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

Performance

XTD.TO vs. CASH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TDb Split Corp. (XTD.TO) and Global X High Interest Savings ETF (CASH.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, XTD.TO achieves a -1.81% return, which is significantly lower than CASH.TO's 0.50% return.


XTD.TO

1D
2.35%
1M
-5.02%
YTD
-1.81%
6M
30.09%
1Y
132.27%
3Y*
-1.33%
5Y*
-0.13%
10Y*
4.51%

CASH.TO

1D
0.02%
1M
0.17%
YTD
0.50%
6M
1.02%
1Y
2.30%
3Y*
3.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTD.TO vs. CASH.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XTD.TO
TDb Split Corp.
-1.81%135.70%-45.90%-29.05%-0.25%3.74%
CASH.TO
Global X High Interest Savings ETF
0.50%2.45%4.53%5.11%2.39%0.08%

Correlation

The correlation between XTD.TO and CASH.TO is -0.03, meaning they tend to move in opposite directions. This is especially valuable for risk management — when one declines, the other has historically tended to hold steady or rise, cushioning overall portfolio drawdowns.


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Return for Risk

XTD.TO vs. CASH.TO — Risk / Return Rank

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

XTD.TO
XTD.TO Risk / Return Rank: 9696
Overall Rank
XTD.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XTD.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
XTD.TO Omega Ratio Rank: 9696
Omega Ratio Rank
XTD.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
XTD.TO Martin Ratio Rank: 9898
Martin Ratio Rank

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

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

This table presents a comparison of risk-adjusted performance metrics for TDb Split Corp. (XTD.TO) 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.


XTD.TOCASH.TODifference

Sharpe ratio

Return per unit of total volatility

3.33

10.49

-7.16

Sortino ratio

Return per unit of downside risk

3.65

33.16

-29.51

Omega ratio

Gain probability vs. loss probability

1.54

7.74

-6.20

Calmar ratio

Return relative to maximum drawdown

6.22

115.84

-109.62

Martin ratio

Return relative to average drawdown

28.01

479.20

-451.19

XTD.TO vs. CASH.TO - Sharpe Ratio Comparison

The current XTD.TO Sharpe Ratio is 3.33, which is lower than the CASH.TO Sharpe Ratio of 10.49. The chart below compares the historical Sharpe Ratios of XTD.TO 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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Sharpe Ratios by Period


XTD.TOCASH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.33

10.49

-7.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

5.51

-5.51

Drawdowns

XTD.TO vs. CASH.TO - Drawdown Comparison

The maximum XTD.TO drawdown since its inception was -100.02%, which is greater than CASH.TO's maximum drawdown of -0.80%. Use the drawdown chart below to compare losses from any high point for XTD.TO and CASH.TO.


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Drawdown Indicators


XTD.TOCASH.TODifference

Max Drawdown

Largest peak-to-trough decline

-100.02%

-0.80%

-99.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-0.02%

-13.46%

Max Drawdown (5Y)

Largest decline over 5 years

-69.55%

Max Drawdown (10Y)

Largest decline over 10 years

-81.92%

Current Drawdown

Current decline from peak

-100.00%

0.00%

-100.00%

Average Drawdown

Average peak-to-trough decline

-99.68%

0.00%

-99.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

0.00%

+4.07%

Volatility

XTD.TO vs. CASH.TO - Volatility Comparison

TDb Split Corp. (XTD.TO) has a higher volatility of 12.54% compared to Global X High Interest Savings ETF (CASH.TO) at 0.05%. This indicates that XTD.TO'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


XTD.TOCASH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.54%

0.05%

+12.49%

Volatility (6M)

Calculated over the trailing 6-month period

21.97%

0.15%

+21.82%

Volatility (1Y)

Calculated over the trailing 1-year period

31.71%

0.22%

+31.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.59%

0.62%

+34.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.13%

0.62%

+44.51%

Dividends

XTD.TO vs. CASH.TO - Dividend Comparison

XTD.TO's dividend yield for the trailing twelve months is around 9.17%, more than CASH.TO's 2.31% yield.


TTM20252024202320222021202020192018201720162015
XTD.TO
TDb Split Corp.
9.17%8.81%0.00%9.84%13.04%11.56%3.26%10.03%10.53%9.20%10.47%12.02%
CASH.TO
Global X High Interest Savings ETF
2.31%2.53%4.37%5.06%2.30%0.10%0.00%0.00%0.00%0.00%0.00%0.00%