CLSA.TO vs. LLYH.TO
CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) and LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) are both Dividend funds. Both are actively managed. Over the past year, CLSA.TO returned 88.08% vs 43.15% for LLYH.TO. Their 0.16 correlation means their historical movements had little consistent relationship. CLSA.TO charges 0.60%/yr vs 0.40%/yr for LLYH.TO.
Performance
CLSA.TO vs. LLYH.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CLSA.TO achieves a 40.42% return, which is significantly higher than LLYH.TO's 10.77% return.
CLSA.TO
- 1D
- 0.03%
- 1M
- 3.42%
- 6M
- 37.13%
- YTD
- 40.42%
- 1Y
- 88.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 78.89%
LLYH.TO
- 1D
- -0.84%
- 1M
- -4.36%
- 6M
- 15.51%
- YTD
- 10.77%
- 1Y
- 43.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$729.28K | CA$519.46K | CA$344.99K | |
| CA$29.93K | CA$37.11K | CA$49.69K |
CLSA.TO vs. LLYH.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 40.42% | 57.14% |
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 10.77% | 16.69% |
Correlation
The correlation between CLSA.TO and LLYH.TO is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025 | 0.16 |
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Return for Risk
CLSA.TO vs. LLYH.TO — Risk / Return Rank
CLSA.TO
LLYH.TO
CLSA.TO vs. LLYH.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) and Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CLSA.TO | LLYH.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.24 | ||
| Sortino ratioReturn per unit of downside risk | +4.37 | ||
| Omega ratioGain probability vs. loss probability | 2.07 | 1.27 | +0.79 |
| Calmar ratioReturn relative to maximum drawdown | 7.90 | 2.43 | +5.47 |
| Martin ratioReturn relative to average drawdown | 34.28 | 6.57 | +27.71 |
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Drawdowns
CLSA.TO vs. LLYH.TO - Drawdown Comparison
The maximum CLSA.TO drawdown since its inception was -11.73%, smaller than the maximum LLYH.TO drawdown of -31.00%. Use the drawdown chart below to compare losses from any high point for CLSA.TO and LLYH.TO.
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Drawdown Indicators
| CLSA.TO | LLYH.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.73% | -31.00% | +19.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -19.48% | +8.70% |
Current DrawdownCurrent decline from peak | -1.67% | -6.44% | +4.77% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -9.50% | +8.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 7.19% | -4.71% |
Volatility
CLSA.TO vs. LLYH.TO - Volatility Comparison
The current volatility for Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) is 5.66%, while Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a volatility of 8.72%. This indicates that CLSA.TO experiences smaller price fluctuations and is considered to be less risky than LLYH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLSA.TO | LLYH.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 8.72% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 13.42% | 25.25% | -11.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 33.92% | -18.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 33.36% | -16.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 33.36% | -16.89% |
CLSA.TO vs. LLYH.TO - Expense Ratio Comparison
CLSA.TO has a 0.60% expense ratio, which is higher than LLYH.TO's 0.40% expense ratio.
Dividends
CLSA.TO vs. LLYH.TO - Dividend Comparison
CLSA.TO's dividend yield for the trailing twelve months is around 10.55%, less than LLYH.TO's 17.06% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 10.55% | 7.99% | 0.00% |
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 17.06% | 17.54% | 6.17% |
Frequently Asked Questions
CLSA.TO and LLYH.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LLYH.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LLYH.TO is cheaper with a 0.40% expense ratio, compared with 0.60% for CLSA.TO.
They also come from different issuers: Brompton and Harvest. Their fees differ too: 0.60% for CLSA.TO and 0.40% for LLYH.TO.
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