EQCC.TO vs. HHIS.TO
EQCC.TO (Global X All-Equity Asset Allocation Covered Call ETF) and HHIS.TO (Harvest Diversified High Income Shares ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EQCC.TO returned 28.46% vs 31.98% for HHIS.TO. At a 0.30 correlation, their price movements are largely independent. EQCC.TO charges 0.65%/yr vs 0.00%/yr for HHIS.TO.
Performance
EQCC.TO vs. HHIS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, EQCC.TO achieves a 12.84% return, which is significantly higher than HHIS.TO's 9.32% return.
EQCC.TO
- 1D
- 2.44%
- 1M
- 7.82%
- YTD
- 12.84%
- 6M
- 12.97%
- 1Y
- 28.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HHIS.TO
- 1D
- -1.25%
- 1M
- 7.52%
- YTD
- 9.32%
- 6M
- 4.61%
- 1Y
- 31.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQCC.TO vs. HHIS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF | 12.84% | 13.88% |
HHIS.TO Harvest Diversified High Income Shares ETF | 9.32% | 24.40% |
Correlation
The correlation between EQCC.TO and HHIS.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2025 | 0.30 |
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Return for Risk
EQCC.TO vs. HHIS.TO — Risk / Return Rank
EQCC.TO
HHIS.TO
EQCC.TO vs. HHIS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) and Harvest Diversified High Income Shares ETF (HHIS.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.
| EQCC.TO | HHIS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.24 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.96 | 1.31 | +2.64 |
| Martin ratioReturn relative to average drawdown | 15.65 | 3.27 | +12.37 |
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
| EQCC.TO | HHIS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 1.38 | +1.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 0.74 | +0.67 |
Drawdowns
EQCC.TO vs. HHIS.TO - Drawdown Comparison
The maximum EQCC.TO drawdown since its inception was -15.94%, smaller than the maximum HHIS.TO drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for EQCC.TO and HHIS.TO.
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Drawdown Indicators
| EQCC.TO | HHIS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.94% | -31.83% | +15.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -24.43% | +17.11% |
Current DrawdownCurrent decline from peak | 0.00% | -2.95% | +2.95% |
Average DrawdownAverage peak-to-trough decline | -1.73% | -8.70% | +6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 9.79% | -7.94% |
Volatility
EQCC.TO vs. HHIS.TO - Volatility Comparison
Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) has a higher volatility of 6.07% compared to Harvest Diversified High Income Shares ETF (HHIS.TO) at 5.51%. This indicates that EQCC.TO's price experiences larger fluctuations and is considered to be riskier than HHIS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQCC.TO | HHIS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 5.51% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 16.97% | -7.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 23.36% | -11.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 33.78% | -19.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 33.78% | -19.84% |
EQCC.TO vs. HHIS.TO - Expense Ratio Comparison
EQCC.TO has a 0.65% expense ratio, which is higher than HHIS.TO's 0.00% expense ratio.
Dividends
EQCC.TO vs. HHIS.TO - Dividend Comparison
EQCC.TO's dividend yield for the trailing twelve months is around 8.68%, less than HHIS.TO's 26.63% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF | 8.68% | 9.43% | 5.38% |
HHIS.TO Harvest Diversified High Income Shares ETF | 26.63% | 22.88% | 0.00% |
Frequently Asked Questions
EQCC.TO and HHIS.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HHIS.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HHIS.TO is cheaper with a 0.00% expense ratio, compared with 0.65% for EQCC.TO.
They also come from different issuers: Global X and Harvest. Their fees differ too: 0.65% for EQCC.TO and 0.00% for HHIS.TO.
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