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CLU.NEO vs. HBF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLU.NEO vs. HBF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) and Harvest US Equity Leaders Income ETF Class A (CAD Hedged) (HBF.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CLU.NEO having a 8.69% return and HBF.TO slightly higher at 8.92%. Both investments have delivered pretty close results over the past 10 years, with CLU.NEO having a 11.02% annualized return and HBF.TO not far ahead at 11.26%.


CLU.NEO

1D
-0.17%
1M
1.57%
YTD
8.69%
6M
10.48%
1Y
24.65%
3Y*
16.95%
5Y*
9.30%
10Y*
11.02%

HBF.TO

1D
0.71%
1M
3.38%
YTD
8.92%
6M
8.16%
1Y
25.84%
3Y*
14.74%
5Y*
7.82%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLU.NEO vs. HBF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
8.69%15.20%14.82%13.13%-9.37%31.13%3.57%25.41%-11.16%14.83%
HBF.TO
Harvest US Equity Leaders Income ETF Class A (CAD Hedged)
8.92%15.51%13.12%11.23%-14.97%21.88%11.41%25.99%-4.71%18.27%

Correlation

The correlation between CLU.NEO and HBF.TO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2014

0.58

The correlation between CLU.NEO and HBF.TO shifts across timeframes, from 0.53 (1 year) to 0.67 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CLU.NEO vs. HBF.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLU.NEO
CLU.NEO Risk / Return Rank: 8181
Overall Rank
CLU.NEO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CLU.NEO Sortino Ratio Rank: 8585
Sortino Ratio Rank
CLU.NEO Omega Ratio Rank: 8888
Omega Ratio Rank
CLU.NEO Calmar Ratio Rank: 7777
Calmar Ratio Rank
CLU.NEO Martin Ratio Rank: 7878
Martin Ratio Rank

HBF.TO
HBF.TO Risk / Return Rank: 7676
Overall Rank
HBF.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HBF.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
HBF.TO Omega Ratio Rank: 7878
Omega Ratio Rank
HBF.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
HBF.TO Martin Ratio Rank: 7474
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.

CLU.NEO vs. HBF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) and Harvest US Equity Leaders Income ETF Class A (CAD Hedged) (HBF.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.


CLU.NEOHBF.TODifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.54

1.45

+0.09

Calmar ratioReturn relative to maximum drawdown

3.86

3.33

+0.53

Martin ratioReturn relative to average drawdown

14.84

13.69

+1.15

CLU.NEO vs. HBF.TO - Sharpe Ratio Comparison

The current CLU.NEO Sharpe Ratio is 2.50, which is comparable to the HBF.TO Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of CLU.NEO and HBF.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


CLU.NEOHBF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.52

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.56

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.67

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.50

+0.12

Drawdowns

CLU.NEO vs. HBF.TO - Drawdown Comparison

The maximum CLU.NEO drawdown since its inception was -39.93%, which is greater than HBF.TO's maximum drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for CLU.NEO and HBF.TO.


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Drawdown Indicators


CLU.NEOHBF.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.93%

-35.28%

-4.65%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-7.79%

+1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

-15.21%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-20.66%

-23.69%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-39.93%

-35.28%

-4.65%

Current Drawdown

Current decline from peak

-0.70%

-0.44%

-0.26%

Average Drawdown

Average peak-to-trough decline

-4.74%

-6.76%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

1.89%

-0.19%

Volatility

CLU.NEO vs. HBF.TO - Volatility Comparison

The current volatility for iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) is 2.30%, while Harvest US Equity Leaders Income ETF Class A (CAD Hedged) (HBF.TO) has a volatility of 2.62%. This indicates that CLU.NEO experiences smaller price fluctuations and is considered to be less risky than HBF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLU.NEOHBF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

2.62%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

7.81%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

10.31%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

14.07%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

16.95%

+1.13%

CLU.NEO vs. HBF.TO - Expense Ratio Comparison

CLU.NEO has a 0.72% expense ratio, which is lower than HBF.TO's 0.75% expense ratio.


Dividends

CLU.NEO vs. HBF.TO - Dividend Comparison

CLU.NEO's dividend yield for the trailing twelve months is around 1.20%, less than HBF.TO's 7.36% yield.


PositionTTM20252024202320222021202020192018201720162015
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
1.20%1.31%1.32%1.35%1.63%1.19%1.66%1.46%1.77%1.46%1.63%1.87%
HBF.TO
Harvest US Equity Leaders Income ETF Class A (CAD Hedged)
7.36%7.27%7.48%7.52%7.75%5.62%6.34%6.57%7.72%6.86%7.54%7.74%

Frequently Asked Questions


CLU.NEO and HBF.TO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CLU.NEO is cheaper at 0.72% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLU.NEO is cheaper with a 0.72% expense ratio, compared with 0.75% for HBF.TO.

CLU.NEO is categorized as Large Cap Blend Equities, while HBF.TO is Derivative Income. They also come from different issuers: iShares and Harvest Portfolios Group. Their fees differ too: 0.72% for CLU.NEO and 0.75% for HBF.TO.

Portfolio Optimizer

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