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EIT-UN.TO vs. HTAE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIT-UN.TO vs. HTAE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canoe EIT Income Fund (EIT-UN.TO) and Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO). The values are adjusted to include any dividend payments, if applicable.

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EIT-UN.TO vs. HTAE.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
EIT-UN.TO
Canoe EIT Income Fund
7.65%11.81%27.99%5.94%5.85%
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
-9.31%13.49%28.26%68.45%-3.55%

Returns By Period

In the year-to-date period, EIT-UN.TO achieves a 7.65% return, which is significantly higher than HTAE.TO's -9.31% return.


EIT-UN.TO

1D
-0.84%
1M
-2.89%
YTD
7.65%
6M
11.53%
1Y
18.90%
3Y*
19.06%
5Y*
130.78%
10Y*
117.77%

HTAE.TO

1D
1.84%
1M
-3.23%
YTD
-9.31%
6M
-8.48%
1Y
17.01%
3Y*
20.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIT-UN.TO vs. HTAE.TO - Expense Ratio Comparison

EIT-UN.TO has a 1.10% expense ratio, which is lower than HTAE.TO's 2.49% expense ratio.


Return for Risk

EIT-UN.TO vs. HTAE.TO — Risk / Return Rank

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

EIT-UN.TO
EIT-UN.TO Risk / Return Rank: 8484
Overall Rank
EIT-UN.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EIT-UN.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
EIT-UN.TO Omega Ratio Rank: 8181
Omega Ratio Rank
EIT-UN.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
EIT-UN.TO Martin Ratio Rank: 9191
Martin Ratio Rank

HTAE.TO
HTAE.TO Risk / Return Rank: 3333
Overall Rank
HTAE.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 3333
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 3333
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.

EIT-UN.TO vs. HTAE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canoe EIT Income Fund (EIT-UN.TO) and Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.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.


EIT-UN.TOHTAE.TODifference

Sharpe ratio

Return per unit of total volatility

1.50

0.57

+0.93

Sortino ratio

Return per unit of downside risk

2.21

1.02

+1.19

Omega ratio

Gain probability vs. loss probability

1.33

1.14

+0.19

Calmar ratio

Return relative to maximum drawdown

2.20

0.98

+1.22

Martin ratio

Return relative to average drawdown

10.73

3.03

+7.70

EIT-UN.TO vs. HTAE.TO - Sharpe Ratio Comparison

The current EIT-UN.TO Sharpe Ratio is 1.50, which is higher than the HTAE.TO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of EIT-UN.TO and HTAE.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EIT-UN.TOHTAE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.57

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

Correlation

The correlation between EIT-UN.TO and HTAE.TO is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EIT-UN.TO vs. HTAE.TO - Dividend Comparison

EIT-UN.TO's dividend yield for the trailing twelve months is around 7.22%, less than HTAE.TO's 13.16% yield.


TTM20252024202320222021202020192018201720162015
EIT-UN.TO
Canoe EIT Income Fund
7.22%7.64%7.90%9.29%8.97%104.98%108.64%11.53%11.62%11.01%10.06%10.71%
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
13.16%11.28%10.01%9.38%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EIT-UN.TO vs. HTAE.TO - Drawdown Comparison

The maximum EIT-UN.TO drawdown since its inception was -100.11%, which is greater than HTAE.TO's maximum drawdown of -30.83%. Use the drawdown chart below to compare losses from any high point for EIT-UN.TO and HTAE.TO.


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Drawdown Indicators


EIT-UN.TOHTAE.TODifference

Max Drawdown

Largest peak-to-trough decline

-100.11%

-30.83%

-69.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-18.39%

+9.71%

Max Drawdown (5Y)

Largest decline over 5 years

-15.57%

Max Drawdown (10Y)

Largest decline over 10 years

-50.36%

Current Drawdown

Current decline from peak

-100.00%

-13.18%

-86.82%

Average Drawdown

Average peak-to-trough decline

-99.24%

-4.68%

-94.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

5.92%

-4.14%

Volatility

EIT-UN.TO vs. HTAE.TO - Volatility Comparison

The current volatility for Canoe EIT Income Fund (EIT-UN.TO) is 4.95%, while Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) has a volatility of 8.53%. This indicates that EIT-UN.TO experiences smaller price fluctuations and is considered to be less risky than HTAE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIT-UN.TOHTAE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

8.53%

-3.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

17.26%

-10.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.67%

29.98%

-17.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,193.82%

27.06%

+1,166.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,019.98%

27.06%

+992.92%