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TUHY.TO vs. TCSH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUHY.TO vs. TCSH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Active U.S. High Yield Bond ETF (TUHY.TO) and TD Cash Management ETF (TCSH.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, TUHY.TO achieves a 0.50% return, which is significantly lower than TCSH.TO's 1.14% return.


TUHY.TO

1D
0.20%
1M
0.20%
6M
0.22%
YTD
0.50%
1Y
3.69%
3Y*
5.92%
5Y*
2.44%
10Y*

TCSH.TO

1D
0.00%
1M
0.17%
6M
1.20%
YTD
1.14%
1Y
2.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUHY.TO vs. TCSH.TO - Yearly Performance Comparison


2026 (YTD)20252024
TUHY.TO
TD Active U.S. High Yield Bond ETF
0.50%6.40%5.44%
TCSH.TO
TD Cash Management ETF
1.14%3.09%4.22%

Correlation

The correlation between TUHY.TO and TCSH.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 Feb 23, 2024

0.12

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Return for Risk

TUHY.TO vs. TCSH.TO — Risk / Return Rank

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

TUHY.TO
TUHY.TO Risk / Return Rank: 2727
Overall Rank
TUHY.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TUHY.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
TUHY.TO Omega Ratio Rank: 2222
Omega Ratio Rank
TUHY.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
TUHY.TO Martin Ratio Rank: 3737
Martin Ratio Rank

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

TUHY.TO vs. TCSH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Active U.S. High Yield Bond ETF (TUHY.TO) and TD Cash Management ETF (TCSH.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.


TUHY.TOTCSH.TODifference
Sharpe ratioReturn per unit of total volatility

-5.28

Sortino ratioReturn per unit of downside risk

-10.29

Omega ratioGain probability vs. loss probability

1.13

3.03

-1.90

Calmar ratioReturn relative to maximum drawdown

1.20

26.61

-25.42

Martin ratioReturn relative to average drawdown

4.67

110.82

-106.15

TUHY.TO vs. TCSH.TO - Sharpe Ratio Comparison

The current TUHY.TO Sharpe Ratio is 0.73, which is lower than the TCSH.TO Sharpe Ratio of 6.01. The chart below compares the historical Sharpe Ratios of TUHY.TO and TCSH.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

TUHY.TO vs. TCSH.TO - Drawdown Comparison

The maximum TUHY.TO drawdown since its inception was -19.23%, which is greater than TCSH.TO's maximum drawdown of -0.54%. Use the drawdown chart below to compare losses from any high point for TUHY.TO and TCSH.TO.


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Drawdown Indicators


TUHY.TOTCSH.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-0.54%

-18.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-0.10%

-2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-4.87%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

Current Drawdown

Current decline from peak

-0.34%

-0.00%

-0.34%

Average Drawdown

Average peak-to-trough decline

-3.87%

-0.01%

-3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.02%

+0.77%

Volatility

TUHY.TO vs. TCSH.TO - Volatility Comparison

TD Active U.S. High Yield Bond ETF (TUHY.TO) has a higher volatility of 1.45% compared to TD Cash Management ETF (TCSH.TO) at 0.08%. This indicates that TUHY.TO's price experiences larger fluctuations and is considered to be riskier than TCSH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUHY.TOTCSH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

0.08%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

0.26%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

5.08%

0.44%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.71%

0.68%

+8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.70%

0.68%

+9.02%

Dividends

TUHY.TO vs. TCSH.TO - Dividend Comparison

TUHY.TO's dividend yield for the trailing twelve months is around 5.74%, more than TCSH.TO's 2.60% yield.


PositionTTM2025202420232022202120202019
TCSH.TO
TD Cash Management ETF
2.60%3.03%4.21%0.00%0.00%0.00%0.00%0.00%
TUHY.TO
TD Active U.S. High Yield Bond ETF
5.74%6.05%6.64%6.57%4.90%5.10%4.22%0.32%

Frequently Asked Questions


TUHY.TO and TCSH.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.

TUHY.TO is categorized as High Yield Bonds, while TCSH.TO is Ultrashort Bond.

Portfolio Optimizer

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