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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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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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.63% | 3.31% | -12.96% | -14.25% | |||||||||
| 2025 | 5.54% | 12.72% | -10.97% | 3.39% | -19.50% | 6.72% | -2.70% | -3.55% | 5.98% | 13.82% | 22.14% | -0.35% | 29.60% |
| 2024 | 0.48% | -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
- R²
- 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.
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.TO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 0.69 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.48 | 1.06 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.17 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 1.14 | -0.95 |
Martin ratioReturn relative to average drawdown | 0.47 | 4.22 | -3.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | CA$1.88 | CA$2.09 | CA$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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.17 | CA$0.17 | CA$0.00 | CA$0.33 | |||||||||
| 2025 | CA$0.18 | CA$0.18 | CA$0.18 | CA$0.18 | CA$0.18 | CA$0.18 | CA$0.18 | CA$0.17 | CA$0.17 | CA$0.17 | CA$0.17 | CA$0.17 | CA$2.09 |
| 2024 | CA$0.18 | CA$0.18 | CA$0.18 | CA$0.18 | CA$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, 2025 | 110 | Aug 8, 2025 | 66 | Nov 12, 2025 | 176 |
| -24.02% | Sep 4, 2024 | 53 | Nov 18, 2024 | 71 | Mar 3, 2025 | 124 |
| -21.69% | Nov 26, 2025 | 84 | Mar 27, 2026 | — | — | — |
| -1.61% | Aug 23, 2024 | 5 | Aug 29, 2024 | 1 | Aug 30, 2024 | 6 |
| -0.41% | Nov 17, 2025 | 1 | Nov 17, 2025 | 1 | Nov 18, 2025 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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