HBR vs. LTCC

Last updated Jun 23, 2026

HBR (Canary HBAR ETF) and LTCC (Canary Litecoin ETF) are both Cryptocurrency funds from Canary Capital. Both are actively managed. Their correlation of 0.84 suggests significant overlap in exposure. HBR charges 0.50%/yr vs 0.95%/yr for LTCC.

Performance

HBR vs. LTCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canary HBAR ETF (HBR) and Canary Litecoin ETF (LTCC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HBR achieves a -26.35% return, which is significantly higher than LTCC's -42.05% return.

HBR

• 1D: -1.26%
• 1M: -10.66%
• YTD: -26.35%
• 6M: -30.19%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LTCC

• 1D: 2.46%
• 1M: -16.18%
• YTD: -42.05%
• 6M: -42.19%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HBR vs. LTCC - Yearly Performance Comparison

	2026 (YTD)	2025
HBR Canary HBAR ETF	-26.35%	-49.43%
LTCC Canary Litecoin ETF	-42.05%	-25.94%

Correlation

The correlation between HBR and LTCC is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 28, 2025	0.84

Return for Risk

HBR vs. LTCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canary HBAR ETF (HBR) and Canary Litecoin ETF (LTCC). 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.

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

Drawdowns

HBR vs. LTCC - Drawdown Comparison

The maximum HBR drawdown since its inception was -63.61%, roughly equal to the maximum LTCC drawdown of -61.39%. Use the drawdown chart below to compare losses from any high point for HBR and LTCC.

Drawdown Indicators

	HBR	LTCC	Difference
Max Drawdown Largest peak-to-trough decline	-63.61%	-61.39%	-2.22%
Current Drawdown Current decline from peak	-62.75%	-58.65%	-4.10%
Average Drawdown Average peak-to-trough decline	-48.71%	-39.30%	-9.41%

Volatility

Volatility by Period

	HBR	LTCC	Difference
Volatility (1Y) Calculated over the trailing 1-year period	72.66%	63.64%	+9.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.66%	63.64%	+9.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.66%	63.64%	+9.02%

HBR vs. LTCC - Expense Ratio Comparison

HBR has a 0.50% expense ratio, which is lower than LTCC's 0.95% expense ratio.

Dividends

HBR vs. LTCC - Dividend Comparison

Neither HBR nor LTCC has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both HBR and LTCC in my portfolio?

HBR and LTCC have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HBR or LTCC?

On fees, HBR is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HBR or LTCC?

HBR is cheaper with a 0.50% expense ratio, compared with 0.95% for LTCC.

Which ETF pays a higher dividend yield, HBR or LTCC?

HBR and LTCC have nearly identical dividend yields, around 0.00%.

What is the main difference between HBR and LTCC?

Their fees differ too: 0.50% for HBR and 0.95% for LTCC.