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Harvest Healthcare Leaders Enhanced Income ETF - C...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Harvest
Inception Date
Oct 20, 2022
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Harvest Healthcare Leaders Enhanced Income ETF - Class A Units, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

HHLE.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.TO) has returned -9.04% so far this year and -4.53% over the past 12 months.


Harvest Healthcare Leaders Enhanced Income ETF - Class A Units

1D
0.98%
1M
-10.39%
YTD
-9.04%
6M
1.48%
1Y
-4.53%
3Y*
4.43%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 25, 2022, HHLE.TO's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2025 with a return of +9.4%, while the worst month was Mar 2026 at -10.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, HHLE.TO closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -7.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.82%2.35%-10.39%-9.04%
20258.39%0.54%-2.20%-6.03%-4.39%1.09%-3.51%7.51%-0.16%4.52%9.44%-2.47%11.85%
20244.66%2.39%1.53%-4.19%2.48%2.28%3.51%6.82%-1.73%-6.02%-0.06%-7.39%3.28%
2023-1.13%-4.17%4.32%4.77%-5.04%3.57%1.49%0.49%-3.63%-6.36%9.25%4.64%7.14%
20222.67%5.23%-1.93%5.96%

Benchmark Metrics

Harvest Healthcare Leaders Enhanced Income ETF - Class A Units has an annualized alpha of -4.09%, beta of 0.55, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since October 26, 2022.

  • This ETF participated in 101.48% of S&P 500 Index downside but only 47.99% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.55 may look defensive, but with R² of 0.23 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.23 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-4.09%
Beta
0.55
0.23
Upside Capture
47.99%
Downside Capture
101.48%

Expense Ratio

HHLE.TO has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HHLE.TO ranks 8 for risk / return — in the bottom 8% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


HHLE.TO Risk / Return Rank: 88
Overall Rank
HHLE.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
HHLE.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
HHLE.TO Omega Ratio Rank: 77
Omega Ratio Rank
HHLE.TO Calmar Ratio Rank: 88
Calmar Ratio Rank
HHLE.TO Martin Ratio Rank: 88
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.TO) and compare them to a chosen benchmark (S&P 500 Index).


HHLE.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.69

-0.91

Sortino ratio

Return per unit of downside risk

-0.15

1.06

-1.21

Omega ratio

Gain probability vs. loss probability

0.98

1.17

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.27

1.14

-1.42

Martin ratio

Return relative to average drawdown

-0.51

4.22

-4.73

Explore HHLE.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Harvest Healthcare Leaders Enhanced Income ETF - Class A Units provided a 12.36% dividend yield over the last twelve months, with an annual payout of CA$1.02 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.202022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
DividendCA$1.02CA$1.12CA$1.10CA$1.09CA$0.18

Dividend yield

12.36%12.01%11.76%10.81%1.73%

Monthly Dividends

The table displays the monthly dividend distributions for Harvest Healthcare Leaders Enhanced Income ETF - Class A Units. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.09CA$0.09CA$0.00CA$0.19
2025CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$1.12
2024CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$1.10
2023CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$1.09
2022CA$0.09CA$0.09CA$0.18

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Harvest Healthcare Leaders Enhanced Income ETF - Class A Units. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Harvest Healthcare Leaders Enhanced Income ETF - Class A Units was 20.60%, occurring on May 14, 2025. The portfolio has not yet recovered.

The current Harvest Healthcare Leaders Enhanced Income ETF - Class A Units drawdown is 13.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.6%Sep 3, 2024176May 14, 2025
-12%Aug 15, 202352Oct 27, 202333Dec 13, 202385
-11.61%Dec 15, 202258Mar 10, 202330Apr 24, 202388
-6.95%Feb 26, 202438Apr 18, 202419May 15, 202457
-6.95%Apr 25, 202325May 30, 202337Jul 21, 202362

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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