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Harvest Canadian Equity Income Leaders ETF Class A...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Harvest
Inception Date
Jun 8, 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 Canadian Equity Income Leaders ETF Class A, 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

HLIF.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 Canadian Equity Income Leaders ETF Class A (HLIF.TO) has returned 8.54% so far this year and 32.42% over the past 12 months.


Harvest Canadian Equity Income Leaders ETF Class A

1D
0.63%
1M
-0.08%
YTD
8.54%
6M
16.08%
1Y
32.42%
3Y*
17.88%
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 Jun 13, 2022, HLIF.TO's average daily return is +0.05%, while the average monthly return is +1.13%. At this rate, your investment would double in approximately 5.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Feb 2026 with a return of +6.7%, while the worst month was Sep 2022 at -4.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HLIF.TO closed higher 53% of trading days. The best single day was Nov 2, 2023 with a return of +3.6%, while the worst single day was Apr 4, 2025 at -3.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.79%6.72%-0.08%8.54%
20250.45%0.56%1.78%-0.65%3.57%1.83%2.36%2.92%3.34%1.26%4.97%0.61%25.43%
20240.78%0.32%2.96%-1.59%2.62%-1.99%5.47%2.63%3.22%0.71%4.72%-3.46%17.21%
20236.60%-1.61%-1.42%3.75%-4.54%1.23%2.23%-2.13%-3.89%-3.24%6.57%3.26%6.13%
2022-2.94%2.80%-1.62%-4.57%3.75%3.08%-3.05%-2.86%

Benchmark Metrics

Harvest Canadian Equity Income Leaders ETF Class A has an annualized alpha of 6.84%, beta of 0.33, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since June 14, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.83%) than losses (26.51%) — typical of diversified or defensive assets.
  • Beta of 0.33 may look defensive, but with R² of 0.21 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 0.21 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
6.84%
Beta
0.33
0.21
Upside Capture
48.83%
Downside Capture
26.51%

Expense Ratio

HLIF.TO has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HLIF.TO ranks 97 for risk / return — in the top 97% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


HLIF.TO Risk / Return Rank: 9797
Overall Rank
HLIF.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HLIF.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HLIF.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HLIF.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
HLIF.TO Martin Ratio Rank: 9898
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 Canadian Equity Income Leaders ETF Class A (HLIF.TO) and compare them to a chosen benchmark (S&P 500 Index).


HLIF.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.42

0.69

+2.73

Sortino ratio

Return per unit of downside risk

4.29

1.06

+3.23

Omega ratio

Gain probability vs. loss probability

1.79

1.17

+0.62

Calmar ratio

Return relative to maximum drawdown

3.89

1.14

+2.74

Martin ratio

Return relative to average drawdown

23.88

4.22

+19.66

Explore HLIF.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 Canadian Equity Income Leaders ETF Class A provided a 5.56% dividend yield over the last twelve months, with an annual payout of CA$0.66 per share. The fund has been increasing its distributions for 3 consecutive years.


4.00%5.00%6.00%7.00%8.00%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.50CA$0.60CA$0.702022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
DividendCA$0.66CA$0.70CA$0.70CA$0.70CA$0.35

Dividend yield

5.56%6.26%7.33%7.96%3.91%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.07CA$0.07CA$0.00CA$0.14
2025CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.70
2024CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.70
2023CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.70
2022CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.35

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 Canadian Equity Income Leaders ETF Class A. 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 Canadian Equity Income Leaders ETF Class A was 11.12%, occurring on Oct 12, 2022. Recovery took 70 trading sessions.

The current Harvest Canadian Equity Income Leaders ETF Class A drawdown is 0.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.12%Aug 19, 202237Oct 12, 202270Jan 23, 2023107
-10.54%May 2, 2023125Oct 30, 202346Jan 5, 2024171
-8.83%Dec 2, 202488Apr 8, 202523May 12, 2025111
-6.64%Jan 30, 202334Mar 17, 202320Apr 17, 202354
-4.98%May 22, 202419Jun 17, 202428Jul 26, 202447

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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