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CFOU.TO vs. AMHE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CFOU.TO vs. AMHE.TO

Last updated Jun 5, 2026

CFOU.TO (BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF) and AMHE.TO (Harvest Amazon Enhanced High Income Shares ETF - Class A Units) are both Leveraged Equities funds. CFOU.TO is passively managed, while AMHE.TO is actively managed. Over the past year, CFOU.TO returned 96.97% vs 27.55% for AMHE.TO. At a 0.39 correlation, their price movements are largely independent. CFOU.TO charges 1.52%/yr vs 1.88%/yr for AMHE.TO.

Performance

CFOU.TO vs. AMHE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF (CFOU.TO) and Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CFOU.TO achieves a 27.75% return, which is significantly higher than AMHE.TO's 10.09% return.

CFOU.TO

1D
3.68%
1M
12.30%
YTD
27.75%
6M
35.24%
1Y
96.97%
3Y*
59.80%
5Y*
29.38%
10Y*
23.35%

AMHE.TO

1D
2.21%
1M
-5.61%
YTD
10.09%
6M
10.16%
1Y
27.55%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CFOU.TO vs. AMHE.TO - Yearly Performance Comparison

2026 (YTD)20252024
CFOU.TO
BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF		27.75%69.17%32.62%
AMHE.TO
Harvest Amazon Enhanced High Income Shares ETF - Class A Units		10.09%2.43%33.94%

Correlation

The correlation between CFOU.TO and AMHE.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2024

0.39

Compare stocks, funds, or ETFs

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BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF

Harvest Amazon Enhanced High Income Shares ETF - Class A Units

Often compared with CFOU.TO:
CFOU.TO vs. METE.TOCFOU.TO vs. TCND.TOCFOU.TO vs. CACE.TOCFOU.TO vs. HBNK.TOCFOU.TO vs. RBNK.TOCFOU.TO vs. XCSR.TOCFOU.TO vs. ZEB.TO
Often compared with AMHE.TO:
AMHE.TO vs. NVHE.TOAMHE.TO vs. USSL.TOAMHE.TO vs. TCND.TOAMHE.TO vs. HCAL.TOAMHE.TO vs. CNDU.TOAMHE.TO vs. TSLY.TOAMHE.TO vs. AMZN

Return for Risk

CFOU.TO vs. AMHE.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CFOU.TO
CFOU.TO Risk / Return Rank: 9393
Overall Rank
CFOU.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CFOU.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
CFOU.TO Omega Ratio Rank: 9292
Omega Ratio Rank
CFOU.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
CFOU.TO Martin Ratio Rank: 9393
Martin Ratio Rank
AMHE.TO
AMHE.TO Risk / Return Rank: 2525
Overall Rank
AMHE.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AMHE.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
AMHE.TO Omega Ratio Rank: 2626
Omega Ratio Rank
AMHE.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
AMHE.TO Martin Ratio Rank: 2323
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.

CFOU.TO vs. AMHE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF (CFOU.TO) and Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

CFOU.TOAMHE.TODifference
Sharpe ratioReturn per unit of total volatility
3.91
0.86

+3.05

Sortino ratioReturn per unit of downside risk
4.68
1.35

+3.32

Omega ratioGain probability vs. loss probability

1.61

1.17

+0.44

Calmar ratioReturn relative to maximum drawdown

6.06

1.10

+4.96

Martin ratioReturn relative to average drawdown

24.79

2.84

+21.95

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CFOU.TO vs. AMHE.TO - Sharpe Ratio Comparison

The current CFOU.TO Sharpe Ratio is 3.91, which is higher than the AMHE.TO Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of CFOU.TO and AMHE.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CFOU.TOAMHE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.91

0.86

+3.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.73

-0.39

Drawdowns

CFOU.TO vs. AMHE.TO - Drawdown Comparison

The maximum CFOU.TO drawdown since its inception was -86.23%, which is greater than AMHE.TO's maximum drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for CFOU.TO and AMHE.TO.

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Drawdown Indicators

CFOU.TOAMHE.TODifference

Max Drawdown

Largest peak-to-trough decline

-86.23%

-36.83%

-49.40%

Max Drawdown (1Y)

Largest decline over 1 year

-16.08%

-25.14%

+9.06%

Max Drawdown (3Y)

Largest decline over 3 years

-24.95%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-45.23%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

—

—

Current Drawdown

Current decline from peak

0.00%

-8.33%

+8.33%

Average Drawdown

Average peak-to-trough decline

-22.46%

-10.66%

-11.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

9.72%

-5.79%

Volatility

CFOU.TO vs. AMHE.TO - Volatility Comparison

The current volatility for BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF (CFOU.TO) is 8.75%, while Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) has a volatility of 9.94%. This indicates that CFOU.TO experiences smaller price fluctuations and is considered to be less risky than AMHE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CFOU.TOAMHE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.75%

9.94%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

21.17%

22.49%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

24.93%

32.12%

-7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.61%

35.95%

-8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.86%

35.95%

-2.09%

CFOU.TO vs. AMHE.TO - Expense Ratio Comparison

CFOU.TO has a 1.52% expense ratio, which is lower than AMHE.TO's 1.88% expense ratio.

Dividends

CFOU.TO vs. AMHE.TO - Dividend Comparison

CFOU.TO has not paid dividends to shareholders, while AMHE.TO's dividend yield for the trailing twelve months is around 14.14%.

PositionTTM20252024
AMHE.TO
Harvest Amazon Enhanced High Income Shares ETF - Class A Units		14.14%14.31%4.24%
CFOU.TO
BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF		0.00%0.00%0.00%

Frequently Asked Questions

CFOU.TO and AMHE.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CFOU.TO is cheaper at 1.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CFOU.TO is cheaper with a 1.52% expense ratio, compared with 1.88% for AMHE.TO.

They also come from different issuers: Global X and Harvest. Their fees differ too: 1.52% for CFOU.TO and 1.88% for AMHE.TO.

Portfolio Optimizer

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