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ECHI.TO vs. HBF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECHI.TO vs. HBF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO) 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

In the year-to-date period, ECHI.TO achieves a 14.81% return, which is significantly higher than HBF.TO's 6.41% return.


ECHI.TO

1D
0.33%
1M
3.37%
YTD
14.81%
6M
15.60%
1Y
3Y*
5Y*
10Y*

HBF.TO

1D
0.09%
1M
-0.50%
YTD
6.41%
6M
5.87%
1Y
22.43%
3Y*
13.26%
5Y*
7.49%
10Y*
11.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECHI.TO vs. HBF.TO - Yearly Performance Comparison


Correlation

The correlation between ECHI.TO and HBF.TO is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 22, 2025

0.54

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Return for Risk

ECHI.TO vs. HBF.TO — Risk / Return Rank

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

ECHI.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


HBF.TO
HBF.TO Risk / Return Rank: 6969
Overall Rank
HBF.TO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HBF.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
HBF.TO Omega Ratio Rank: 7070
Omega Ratio Rank
HBF.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
HBF.TO Martin Ratio Rank: 6767
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.

ECHI.TO vs. HBF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ninepoint Enhanced Canadian HighShares ETF (ECHI.TO) 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.

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.


ECHI.TOHBF.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.76

Martin ratioReturn relative to average drawdown

11.14

ECHI.TO vs. HBF.TO - Sharpe Ratio Comparison


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Drawdowns

ECHI.TO vs. HBF.TO - Drawdown Comparison

The maximum ECHI.TO drawdown since its inception was -6.84%, smaller than the maximum HBF.TO drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for ECHI.TO and HBF.TO.


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Drawdown Indicators


ECHI.TOHBF.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.84%

-35.27%

+28.43%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

Max Drawdown (3Y)

Largest decline over 3 years

-15.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.69%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

Current Drawdown

Current decline from peak

-2.62%

-2.74%

+0.12%

Average Drawdown

Average peak-to-trough decline

-1.30%

-6.75%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

ECHI.TO vs. HBF.TO - Volatility Comparison


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Volatility by Period


ECHI.TOHBF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

10.53%

+7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

14.09%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

16.94%

+0.92%

ECHI.TO vs. HBF.TO - Expense Ratio Comparison

ECHI.TO has a 0.29% expense ratio, which is lower than HBF.TO's 0.75% expense ratio.


Dividends

ECHI.TO vs. HBF.TO - Dividend Comparison

ECHI.TO's dividend yield for the trailing twelve months is around 11.08%, more than HBF.TO's 7.53% yield.


PositionTTM20252024202320222021202020192018201720162015
ECHI.TO
Ninepoint Enhanced Canadian HighShares ETF
11.08%5.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HBF.TO
Harvest US Equity Leaders Income ETF Class A (CAD Hedged)
7.53%7.27%7.48%7.52%7.75%5.64%6.36%6.60%7.75%6.88%7.57%7.77%

Frequently Asked Questions


ECHI.TO and HBF.TO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ECHI.TO is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ECHI.TO is cheaper with a 0.29% expense ratio, compared with 0.75% for HBF.TO.

They also come from different issuers: Ninepoint and Harvest Portfolios Group. Their fees differ too: 0.29% for ECHI.TO and 0.75% for HBF.TO.

Portfolio Optimizer

Find the right allocation for ECHI.TO and HBF.TO

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