CNYE.TO vs. XST.TO
CNYE.TO (Harvest Coinbase Enhanced High Income Shares ETF) and XST.TO (iShares S&P/TSX Capped Consumer Staples Index ETF) are both exchange-traded funds - CNYE.TO is a Derivative Income fund actively managed by Harvest, while XST.TO is a Consumer Staples Equities fund tracking the Morningstar Gbl GR CAD. CNYE.TO is actively managed, while XST.TO is passively managed. Over the past year, CNYE.TO returned -44.08% vs 7.32% for XST.TO. At a correlation of -0.06, they often move in opposite directions. CNYE.TO charges 0.40%/yr vs 0.61%/yr for XST.TO.
Performance
CNYE.TO vs. XST.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CNYE.TO achieves a -30.06% return, which is significantly lower than XST.TO's 1.77% return.
CNYE.TO
- 1D
- 0.45%
- 1M
- -16.55%
- YTD
- -30.06%
- 6M
- -43.59%
- 1Y
- -44.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XST.TO
- 1D
- 0.28%
- 1M
- 1.37%
- YTD
- 1.77%
- 6M
- 0.81%
- 1Y
- 7.32%
- 3Y*
- 13.98%
- 5Y*
- 12.73%
- 10Y*
- 9.62%
CNYE.TO vs. XST.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | -30.06% | -14.53% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 1.77% | 17.75% |
Correlation
The correlation between CNYE.TO and XST.TO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | -0.06 |
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Return for Risk
CNYE.TO vs. XST.TO — Risk / Return Rank
CNYE.TO
XST.TO
CNYE.TO vs. XST.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Coinbase Enhanced High Income Shares ETF (CNYE.TO) and iShares S&P/TSX Capped Consumer Staples Index ETF (XST.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.
| CNYE.TO | XST.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.09 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 0.70 | -1.31 |
| Martin ratioReturn relative to average drawdown | -1.01 | 1.65 | -2.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNYE.TO | XST.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 0.46 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.90 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.41 | 0.99 | -1.40 |
Drawdowns
CNYE.TO vs. XST.TO - Drawdown Comparison
The maximum CNYE.TO drawdown since its inception was -72.18%, which is greater than XST.TO's maximum drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for CNYE.TO and XST.TO.
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Drawdown Indicators
| CNYE.TO | XST.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.18% | -22.65% | -49.53% |
Max Drawdown (1Y)Largest decline over 1 year | -72.18% | -10.52% | -61.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.65% | — |
Current DrawdownCurrent decline from peak | -65.57% | -6.39% | -59.18% |
Average DrawdownAverage peak-to-trough decline | -33.73% | -3.21% | -30.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.83% | 4.44% | +39.39% |
Volatility
CNYE.TO vs. XST.TO - Volatility Comparison
Harvest Coinbase Enhanced High Income Shares ETF (CNYE.TO) has a higher volatility of 22.11% compared to iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) at 4.72%. This indicates that CNYE.TO's price experiences larger fluctuations and is considered to be riskier than XST.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNYE.TO | XST.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.11% | 4.72% | +17.39% |
Volatility (6M)Calculated over the trailing 6-month period | 57.81% | 11.99% | +45.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.13% | 16.12% | +61.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.50% | 14.22% | +68.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.50% | 14.95% | +67.55% |
CNYE.TO vs. XST.TO - Expense Ratio Comparison
CNYE.TO has a 0.40% expense ratio, which is lower than XST.TO's 0.61% expense ratio.
Dividends
CNYE.TO vs. XST.TO - Dividend Comparison
CNYE.TO's dividend yield for the trailing twelve months is around 89.78%, more than XST.TO's 0.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | 89.78% | 48.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 0.68% | 0.67% | 0.86% | 0.79% | 0.74% | 0.68% | 0.74% | 0.73% | 0.81% | 0.90% | 0.52% | 0.62% |
Frequently Asked Questions
CNYE.TO and XST.TO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CNYE.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CNYE.TO is cheaper with a 0.40% expense ratio, compared with 0.61% for XST.TO.
CNYE.TO is categorized as Derivative Income, while XST.TO is Consumer Staples Equities. They also come from different issuers: Harvest and iShares. Their fees differ too: 0.40% for CNYE.TO and 0.61% for XST.TO.
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