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

Performance

ZUCM.TO vs. CASH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO USD Cash Management ETF (ZUCM.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, ZUCM.TO achieves a 2.78% return, which is significantly higher than CASH.TO's 0.83% return.


ZUCM.TO

1D
0.39%
1M
2.35%
YTD
2.78%
6M
1.28%
1Y
5.27%
3Y*
5Y*
10Y*

CASH.TO

1D
0.00%
1M
0.15%
YTD
0.83%
6M
1.01%
1Y
2.22%
3Y*
3.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
ZUCM.TO
BMO USD Cash Management ETF
2.78%-0.61%14.39%-1.38%
CASH.TO
Global X High Interest Savings ETF
0.83%2.45%4.53%1.27%

Correlation

The correlation between ZUCM.TO and CASH.TO is -0.09, 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

-0.09

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2023

-0.07

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Return for Risk

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

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

ZUCM.TO
ZUCM.TO Risk / Return Rank: 3131
Overall Rank
ZUCM.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ZUCM.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
ZUCM.TO Omega Ratio Rank: 3232
Omega Ratio Rank
ZUCM.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
ZUCM.TO Martin Ratio Rank: 2828
Martin Ratio Rank

CASH.TO
CASH.TO Risk / Return Rank: 100100
Overall Rank
CASH.TO Sharpe Ratio Rank: 9999
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.

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

This table presents a comparison of risk-adjusted performance metrics for BMO USD Cash Management ETF (ZUCM.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.


ZUCM.TOCASH.TODifference
Sharpe ratioReturn per unit of total volatility

-9.13

Sortino ratioReturn per unit of downside risk

-30.83

Omega ratioGain probability vs. loss probability

1.21

7.47

-6.25

Calmar ratioReturn relative to maximum drawdown

1.43

111.49

-110.05

Martin ratioReturn relative to average drawdown

3.82

468.24

-464.42

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

The current ZUCM.TO Sharpe Ratio is 1.19, which is lower than the CASH.TO Sharpe Ratio of 10.33. The chart below compares the historical Sharpe Ratios of ZUCM.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


ZUCM.TOCASH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

10.33

-9.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

5.52

-4.49

Drawdowns

ZUCM.TO vs. CASH.TO - Drawdown Comparison

The maximum ZUCM.TO drawdown since its inception was -5.81%, 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 ZUCM.TO and CASH.TO.


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Drawdown Indicators


ZUCM.TOCASH.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.81%

-0.80%

-5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-0.02%

-3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.72%

-0.00%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

0.00%

+1.38%

Volatility

ZUCM.TO vs. CASH.TO - Volatility Comparison

BMO USD Cash Management ETF (ZUCM.TO) has a higher volatility of 0.75% compared to Global X High Interest Savings ETF (CASH.TO) at 0.06%. This indicates that ZUCM.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


ZUCM.TOCASH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.06%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

0.13%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

0.22%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

0.61%

+4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

0.61%

+4.73%

ZUCM.TO vs. CASH.TO - Expense Ratio Comparison

ZUCM.TO has a 0.14% expense ratio, which is higher than CASH.TO's 0.11% 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

ZUCM.TO vs. CASH.TO - Dividend Comparison

ZUCM.TO's dividend yield for the trailing twelve months is around 3.81%, more than CASH.TO's 2.19% yield.


PositionTTM20252024202320222021
CASH.TO
Global X High Interest Savings ETF
2.19%2.53%4.37%5.06%2.30%0.10%
ZUCM.TO
BMO USD Cash Management ETF
3.81%4.19%4.88%1.40%0.00%0.00%

Frequently Asked Questions


ZUCM.TO and CASH.TO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CASH.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CASH.TO is cheaper with a 0.11% expense ratio, compared with 0.14% for ZUCM.TO.

They also come from different issuers: BMO and Global X. Their fees differ too: 0.14% for ZUCM.TO and 0.11% for CASH.TO.

Portfolio Optimizer

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