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ZUCM.TO vs. UCSH-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZUCM.TO vs. UCSH-U.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 USD High Interest Savings ETF (UCSH-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZUCM.TO is traded in CAD, while UCSH-U.TO is traded in USD. To make them comparable, the UCSH-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with ZUCM.TO having a 4.35% return and UCSH-U.TO slightly higher at 4.42%.


ZUCM.TO

1D
-0.10%
1M
0.72%
6M
3.06%
YTD
4.35%
1Y
6.29%
3Y*
5Y*
10Y*

UCSH-U.TO

1D
-0.69%
1M
0.90%
6M
2.89%
YTD
4.42%
1Y
6.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZUCM.TO vs. UCSH-U.TO - Yearly Performance Comparison


2026 (YTD)20252024
ZUCM.TO
BMO USD Cash Management ETF
4.35%-0.61%11.80%
UCSH-U.TO
Global X USD High Interest Savings ETF
4.42%-0.59%11.69%

Correlation

The correlation between ZUCM.TO and UCSH-U.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2024

0.27

The correlation between ZUCM.TO and UCSH-U.TO shifts across timeframes, from 0.15 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZUCM.TO vs. UCSH-U.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: 4646
Overall Rank
ZUCM.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ZUCM.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
ZUCM.TO Omega Ratio Rank: 5252
Omega Ratio Rank
ZUCM.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
ZUCM.TO Martin Ratio Rank: 3636
Martin Ratio Rank

UCSH-U.TO
UCSH-U.TO Risk / Return Rank: 100100
Overall Rank
UCSH-U.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
UCSH-U.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
UCSH-U.TO Omega Ratio Rank: 100100
Omega Ratio Rank
UCSH-U.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
UCSH-U.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. UCSH-U.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 USD High Interest Savings ETF (UCSH-U.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZUCM.TOUCSH-U.TODifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

1.71

1.67

+0.04

Martin ratioReturn relative to average drawdown

4.58

4.56

+0.02

ZUCM.TO vs. UCSH-U.TO - Sharpe Ratio Comparison

The current ZUCM.TO Sharpe Ratio is 1.48, which is comparable to the UCSH-U.TO Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of ZUCM.TO and UCSH-U.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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Drawdowns

ZUCM.TO vs. UCSH-U.TO - Drawdown Comparison

The maximum ZUCM.TO drawdown since its inception was -5.81%, smaller than the maximum UCSH-U.TO drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for ZUCM.TO and UCSH-U.TO.


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Drawdown Indicators


ZUCM.TOUCSH-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-5.81%

-6.35%

+0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-3.77%

+0.08%

Current Drawdown

Current decline from peak

-1.10%

-1.11%

+0.01%

Average Drawdown

Average peak-to-trough decline

-1.66%

-1.98%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.38%

0.00%

Volatility

ZUCM.TO vs. UCSH-U.TO - Volatility Comparison

The current volatility for BMO USD Cash Management ETF (ZUCM.TO) is 1.23%, while Global X USD High Interest Savings ETF (UCSH-U.TO) has a volatility of 1.31%. This indicates that ZUCM.TO experiences smaller price fluctuations and is considered to be less risky than UCSH-U.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.TOUCSH-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.31%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

3.30%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

4.38%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.28%

5.33%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

5.33%

-0.05%

Dividends

ZUCM.TO vs. UCSH-U.TO - Dividend Comparison

ZUCM.TO's dividend yield for the trailing twelve months is around 3.71%, more than UCSH-U.TO's 3.65% yield.


PositionTTM202520242023
UCSH-U.TO
Global X USD High Interest Savings ETF
3.65%4.04%4.71%0.00%
ZUCM.TO
BMO USD Cash Management ETF
3.71%4.19%4.88%1.40%

Frequently Asked Questions


ZUCM.TO and UCSH-U.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: BMO and Global X.

Portfolio Optimizer

Find the right allocation for ZUCM.TO and UCSH-U.TO

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