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ZUCM.TO vs. HISA.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZUCM.TO vs. HISA.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO USD Cash Management ETF (ZUCM.TO) and Evolve High Interest Savings Account ETF (HISA.NEO). 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 2.88% return, which is significantly higher than HISA.NEO's 0.60% return.


ZUCM.TO

1D
0.10%
1M
2.35%
YTD
2.88%
6M
1.35%
1Y
5.72%
3Y*
5Y*
10Y*

HISA.NEO

1D
0.00%
1M
0.00%
YTD
0.60%
6M
0.80%
1Y
2.01%
3Y*
3.11%
5Y*
2.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZUCM.TO vs. HISA.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
ZUCM.TO
BMO USD Cash Management ETF
2.88%-0.61%14.39%-1.38%
HISA.NEO
Evolve High Interest Savings Account ETF
0.60%2.30%3.78%1.24%

Correlation

The correlation between ZUCM.TO and HISA.NEO is -0.14, 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.


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

-0.14

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

-0.03

The correlation between ZUCM.TO and HISA.NEO shifts across timeframes, from -0.14 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZUCM.TO vs. HISA.NEO — 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: 3434
Overall Rank
ZUCM.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ZUCM.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
ZUCM.TO Omega Ratio Rank: 3636
Omega Ratio Rank
ZUCM.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
ZUCM.TO Martin Ratio Rank: 2929
Martin Ratio Rank

HISA.NEO
HISA.NEO Risk / Return Rank: 8686
Overall Rank
HISA.NEO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HISA.NEO Sortino Ratio Rank: 9595
Sortino Ratio Rank
HISA.NEO Omega Ratio Rank: 9999
Omega Ratio Rank
HISA.NEO Calmar Ratio Rank: 5454
Calmar Ratio Rank
HISA.NEO Martin Ratio Rank: 9494
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. HISA.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO USD Cash Management ETF (ZUCM.TO) and Evolve High Interest Savings Account ETF (HISA.NEO). 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.TOHISA.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.57

Sortino ratioReturn per unit of downside risk

-3.23

Omega ratioGain probability vs. loss probability

1.24

5.25

-4.02

Calmar ratioReturn relative to maximum drawdown

1.56

2.62

-1.06

Martin ratioReturn relative to average drawdown

4.15

27.66

-23.51

ZUCM.TO vs. HISA.NEO - Sharpe Ratio Comparison

The current ZUCM.TO Sharpe Ratio is 1.30, which is lower than the HISA.NEO Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of ZUCM.TO and HISA.NEO, 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.TOHISA.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

2.87

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

2.35

-1.32

Drawdowns

ZUCM.TO vs. HISA.NEO - Drawdown Comparison

The maximum ZUCM.TO drawdown since its inception was -5.81%, which is greater than HISA.NEO's maximum drawdown of -0.42%. Use the drawdown chart below to compare losses from any high point for ZUCM.TO and HISA.NEO.


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Drawdown Indicators


ZUCM.TOHISA.NEODifference

Max Drawdown

Largest peak-to-trough decline

-5.81%

-0.42%

-5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-0.18%

-3.51%

Max Drawdown (3Y)

Largest decline over 3 years

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-0.42%

Current Drawdown

Current decline from peak

0.00%

-0.02%

+0.02%

Average Drawdown

Average peak-to-trough decline

-1.72%

-0.01%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

0.01%

+1.37%

Volatility

ZUCM.TO vs. HISA.NEO - Volatility Comparison

BMO USD Cash Management ETF (ZUCM.TO) has a higher volatility of 0.75% compared to Evolve High Interest Savings Account ETF (HISA.NEO) at 0.03%. This indicates that ZUCM.TO's price experiences larger fluctuations and is considered to be riskier than HISA.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZUCM.TOHISA.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.03%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

0.08%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

0.36%

+4.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

0.46%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

0.47%

+4.87%

ZUCM.TO vs. HISA.NEO - Expense Ratio Comparison

ZUCM.TO has a 0.14% expense ratio, which is lower than HISA.NEO's 0.15% 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

ZUCM.TO vs. HISA.NEO - Dividend Comparison

ZUCM.TO's dividend yield for the trailing twelve months is around 3.81%, more than HISA.NEO's 2.27% yield.


PositionTTM2025202420232022202120202019
HISA.NEO
Evolve High Interest Savings Account ETF
2.27%2.32%3.65%4.60%2.22%0.52%0.84%0.76%
ZUCM.TO
BMO USD Cash Management ETF
3.81%4.19%4.88%1.40%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZUCM.TO and HISA.NEO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ZUCM.TO is cheaper with a 0.14% expense ratio, compared with 0.15% for HISA.NEO.

They also come from different issuers: BMO and Evolve. Their fees differ too: 0.14% for ZUCM.TO and 0.15% for HISA.NEO.

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