TECH.TO vs. HISU-U.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Evolve FANGMA Index ETF Hedged CAD (TECH.TO) and Evolve US High Interest Savings Account Fund (HISU-U.TO).

TECH.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. TECH.TO is a passively managed fund by Evolve that tracks the performance of the Solactive FANGMA Equal Weight Index. It was launched on May 4, 2021. HISU-U.TO is an actively managed fund by Evolve. It was launched on Aug 30, 2022.

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve FANGMA Index ETF Hedged CAD (TECH.TO) and Evolve US High Interest Savings Account Fund (HISU-U.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
TECH.TO Evolve FANGMA Index ETF Hedged CAD	-8.78%	18.22%	40.26%	80.38%	-13.53%
HISU-U.TO Evolve US High Interest Savings Account Fund	1.89%	-1.75%	12.72%	1.60%	4.39%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, TECH.TO achieves a -8.78% return, which is significantly lower than HISU-U.TO's 1.89% return.

TECH.TO

• 1D: 0.94%
• 1M: -4.49%
• YTD: -8.78%
• 6M: -8.49%
• 1Y: 17.12%
• 3Y*: 27.82%
• 5Y*: —
• 10Y*: —

HISU-U.TO

• 1D: -0.12%
• 1M: 1.85%
• YTD: 1.89%
• 6M: 1.03%
• 1Y: -0.07%
• 3Y*: 4.43%
• 5Y*: —
• 10Y*: —

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

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

TECH.TO has a 0.40% expense ratio, which is higher than HISU-U.TO's 0.15% expense ratio.

TECH.TO

Evolve FANGMA Index ETF Hedged CAD

HISU-U.TO

Evolve US High Interest Savings Account Fund

Return for Risk

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

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

TECH.TO

TECH.TO Risk / Return Rank: 38
TECH.TO Sharpe Ratio Rank: 36
TECH.TO Sortino Ratio Rank: 44
TECH.TO Omega Ratio Rank: 38
TECH.TO Calmar Ratio Rank: 38
TECH.TO Martin Ratio Rank: 35

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.

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

This table presents a comparison of risk-adjusted performance metrics for Evolve FANGMA Index ETF Hedged CAD (TECH.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.

	TECH.TO	HISU-U.TO	Difference
Sharpe ratio Return per unit of total volatility	0.74	-0.01	+0.75
Sortino ratio Return per unit of downside risk	1.29	0.02	+1.27
Omega ratio Gain probability vs. loss probability	1.16	1.00	+0.16
Calmar ratio Return relative to maximum drawdown	1.09	-0.14	+1.23
Martin ratio Return relative to average drawdown	3.52	-0.26	+3.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current TECH.TO Sharpe Ratio is 0.74, which is higher than the HISU-U.TO Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of TECH.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

	TECH.TO	HISU-U.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	-0.01	+0.75
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.86	-0.35

Correlation

The correlation between TECH.TO and HISU-U.TO is -0.25. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

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

TECH.TO's dividend yield for the trailing twelve months is around 0.13%, less than HISU-U.TO's 2.83% yield.

	TTM	2025	2024	2023	2022	2021
TECH.TO Evolve FANGMA Index ETF Hedged CAD	0.13%	0.12%	0.14%	0.20%	0.35%	0.17%
HISU-U.TO Evolve US High Interest Savings Account Fund	2.83%	2.93%	3.70%	3.85%	0.90%	0.00%

Drawdowns

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

The maximum TECH.TO drawdown since its inception was -47.92%, which is greater than HISU-U.TO's maximum drawdown of -5.49%. Use the drawdown chart below to compare losses from any high point for TECH.TO and HISU-U.TO.

Drawdown Indicators

	TECH.TO	HISU-U.TO	Difference
Max Drawdown Largest peak-to-trough decline	-47.92%	-0.12%	-47.80%
Max Drawdown (1Y) Largest decline over 1 year	-16.59%	-0.09%	-16.50%
Current Drawdown Current decline from peak	-12.23%	0.00%	-12.23%
Average Drawdown Average peak-to-trough decline	-12.66%	-0.01%	-12.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.15%	0.02%	+5.13%

Volatility

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

Evolve FANGMA Index ETF Hedged CAD (TECH.TO) has a higher volatility of 6.92% compared to Evolve US High Interest Savings Account Fund (HISU-U.TO) at 1.37%. This indicates that TECH.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

	TECH.TO	HISU-U.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.92%	1.37%	+5.55%
Volatility (6M) Calculated over the trailing 6-month period	13.12%	3.41%	+9.71%
Volatility (1Y) Calculated over the trailing 1-year period	23.31%	5.30%	+18.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.64%	6.02%	+20.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.64%	6.02%	+20.62%