HGER vs. WLTH

Last updated Apr 2, 2026

Compare and contrast key facts about Harbor Commodity All-Weather Strategy ETF (HGER) and Wealthfront Corp (WLTH).

HGER is a passively managed fund by Harbor that tracks the performance of the Quantix Commodity Index - Benchmark TR Net. It was launched on Feb 9, 2022.

Performance

HGER vs. WLTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Commodity All-Weather Strategy ETF (HGER) and Wealthfront Corp (WLTH). The values are adjusted to include any dividend payments, if applicable.

HGER vs. WLTH - Yearly Performance Comparison

	2026 (YTD)	2025
HGER Harbor Commodity All-Weather Strategy ETF	25.22%	-0.16%
WLTH Wealthfront Corp	-31.94%	-4.23%

Returns By Period

In the year-to-date period, HGER achieves a 25.22% return, which is significantly higher than WLTH's -31.94% return.

HGER

• 1D: 0.23%
• 1M: 6.26%
• YTD: 25.22%
• 6M: 29.21%
• 1Y: 37.94%
• 3Y*: 18.53%
• 5Y*: —
• 10Y*: —

WLTH

• 1D: 2.32%
• 1M: 11.45%
• YTD: -31.94%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

HGER vs. WLTH — Risk / Return Rank

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

HGER

HGER Risk / Return Rank: 93
HGER Sharpe Ratio Rank: 91
HGER Sortino Ratio Rank: 92
HGER Omega Ratio Rank: 90
HGER Calmar Ratio Rank: 96
HGER Martin Ratio Rank: 94

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.

HGER vs. WLTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Commodity All-Weather Strategy ETF (HGER) and Wealthfront Corp (WLTH). 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.

	HGER	WLTH	Difference
Sharpe ratio Return per unit of total volatility	2.11	—	—
Sortino ratio Return per unit of downside risk	2.78	—	—
Omega ratio Gain probability vs. loss probability	1.39	—	—
Calmar ratio Return relative to maximum drawdown	4.35	—	—
Martin ratio Return relative to average drawdown	15.38	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HGER	WLTH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	-1.10	+2.00

Correlation

The correlation between HGER and WLTH is 0.01, 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

HGER vs. WLTH - Dividend Comparison

HGER's dividend yield for the trailing twelve months is around 5.66%, while WLTH has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
HGER Harbor Commodity All-Weather Strategy ETF	5.66%	7.09%	3.28%	7.24%	0.64%
WLTH Wealthfront Corp	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HGER vs. WLTH - Drawdown Comparison

The maximum HGER drawdown since its inception was -23.31%, smaller than the maximum WLTH drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for HGER and WLTH.

Drawdown Indicators

	HGER	WLTH	Difference
Max Drawdown Largest peak-to-trough decline	-23.31%	-49.26%	+25.95%
Max Drawdown (1Y) Largest decline over 1 year	-8.84%	—	—
Current Drawdown Current decline from peak	-0.38%	-34.81%	+34.43%
Average Drawdown Average peak-to-trough decline	-7.90%	-30.86%	+22.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	—	—

Volatility

Volatility by Period

	HGER	WLTH	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.06%	70.39%	-52.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.78%	70.39%	-52.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.78%	70.39%	-52.61%