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HBIX.NEO vs. HHIC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HBIX.NEO vs. HHIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Bitcoin Enhanced Income ETF (HBIX.NEO) and Harvest Canadian High Income Shares ETF (HHIC.TO). The values are adjusted to include any dividend payments, if applicable.

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HBIX.NEO vs. HHIC.TO - Yearly Performance Comparison


2026 (YTD)2025
HBIX.NEO
Harvest Bitcoin Enhanced Income ETF
-24.07%-24.35%
HHIC.TO
Harvest Canadian High Income Shares ETF
10.76%16.12%

Returns By Period

In the year-to-date period, HBIX.NEO achieves a -24.07% return, which is significantly lower than HHIC.TO's 10.76% return.


HBIX.NEO

1D
0.15%
1M
1.72%
YTD
-24.07%
6M
-46.58%
1Y
3Y*
5Y*
10Y*

HHIC.TO

1D
0.28%
1M
-2.68%
YTD
10.76%
6M
16.67%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HBIX.NEO vs. HHIC.TO - Expense Ratio Comparison

HBIX.NEO has a 0.65% expense ratio, which is higher than HHIC.TO's 0.40% expense ratio.


Return for Risk

HBIX.NEO vs. HHIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Bitcoin Enhanced Income ETF (HBIX.NEO) and Harvest Canadian High Income Shares ETF (HHIC.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.


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

HBIX.NEO vs. HHIC.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HBIX.NEOHHIC.TODifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

2.97

-3.57

Correlation

The correlation between HBIX.NEO and HHIC.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

HBIX.NEO vs. HHIC.TO - Dividend Comparison

HBIX.NEO's dividend yield for the trailing twelve months is around 37.84%, more than HHIC.TO's 8.08% yield.


Drawdowns

HBIX.NEO vs. HHIC.TO - Drawdown Comparison

The maximum HBIX.NEO drawdown since its inception was -55.90%, which is greater than HHIC.TO's maximum drawdown of -7.26%. Use the drawdown chart below to compare losses from any high point for HBIX.NEO and HHIC.TO.


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Drawdown Indicators


HBIX.NEOHHIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.90%

-7.26%

-48.64%

Current Drawdown

Current decline from peak

-49.72%

-2.68%

-47.04%

Average Drawdown

Average peak-to-trough decline

-19.91%

-1.31%

-18.60%

Volatility

HBIX.NEO vs. HHIC.TO - Volatility Comparison


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Volatility by Period


HBIX.NEOHHIC.TODifference

Volatility (1Y)

Calculated over the trailing 1-year period

52.86%

17.35%

+35.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.86%

17.35%

+35.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.86%

17.35%

+35.51%