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XFR.TO vs. MNY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFR.TO vs. MNY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Floating Rate Index ETF (XFR.TO) and Purpose Cash Management Fund (MNY.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, XFR.TO achieves a 1.00% return, which is significantly higher than MNY.TO's 0.95% return.


XFR.TO

1D
-0.05%
1M
0.21%
YTD
1.00%
6M
1.33%
1Y
2.96%
3Y*
3.98%
5Y*
3.20%
10Y*
2.24%

MNY.TO

1D
0.00%
1M
0.19%
YTD
0.95%
6M
1.22%
1Y
2.59%
3Y*
3.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFR.TO vs. MNY.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
XFR.TO
iShares Floating Rate Index ETF
1.00%3.33%4.57%5.29%1.24%
MNY.TO
Purpose Cash Management Fund
0.95%3.03%4.69%5.03%1.54%

Correlation

The correlation between XFR.TO and MNY.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 (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2022

0.03

The correlation between XFR.TO and MNY.TO shifts across timeframes, from -0.08 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XFR.TO vs. MNY.TO — Risk / Return Rank

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

XFR.TO
XFR.TO Risk / Return Rank: 9898
Overall Rank
XFR.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XFR.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XFR.TO Omega Ratio Rank: 9797
Omega Ratio Rank
XFR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XFR.TO Martin Ratio Rank: 9898
Martin Ratio Rank

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

XFR.TO vs. MNY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Index ETF (XFR.TO) and Purpose Cash Management Fund (MNY.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.


XFR.TOMNY.TODifference
Sharpe ratioReturn per unit of total volatility

-11.96

Sortino ratioReturn per unit of downside risk

-45.33

Omega ratioGain probability vs. loss probability

1.96

22.32

-20.35

Calmar ratioReturn relative to maximum drawdown

29.79

65.02

-35.22

Martin ratioReturn relative to average drawdown

88.61

605.87

-517.26

XFR.TO vs. MNY.TO - Sharpe Ratio Comparison

The current XFR.TO Sharpe Ratio is 4.12, which is lower than the MNY.TO Sharpe Ratio of 16.08. The chart below compares the historical Sharpe Ratios of XFR.TO and MNY.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


XFR.TOMNY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.12

16.08

-11.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

11.02

-9.83

Drawdowns

XFR.TO vs. MNY.TO - Drawdown Comparison

The maximum XFR.TO drawdown since its inception was -4.12%, which is greater than MNY.TO's maximum drawdown of -0.24%. Use the drawdown chart below to compare losses from any high point for XFR.TO and MNY.TO.


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Drawdown Indicators


XFR.TOMNY.TODifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-0.24%

-3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-0.04%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-0.10%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-4.12%

Current Drawdown

Current decline from peak

-0.05%

0.00%

-0.05%

Average Drawdown

Average peak-to-trough decline

-0.06%

-0.00%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.00%

+0.03%

Volatility

XFR.TO vs. MNY.TO - Volatility Comparison

iShares Floating Rate Index ETF (XFR.TO) has a higher volatility of 0.18% compared to Purpose Cash Management Fund (MNY.TO) at 0.03%. This indicates that XFR.TO's price experiences larger fluctuations and is considered to be riskier than MNY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFR.TOMNY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

0.03%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.48%

0.12%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

0.72%

0.16%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.82%

0.37%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.85%

0.37%

+1.48%

XFR.TO vs. MNY.TO - Expense Ratio Comparison

XFR.TO has a 0.14% expense ratio, which is lower than MNY.TO's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XFR.TO vs. MNY.TO - Dividend Comparison

XFR.TO's dividend yield for the trailing twelve months is around 2.77%, more than MNY.TO's 2.56% yield.


PositionTTM20252024202320222021202020192018201720162015
MNY.TO
Purpose Cash Management Fund
2.56%2.93%4.71%4.85%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XFR.TO
iShares Floating Rate Index ETF
2.77%3.23%4.93%4.91%1.85%0.30%1.07%1.96%1.60%0.95%0.77%0.94%

Frequently Asked Questions


XFR.TO and MNY.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.

On fees, XFR.TO is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFR.TO is cheaper with a 0.14% expense ratio, compared with 0.22% for MNY.TO.

XFR.TO is categorized as Canadian Government Bonds, while MNY.TO is Money Market. They also come from different issuers: iShares and Purpose Investments. Their fees differ too: 0.14% for XFR.TO and 0.22% for MNY.TO.

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