PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Harvest Premium Yield Enhanced ETF (HPYE.TO) Sharpe Ratio

ETF · Currency in CAD · Last updated Jun 5, 2026

Harvest Premium Yield Enhanced ETF (HPYE) is a Canadian-listed liquid alternative ETF from Harvest Portfolios Group that provides leveraged exposure to a concentrated portfolio of dominant, industry-leading U.S. large-cap equities. The fund applies approximately 25% modest leverage (1.25x exposure) and overlays an active option writing strategy using both covered calls and written puts to enhance income and reduce volatility. HPYE pays cash distributions twice monthly and is designed for income-oriented investors comfortable with leverage and derivatives risk. Trading on the Toronto Stock Exchange in Canadian dollars, the fund launched in January 2026.

Sharpe ratio is not yet available for HPYE.TO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Harvest Premium Yield Enhanced ETF's Sharpe Ratio with other ETFs in the Derivative Income, Leveraged Equities, Large Cap Blend Equities category across multiple time periods, showing how HPYE.TO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SOXU.TOMegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF14.51
HLIF.TOHarvest Canadian Equity Income Leaders ETF Class A5.52
CBNK.TOMulvihill Canadian Bank Enhanced Yield ETF5.33
HCAL.TOHamilton Enhanced Canadian Bank ETF5.12
BANK.TOEvolve Canadian Banks and Lifecos Enhanced Yield Index Fund4.79
KNGC.TOBrompton Canadian Cash Flow Kings ETF4.52
BKCL.TOGlobal X Enhanced Equal Weight Canadian Banks Covered Call ETF4.42
GOGY.TOHarvest Alphabet Enhanced High Income Shares ETF Class A Units4.31
BKCC.TOGlobal X Equal Weight Canadian Bank Covered Call ETF4.20
YGOG.NEOAlphabet (GOOGL) Yield Shares Purpose ETF3.98
HPYE.TOHarvest Premium Yield Enhanced ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows HPYE.TO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HPYE.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does HPYE.TO fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio