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PSA.TO vs. XSP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSA.TO vs. XSP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose High Interest Savings Fund (PSA.TO) and iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.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, PSA.TO achieves a 0.97% return, which is significantly lower than XSP.TO's 7.74% return. Over the past 10 years, PSA.TO has underperformed XSP.TO with an annualized return of 2.26%, while XSP.TO has yielded a comparatively higher 13.40% annualized return.


PSA.TO

1D
0.02%
1M
0.19%
YTD
0.97%
6M
1.10%
1Y
2.34%
3Y*
3.71%
5Y*
3.18%
10Y*
2.26%

XSP.TO

1D
0.50%
1M
-1.00%
YTD
7.74%
6M
7.98%
1Y
23.01%
3Y*
18.82%
5Y*
11.07%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSA.TO vs. XSP.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSA.TO
Purpose High Interest Savings Fund
0.97%2.64%4.55%5.13%2.32%0.61%0.93%2.22%1.65%1.08%
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)
7.74%15.68%23.39%24.33%-19.32%24.27%15.16%29.37%-6.25%20.69%

Correlation

The correlation between PSA.TO and XSP.TO is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2013

0.02

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Return for Risk

PSA.TO vs. XSP.TO — Risk / Return Rank

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

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

XSP.TO
XSP.TO Risk / Return Rank: 6060
Overall Rank
XSP.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XSP.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
XSP.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XSP.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
XSP.TO Martin Ratio Rank: 6565
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.

PSA.TO vs. XSP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose High Interest Savings Fund (PSA.TO) and iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.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.


PSA.TOXSP.TODifference
Sharpe ratioReturn per unit of total volatility

+7.90

Sortino ratioReturn per unit of downside risk

+22.14

Omega ratioGain probability vs. loss probability

6.11

1.32

+4.79

Calmar ratioReturn relative to maximum drawdown

119.32

2.30

+117.02

Martin ratioReturn relative to average drawdown

370.97

10.35

+360.62

PSA.TO vs. XSP.TO - Sharpe Ratio Comparison

The current PSA.TO Sharpe Ratio is 9.67, which is higher than the XSP.TO Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of PSA.TO and XSP.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

PSA.TO vs. XSP.TO - Drawdown Comparison

The maximum PSA.TO drawdown since its inception was -0.04%, smaller than the maximum XSP.TO drawdown of -57.71%. Use the drawdown chart below to compare losses from any high point for PSA.TO and XSP.TO.


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Drawdown Indicators


PSA.TOXSP.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.04%

-57.71%

+57.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-9.41%

+9.39%

Max Drawdown (3Y)

Largest decline over 3 years

-0.02%

-18.77%

+18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-0.04%

-27.51%

+27.47%

Max Drawdown (10Y)

Largest decline over 10 years

-0.04%

-36.05%

+36.01%

Current Drawdown

Current decline from peak

0.00%

-2.45%

+2.45%

Average Drawdown

Average peak-to-trough decline

-0.00%

-9.46%

+9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.09%

-2.08%

Volatility

PSA.TO vs. XSP.TO - Volatility Comparison

The current volatility for Purpose High Interest Savings Fund (PSA.TO) is 0.06%, while iShares Core S&P 500 Index ETF (CAD-Hedged) (XSP.TO) has a volatility of 4.61%. This indicates that PSA.TO experiences smaller price fluctuations and is considered to be less risky than XSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSA.TOXSP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

4.61%

-4.55%

Volatility (6M)

Calculated over the trailing 6-month period

0.17%

9.66%

-9.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.25%

12.22%

-11.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.29%

16.87%

-16.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.25%

18.24%

-17.99%

PSA.TO vs. XSP.TO - Expense Ratio Comparison

PSA.TO has a 0.17% expense ratio, which is higher than XSP.TO's 0.09% 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%.


Dividends

PSA.TO vs. XSP.TO - Dividend Comparison

PSA.TO's dividend yield for the trailing twelve months is around 2.33%, more than XSP.TO's 1.14% yield.


PositionTTM20252024202320222021202020192018201720162015
PSA.TO
Purpose High Interest Savings Fund
2.33%2.61%4.46%5.05%2.26%0.59%0.94%2.18%1.66%1.07%0.99%1.07%
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)
1.14%1.23%1.09%1.18%1.37%1.01%1.31%1.73%1.86%1.45%1.76%1.88%

Frequently Asked Questions


PSA.TO and XSP.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSP.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSP.TO is cheaper with a 0.09% expense ratio, compared with 0.17% for PSA.TO.

PSA.TO is categorized as Money Market, while XSP.TO is S&P 500. They also come from different issuers: Purpose Investments and iShares. Their fees differ too: 0.17% for PSA.TO and 0.09% for XSP.TO.

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