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HBLK.TO vs. HTAE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBLK.TO vs. HTAE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Blockchain Technologies ETF (HBLK.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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Returns By Period

In the year-to-date period, HBLK.TO achieves a 17.41% return, which is significantly lower than HTAE.TO's 25.49% return.


HBLK.TO

1D
1.84%
1M
-11.81%
6M
0.65%
YTD
17.41%
1Y
23.03%
3Y*
24.21%
5Y*
1.33%
10Y*

HTAE.TO

1D
-1.71%
1M
-3.79%
6M
26.23%
YTD
25.49%
1Y
36.52%
3Y*
26.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBLK.TO vs. HTAE.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
HBLK.TO
Blockchain Technologies ETF
17.41%13.51%21.72%82.66%-16.55%
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
25.49%13.45%28.26%68.48%-3.64%

Correlation

The correlation between HBLK.TO and HTAE.TO is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2022

0.53

The correlation between HBLK.TO and HTAE.TO has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.

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Return for Risk

HBLK.TO vs. HTAE.TO — Risk / Return Rank

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

HBLK.TO
HBLK.TO Risk / Return Rank: 1818
Overall Rank
HBLK.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HBLK.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
HBLK.TO Omega Ratio Rank: 2020
Omega Ratio Rank
HBLK.TO Calmar Ratio Rank: 1616
Calmar Ratio Rank
HBLK.TO Martin Ratio Rank: 1515
Martin Ratio Rank

HTAE.TO
HTAE.TO Risk / Return Rank: 4646
Overall Rank
HTAE.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 4444
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 4646
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.

HBLK.TO vs. HTAE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blockchain Technologies ETF (HBLK.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.

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.


HBLK.TOHTAE.TODifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.11

1.24

-0.12

Calmar ratioReturn relative to maximum drawdown

0.52

2.00

-1.47

Martin ratioReturn relative to average drawdown

0.97

6.17

-5.21

HBLK.TO vs. HTAE.TO - Sharpe Ratio Comparison

The current HBLK.TO Sharpe Ratio is 0.46, which is lower than the HTAE.TO Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of HBLK.TO and HTAE.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

HBLK.TO vs. HTAE.TO - Drawdown Comparison

The maximum HBLK.TO drawdown since its inception was -73.15%, 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 HBLK.TO and HTAE.TO.


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Drawdown Indicators


HBLK.TOHTAE.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.15%

-30.83%

-42.32%

Max Drawdown (1Y)

Largest decline over 1 year

-44.42%

-18.39%

-26.03%

Max Drawdown (3Y)

Largest decline over 3 years

-44.42%

-30.83%

-13.59%

Max Drawdown (5Y)

Largest decline over 5 years

-73.15%

Current Drawdown

Current decline from peak

-23.25%

-6.37%

-16.88%

Average Drawdown

Average peak-to-trough decline

-38.05%

-4.60%

-33.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.86%

5.93%

+17.93%

Volatility

HBLK.TO vs. HTAE.TO - Volatility Comparison

The current volatility for Blockchain Technologies ETF (HBLK.TO) is 12.39%, while Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) has a volatility of 13.18%. This indicates that HBLK.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


HBLK.TOHTAE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.39%

13.18%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

36.85%

23.37%

+13.48%

Volatility (1Y)

Calculated over the trailing 1-year period

50.70%

26.87%

+23.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.85%

27.86%

+17.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.37%

27.86%

+15.51%

Dividends

HBLK.TO vs. HTAE.TO - Dividend Comparison

HBLK.TO has not paid dividends to shareholders, while HTAE.TO's dividend yield for the trailing twelve months is around 10.00%.


PositionTTM2025202420232022
HBLK.TO
Blockchain Technologies ETF
0.00%0.00%0.00%0.00%0.00%
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
10.00%11.28%10.01%9.40%2.20%

Frequently Asked Questions


HBLK.TO and HTAE.TO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBLK.TO is categorized as Blockchain, while HTAE.TO is Technology Equities.

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