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

Performance

HBF.TO vs. ECHI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest US Equity Leaders Income ETF Class A (CAD Hedged) (HBF.TO) and Ninepoint Enhanced Canadian HighShares ETF (ECHI.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, HBF.TO achieves a 8.15% return, which is significantly lower than ECHI.TO's 16.77% return.


HBF.TO

1D
-1.15%
1M
3.49%
YTD
8.15%
6M
7.25%
1Y
25.20%
3Y*
14.19%
5Y*
7.67%
10Y*
11.18%

ECHI.TO

1D
-0.95%
1M
4.10%
YTD
16.77%
6M
19.25%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between HBF.TO and ECHI.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 25, 2025

0.54

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Return for Risk

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

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

HBF.TO
HBF.TO Risk / Return Rank: 7474
Overall Rank
HBF.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HBF.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
HBF.TO Omega Ratio Rank: 7575
Omega Ratio Rank
HBF.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
HBF.TO Martin Ratio Rank: 7272
Martin Ratio Rank

ECHI.TO
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.

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

This table presents a comparison of risk-adjusted performance metrics for Harvest US Equity Leaders Income ETF Class A (CAD Hedged) (HBF.TO) and Ninepoint Enhanced Canadian HighShares ETF (ECHI.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.


HBF.TOECHI.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

3.25

Martin ratioReturn relative to average drawdown

13.35

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


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Sharpe Ratios by Period


HBF.TOECHI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

3.14

-2.64

Drawdowns

HBF.TO vs. ECHI.TO - Drawdown Comparison

The maximum HBF.TO drawdown since its inception was -35.28%, which is greater than ECHI.TO's maximum drawdown of -6.84%. Use the drawdown chart below to compare losses from any high point for HBF.TO and ECHI.TO.


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Drawdown Indicators


HBF.TOECHI.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.28%

-6.84%

-28.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

Max Drawdown (3Y)

Largest decline over 3 years

-15.21%

Max Drawdown (5Y)

Largest decline over 5 years

-23.69%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

Current Drawdown

Current decline from peak

-1.15%

-0.95%

-0.20%

Average Drawdown

Average peak-to-trough decline

-6.77%

-1.26%

-5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

Volatility

HBF.TO vs. ECHI.TO - Volatility Comparison


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Volatility by Period


HBF.TOECHI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.29%

17.48%

-7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

17.48%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

17.48%

-0.53%

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

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


Dividends

HBF.TO vs. ECHI.TO - Dividend Comparison

HBF.TO's dividend yield for the trailing twelve months is around 7.41%, less than ECHI.TO's 10.90% yield.


PositionTTM20252024202320222021202020192018201720162015
ECHI.TO
Ninepoint Enhanced Canadian HighShares ETF
10.90%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)
7.41%7.27%7.48%7.52%7.75%5.62%6.34%6.57%7.72%6.86%7.54%7.74%

Frequently Asked Questions


HBF.TO and ECHI.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: Harvest Portfolios Group and Ninepoint. Their fees differ too: 0.75% for HBF.TO and 0.29% for ECHI.TO.

Portfolio Optimizer

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