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HDIV.TO vs. HBTE.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDIV.TO vs. HBTE.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced Canadian Covered Call ETF (HDIV.TO) and Harvest Bitcoin Leaders Enhanced Income ETF (HBTE.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDIV.TO achieves a 17.07% return, which is significantly lower than HBTE.NEO's 28.08% return.


HDIV.TO

1D
1.08%
1M
3.72%
YTD
17.07%
6M
17.58%
1Y
45.74%
3Y*
27.78%
5Y*
10Y*

HBTE.NEO

1D
2.94%
1M
4.14%
YTD
28.08%
6M
14.49%
1Y
67.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDIV.TO vs. HBTE.NEO - Yearly Performance Comparison


Correlation

The correlation between HDIV.TO and HBTE.NEO is 0.51, 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

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2025

0.50

The correlation between HDIV.TO and HBTE.NEO has been stable across timeframes, ranging from 0.50 to 0.51 - a consistent structural relationship.

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Return for Risk

HDIV.TO vs. HBTE.NEO — Risk / Return Rank

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

HDIV.TO
HDIV.TO Risk / Return Rank: 9494
Overall Rank
HDIV.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HDIV.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
HDIV.TO Omega Ratio Rank: 9595
Omega Ratio Rank
HDIV.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
HDIV.TO Martin Ratio Rank: 9595
Martin Ratio Rank

HBTE.NEO
HBTE.NEO Risk / Return Rank: 2828
Overall Rank
HBTE.NEO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HBTE.NEO Sortino Ratio Rank: 3333
Sortino Ratio Rank
HBTE.NEO Omega Ratio Rank: 3030
Omega Ratio Rank
HBTE.NEO Calmar Ratio Rank: 2626
Calmar Ratio Rank
HBTE.NEO Martin Ratio Rank: 2121
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.

HDIV.TO vs. HBTE.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced Canadian Covered Call ETF (HDIV.TO) and Harvest Bitcoin Leaders Enhanced Income ETF (HBTE.NEO). 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.


HDIV.TOHBTE.NEODifference
Sharpe ratioReturn per unit of total volatility

+2.60

Sortino ratioReturn per unit of downside risk

+2.93

Omega ratioGain probability vs. loss probability

1.65

1.19

+0.46

Calmar ratioReturn relative to maximum drawdown

5.23

1.14

+4.09

Martin ratioReturn relative to average drawdown

25.02

2.19

+22.83

HDIV.TO vs. HBTE.NEO - Sharpe Ratio Comparison

The current HDIV.TO Sharpe Ratio is 3.55, which is higher than the HBTE.NEO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of HDIV.TO and HBTE.NEO, 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

HDIV.TO vs. HBTE.NEO - Drawdown Comparison

The maximum HDIV.TO drawdown since its inception was -22.32%, smaller than the maximum HBTE.NEO drawdown of -55.67%. Use the drawdown chart below to compare losses from any high point for HDIV.TO and HBTE.NEO.


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Drawdown Indicators


HDIV.TOHBTE.NEODifference

Max Drawdown

Largest peak-to-trough decline

-22.32%

-55.67%

+33.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-55.67%

+46.94%

Max Drawdown (3Y)

Largest decline over 3 years

-14.58%

Current Drawdown

Current decline from peak

-0.13%

-24.58%

+24.45%

Average Drawdown

Average peak-to-trough decline

-4.21%

-21.15%

+16.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

28.79%

-26.97%

Volatility

HDIV.TO vs. HBTE.NEO - Volatility Comparison

The current volatility for Hamilton Enhanced Canadian Covered Call ETF (HDIV.TO) is 4.51%, while Harvest Bitcoin Leaders Enhanced Income ETF (HBTE.NEO) has a volatility of 18.57%. This indicates that HDIV.TO experiences smaller price fluctuations and is considered to be less risky than HBTE.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDIV.TOHBTE.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

18.57%

-14.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

50.16%

-39.42%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

66.62%

-53.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

66.35%

-50.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

66.35%

-50.71%

HDIV.TO vs. HBTE.NEO - Expense Ratio Comparison

HDIV.TO has a 0.00% expense ratio, which is lower than HBTE.NEO's 0.75% expense ratio.


Dividends

HDIV.TO vs. HBTE.NEO - Dividend Comparison

HDIV.TO's dividend yield for the trailing twelve months is around 9.27%, less than HBTE.NEO's 26.16% yield.


PositionTTM20252024202320222021
HBTE.NEO
Harvest Bitcoin Leaders Enhanced Income ETF
26.16%18.40%0.00%0.00%0.00%0.00%
HDIV.TO
Hamilton Enhanced Canadian Covered Call ETF
9.27%10.09%11.38%10.41%9.64%3.37%

Frequently Asked Questions


HDIV.TO and HBTE.NEO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HDIV.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HDIV.TO is cheaper with a 0.00% expense ratio, compared with 0.75% for HBTE.NEO.

HDIV.TO is categorized as Derivative Income, while HBTE.NEO is Leveraged Cryptocurrency. They also come from different issuers: Hamilton ETFs and Harvest. Their fees differ too: 0.00% for HDIV.TO and 0.75% for HBTE.NEO.

Portfolio Optimizer

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