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

Performance

QDF vs. CASH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Quality Dividend Index Fund (QDF) and Global X High Interest Savings ETF (CASH.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, QDF achieves a 10.41% return, which is significantly higher than CASH.TO's -1.09% return.


QDF

1D
0.84%
1M
1.63%
YTD
10.41%
6M
9.98%
1Y
27.46%
3Y*
18.28%
5Y*
11.76%
10Y*
12.30%

CASH.TO

1D
-0.16%
1M
-1.63%
YTD
-1.09%
6M
-0.39%
1Y
-0.52%
3Y*
2.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDF vs. CASH.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QDF
FlexShares Quality Dividend Index Fund
10.41%16.58%16.95%19.71%-12.13%4.77%
CASH.TO
Global X High Interest Savings ETF
-1.09%7.36%-3.63%7.67%-3.72%-2.56%

Correlation

The correlation between QDF and CASH.TO is 0.05, 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

0.05

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

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2021

0.04

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Return for Risk

QDF vs. CASH.TO — Risk / Return Rank

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

QDF
QDF Risk / Return Rank: 7777
Overall Rank
QDF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QDF Sortino Ratio Rank: 7878
Sortino Ratio Rank
QDF Omega Ratio Rank: 7777
Omega Ratio Rank
QDF Calmar Ratio Rank: 7373
Calmar Ratio Rank
QDF Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for FlexShares Quality Dividend Index Fund (QDF) 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.


QDFCASH.TODifference
Sharpe ratioReturn per unit of total volatility

+2.16

Sortino ratioReturn per unit of downside risk

+2.97

Omega ratioGain probability vs. loss probability

1.39

1.00

+0.39

Calmar ratioReturn relative to maximum drawdown

3.29

0.00

+3.28

Martin ratioReturn relative to average drawdown

14.15

0.01

+14.14

QDF vs. CASH.TO - Sharpe Ratio Comparison

The current QDF Sharpe Ratio is 2.16, which is higher than the CASH.TO Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of QDF 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

QDF vs. CASH.TO - Drawdown Comparison

The maximum QDF drawdown since its inception was -36.67%, which is greater than CASH.TO's maximum drawdown of -9.29%. Use the drawdown chart below to compare losses from any high point for QDF and CASH.TO.


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Drawdown Indicators


QDFCASH.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.67%

-9.29%

-27.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.90%

-3.03%

-4.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.01%

-7.69%

-10.32%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

Max Drawdown (10Y)

Largest decline over 10 years

-36.67%

Current Drawdown

Current decline from peak

-0.81%

-2.71%

+1.90%

Average Drawdown

Average peak-to-trough decline

-3.64%

-2.80%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.57%

+0.27%

Volatility

QDF vs. CASH.TO - Volatility Comparison

FlexShares Quality Dividend Index Fund (QDF) has a higher volatility of 4.16% compared to Global X High Interest Savings ETF (CASH.TO) at 0.76%. This indicates that QDF'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


QDFCASH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

0.76%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

3.22%

+6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

4.41%

+7.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.66%

6.24%

+9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

6.24%

+11.17%

QDF vs. CASH.TO - Expense Ratio Comparison

QDF has a 0.37% expense ratio, which is higher than CASH.TO's 0.11% expense ratio.


Dividends

QDF vs. CASH.TO - Dividend Comparison

QDF's dividend yield for the trailing twelve months is around 1.50%, less than CASH.TO's 2.19% yield.


PositionTTM20252024202320222021202020192018201720162015
CASH.TO
Global X High Interest Savings ETF
2.19%2.53%4.37%5.05%2.30%0.10%0.00%0.00%0.00%0.00%0.00%0.00%
QDF
FlexShares Quality Dividend Index Fund
1.50%1.65%1.93%2.19%2.45%1.90%2.38%3.05%4.29%2.70%3.07%3.04%

Frequently Asked Questions


QDF and CASH.TO have a correlation of 0.05, 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 0.37% for QDF.

QDF is categorized as Large Cap Value Equities, while CASH.TO is Money Market. They also come from different issuers: FlexShares and Global X. Their fees differ too: 0.37% for QDF and 0.11% for CASH.TO.

Portfolio Optimizer

Find the right allocation for QDF and CASH.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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