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Harvest Eli Lilly Enhanced High Income Shares ETF ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
CA41753X1006
CUSIP
41753X100
Issuer
Harvest
Inception Date
Aug 19, 2024
Leveraged
1.25x
Index Tracked
No Index (Active)
Domicile
Canada
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

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 Eli Lilly Enhanced High Income Shares 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

LLHE.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 Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) has returned -14.25% so far this year and 4.94% over the past 12 months.


Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units

1D
3.12%
1M
-12.96%
YTD
-14.25%
6M
18.79%
1Y
4.94%
3Y*
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 Aug 21, 2024, LLHE.TO's average daily return is +0.02%, while the average monthly return is +0.08%. At this rate, your investment would double in approximately 72.2 years.

Historically, 45% of months were positive and 55% were negative. The best month was Nov 2025 with a return of +22.1%, while the worst month was May 2025 at -19.5%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 4 months.

On a daily basis, LLHE.TO closed higher 52% of trading days. The best single day was Apr 17, 2025 with a return of +16.9%, while the worst single day was Aug 7, 2025 at -16.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.63%3.31%-12.96%-14.25%
20255.54%12.72%-10.97%3.39%-19.50%6.72%-2.70%-3.55%5.98%13.82%22.14%-0.35%29.60%
20240.48%-7.95%-2.76%-5.88%-1.19%-16.36%

Benchmark Metrics

Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units has an annualized alpha of -6.85%, beta of 0.73, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since August 22, 2024.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -46.21%), but participation in market rallies was also limited (-48.84%) — a profile typical of counter-cyclical assets.
  • R² of 0.08 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
-6.85%
Beta
0.73
0.08
Upside Capture
-48.84%
Downside Capture
-46.21%

Expense Ratio

LLHE.TO has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LLHE.TO ranks 16 for risk / return — in the bottom 16% 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.


LLHE.TO Risk / Return Rank: 1616
Overall Rank
LLHE.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
LLHE.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
LLHE.TO Omega Ratio Rank: 1818
Omega Ratio Rank
LLHE.TO Calmar Ratio Rank: 1616
Calmar Ratio Rank
LLHE.TO Martin Ratio Rank: 1515
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 Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) and compare them to a chosen benchmark (S&P 500 Index).


LLHE.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.11

0.69

-0.58

Sortino ratio

Return per unit of downside risk

0.48

1.06

-0.58

Omega ratio

Gain probability vs. loss probability

1.07

1.17

-0.10

Calmar ratio

Return relative to maximum drawdown

0.19

1.14

-0.95

Martin ratio

Return relative to average drawdown

0.47

4.22

-3.75

Explore LLHE.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 Eli Lilly Enhanced High Income Shares ETF - Class A Units provided a 22.70% dividend yield over the last twelve months, with an annual payout of CA$1.88 per share.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%CA$0.00CA$0.50CA$1.00CA$1.50CA$2.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
DividendCA$1.88CA$2.09CA$0.72

Dividend yield

22.70%20.89%7.40%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.17CA$0.17CA$0.00CA$0.33
2025CA$0.18CA$0.18CA$0.18CA$0.18CA$0.18CA$0.18CA$0.18CA$0.17CA$0.17CA$0.17CA$0.17CA$0.17CA$2.09
2024CA$0.18CA$0.18CA$0.18CA$0.18CA$0.72

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 Eli Lilly Enhanced High Income Shares 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 Eli Lilly Enhanced High Income Shares ETF - Class A Units was 37.80%, occurring on Aug 8, 2025. Recovery took 66 trading sessions.

The current Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units drawdown is 17.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.8%Mar 4, 2025110Aug 8, 202566Nov 12, 2025176
-24.02%Sep 4, 202453Nov 18, 202471Mar 3, 2025124
-21.69%Nov 26, 202584Mar 27, 2026
-1.61%Aug 23, 20245Aug 29, 20241Aug 30, 20246
-0.41%Nov 17, 20251Nov 17, 20251Nov 18, 20252

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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