CWIN.TO vs. LLYH.TO
CWIN.TO (HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units) and LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) are both Dividend funds. CWIN.TO is passively managed, while LLYH.TO is actively managed. Over the past year, CWIN.TO returned 32.57% vs 39.69% for LLYH.TO. At a 0.20 correlation, their price movements are largely independent. CWIN.TO charges 0.65%/yr vs 0.40%/yr for LLYH.TO.
Performance
CWIN.TO vs. LLYH.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CWIN.TO achieves a 15.75% return, which is significantly higher than LLYH.TO's 3.76% return.
CWIN.TO
- 1D
- 0.99%
- 1M
- 4.14%
- YTD
- 15.75%
- 6M
- 18.53%
- 1Y
- 32.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLYH.TO
- 1D
- 1.49%
- 1M
- 11.47%
- YTD
- 3.76%
- 6M
- 6.93%
- 1Y
- 39.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CWIN.TO vs. LLYH.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CWIN.TO HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units | 15.75% | 25.14% |
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 3.76% | 21.01% |
Correlation
The correlation between CWIN.TO and LLYH.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2025 | 0.20 |
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Return for Risk
CWIN.TO vs. LLYH.TO — Risk / Return Rank
CWIN.TO
LLYH.TO
CWIN.TO vs. LLYH.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.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.
| CWIN.TO | LLYH.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.25 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 1.90 | +2.67 |
| Martin ratioReturn relative to average drawdown | 16.73 | 5.21 | +11.52 |
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
| CWIN.TO | LLYH.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 1.21 | +1.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.30 | 0.24 | +2.05 |
Drawdowns
CWIN.TO vs. LLYH.TO - Drawdown Comparison
The maximum CWIN.TO drawdown since its inception was -10.87%, smaller than the maximum LLYH.TO drawdown of -31.00%. Use the drawdown chart below to compare losses from any high point for CWIN.TO and LLYH.TO.
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Drawdown Indicators
| CWIN.TO | LLYH.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.87% | -31.00% | +20.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -20.97% | +13.82% |
Current DrawdownCurrent decline from peak | -0.38% | -2.39% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -10.18% | +8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 7.64% | -5.68% |
Volatility
CWIN.TO vs. LLYH.TO - Volatility Comparison
The current volatility for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) is 3.52%, while Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a volatility of 6.85%. This indicates that CWIN.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
| CWIN.TO | LLYH.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 6.85% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 24.78% | -15.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 33.04% | -20.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.89% | 33.82% | -19.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 33.82% | -19.93% |
CWIN.TO vs. LLYH.TO - Expense Ratio Comparison
CWIN.TO has a 0.65% expense ratio, which is higher than LLYH.TO's 0.40% expense ratio.
Dividends
CWIN.TO vs. LLYH.TO - Dividend Comparison
CWIN.TO's dividend yield for the trailing twelve months is around 3.19%, less than LLYH.TO's 17.81% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CWIN.TO HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units | 3.19% | 3.21% | 0.00% |
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 17.81% | 17.54% | 6.17% |
Frequently Asked Questions
CWIN.TO and LLYH.TO have a correlation of 0.15, 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 0.65% for CWIN.TO.
They also come from different issuers: Hamilton and Harvest. Their fees differ too: 0.65% for CWIN.TO and 0.40% for LLYH.TO.
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