH.TO's 0.11% expense ratio.


Dividends

MSTE.TO vs. CASH.TO - Dividend Comparison

MSTE.TO's dividend yield for the trailing twelve months is around 152.42%, more than CASH.TO's 2.19% yield.


PositionTTM20252024202320222021
CASH.TO
Global X High Interest Savings ETF
2.19%2.53%4.37%5.05%2.30%0.10%
MSTE.TO
Harvest Strategy Inc. Enhanced High Income Shares ETF
152.42%121.40%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MSTE.TO and CASH.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CASH.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CASH.TO is cheaper with a 0.11% expense ratio, compared with 1.89% for MSTE.TO.

MSTE.TO is categorized as Derivative Income, while CASH.TO is Money Market. They also come from different issuers: Harvest and Global X. Their fees differ too: 1.89% for MSTE.TO and 0.11% for CASH.TO.

Portfolio Optimizer

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