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

Performance

XAW.TO vs. PSA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) and Purpose High Interest Savings Fund (PSA.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, XAW.TO achieves a 13.70% return, which is significantly higher than PSA.TO's 0.89% return. Over the past 10 years, XAW.TO has outperformed PSA.TO with an annualized return of 13.22%, while PSA.TO has yielded a comparatively lower 2.25% annualized return.


XAW.TO

1D
-0.37%
1M
7.13%
YTD
13.70%
6M
12.70%
1Y
30.51%
3Y*
21.73%
5Y*
13.96%
10Y*
13.22%

PSA.TO

1D
0.00%
1M
0.17%
YTD
0.89%
6M
1.08%
1Y
2.35%
3Y*
3.73%
5Y*
3.17%
10Y*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
13.70%15.87%26.31%18.45%-11.84%18.38%12.37%19.82%-2.28%16.10%
PSA.TO
Purpose High Interest Savings Fund
0.89%2.64%4.56%5.12%2.34%0.60%0.93%2.22%1.65%1.09%

Correlation

The correlation between XAW.TO and PSA.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.09

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

0.06

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

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.05

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Return for Risk

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

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

XAW.TO
XAW.TO Risk / Return Rank: 7676
Overall Rank
XAW.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XAW.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
XAW.TO Omega Ratio Rank: 7878
Omega Ratio Rank
XAW.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
XAW.TO Martin Ratio Rank: 7777
Martin Ratio Rank

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

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) and Purpose High Interest Savings Fund (PSA.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.


XAW.TOPSA.TODifference
Sharpe ratioReturn per unit of total volatility

-7.83

Sortino ratioReturn per unit of downside risk

-24.71

Omega ratioGain probability vs. loss probability

1.48

6.27

-4.80

Calmar ratioReturn relative to maximum drawdown

3.76

117.76

-114.00

Martin ratioReturn relative to average drawdown

15.15

422.79

-407.64

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

The current XAW.TO Sharpe Ratio is 2.50, which is lower than the PSA.TO Sharpe Ratio of 10.34. The chart below compares the historical Sharpe Ratios of XAW.TO and PSA.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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Sharpe Ratios by Period


XAW.TOPSA.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

10.34

-7.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

11.66

-10.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

9.68

-8.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

9.26

-8.48

Drawdowns

XAW.TO vs. PSA.TO - Drawdown Comparison

The maximum XAW.TO drawdown since its inception was -27.32%, which is greater than PSA.TO's maximum drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for XAW.TO and PSA.TO.


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Drawdown Indicators


XAW.TOPSA.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.32%

-0.04%

-27.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-0.02%

-8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.66%

-0.02%

-16.64%

Max Drawdown (5Y)

Largest decline over 5 years

-21.02%

-0.04%

-20.98%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

-0.04%

-27.28%

Current Drawdown

Current decline from peak

-0.37%

0.00%

-0.37%

Average Drawdown

Average peak-to-trough decline

-3.91%

-0.00%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.01%

+2.01%

Volatility

XAW.TO vs. PSA.TO - Volatility Comparison

iShares Core MSCI All Country World ex Canada Index ETF (XAW.TO) has a higher volatility of 4.21% compared to Purpose High Interest Savings Fund (PSA.TO) at 0.06%. This indicates that XAW.TO's price experiences larger fluctuations and is considered to be riskier than PSA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAW.TOPSA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

0.06%

+4.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

0.16%

+9.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

0.23%

+12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

0.27%

+13.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

0.24%

+14.88%

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

XAW.TO has a 0.22% expense ratio, which is higher than PSA.TO's 0.17% 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

XAW.TO vs. PSA.TO - Dividend Comparison

XAW.TO's dividend yield for the trailing twelve months is around 1.17%, less than PSA.TO's 2.33% yield.


PositionTTM20252024202320222021202020192018201720162015
PSA.TO
Purpose High Interest Savings Fund
2.33%2.61%4.47%5.05%2.26%0.59%0.94%2.18%1.66%1.07%0.99%1.07%
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
1.17%1.33%1.61%1.71%1.79%1.77%1.49%2.02%2.29%1.92%1.80%1.83%

Frequently Asked Questions


XAW.TO and PSA.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PSA.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PSA.TO is cheaper with a 0.17% expense ratio, compared with 0.22% for XAW.TO.

XAW.TO is categorized as Global Equities, while PSA.TO is Money Market. They also come from different issuers: iShares and Purpose Investments. Their fees differ too: 0.22% for XAW.TO and 0.17% for PSA.TO.

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