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HBIE.TO vs. XGRO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBIE.TO vs. XGRO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Balanced Income & Growth Enhanced ETF (HBIE.TO) and iShares Core Growth ETF Portfolio (XGRO.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, HBIE.TO achieves a 6.74% return, which is significantly lower than XGRO.TO's 10.26% return.


HBIE.TO

1D
0.00%
1M
-0.20%
6M
5.76%
YTD
6.74%
1Y
14.65%
3Y*
5Y*
10Y*

XGRO.TO

1D
-0.73%
1M
-0.56%
6M
6.56%
YTD
10.26%
1Y
19.10%
3Y*
17.03%
5Y*
10.34%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBIE.TO vs. XGRO.TO - Yearly Performance Comparison


2026 (YTD)20252024
HBIE.TO
Harvest Balanced Income & Growth Enhanced ETF
6.74%10.30%6.94%
XGRO.TO
iShares Core Growth ETF Portfolio
10.26%15.62%13.86%

Correlation

The correlation between HBIE.TO and XGRO.TO is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2024

0.60

The correlation between HBIE.TO and XGRO.TO has been stable across timeframes, ranging from 0.60 to 0.67 - a consistent structural relationship.

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Return for Risk

HBIE.TO vs. XGRO.TO — Risk / Return Rank

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

HBIE.TO
HBIE.TO Risk / Return Rank: 7474
Overall Rank
HBIE.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HBIE.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
HBIE.TO Omega Ratio Rank: 7171
Omega Ratio Rank
HBIE.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
HBIE.TO Martin Ratio Rank: 8282
Martin Ratio Rank

XGRO.TO
XGRO.TO Risk / Return Rank: 6969
Overall Rank
XGRO.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XGRO.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
XGRO.TO Omega Ratio Rank: 6666
Omega Ratio Rank
XGRO.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
XGRO.TO Martin Ratio Rank: 7878
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.

HBIE.TO vs. XGRO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Balanced Income & Growth Enhanced ETF (HBIE.TO) and iShares Core Growth ETF Portfolio (XGRO.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.


HBIE.TOXGRO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.31

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

2.81

2.69

+0.12

Martin ratioReturn relative to average drawdown

11.90

11.63

+0.27

HBIE.TO vs. XGRO.TO - Sharpe Ratio Comparison

The current HBIE.TO Sharpe Ratio is 1.66, which is comparable to the XGRO.TO Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of HBIE.TO and XGRO.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HBIE.TO vs. XGRO.TO - Drawdown Comparison

The maximum HBIE.TO drawdown since its inception was -10.29%, smaller than the maximum XGRO.TO drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for HBIE.TO and XGRO.TO.


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Drawdown Indicators


HBIE.TOXGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.29%

-47.99%

+37.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-7.12%

+1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.47%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

Max Drawdown (10Y)

Largest decline over 10 years

-25.85%

Current Drawdown

Current decline from peak

-1.27%

-2.39%

+1.12%

Average Drawdown

Average peak-to-trough decline

-1.75%

-8.46%

+6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.65%

-0.42%

Volatility

HBIE.TO vs. XGRO.TO - Volatility Comparison

The current volatility for Harvest Balanced Income & Growth Enhanced ETF (HBIE.TO) is 2.60%, while iShares Core Growth ETF Portfolio (XGRO.TO) has a volatility of 3.03%. This indicates that HBIE.TO experiences smaller price fluctuations and is considered to be less risky than XGRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBIE.TOXGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

3.03%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

9.74%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

8.84%

11.33%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.65%

11.16%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.65%

13.27%

-3.62%

Dividends

HBIE.TO vs. XGRO.TO - Dividend Comparison

HBIE.TO's dividend yield for the trailing twelve months is around 9.98%, more than XGRO.TO's 1.91% yield.


PositionTTM20252024202320222021202020192018201720162015
HBIE.TO
Harvest Balanced Income & Growth Enhanced ETF
9.98%10.12%7.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGRO.TO
iShares Core Growth ETF Portfolio
1.91%1.94%2.01%2.27%1.89%1.70%1.99%2.27%7.62%2.09%2.70%2.17%

Frequently Asked Questions


HBIE.TO and XGRO.TO have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Harvest and iShares.

Portfolio Optimizer

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