HGGG.TO vs. HTAE.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Harvest Global Gold Giants Index ETF (HGGG.TO) and Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO).

HGGG.TO and HTAE.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HGGG.TO is a passively managed fund by Harvest that tracks the performance of the Solactive Global Gold Giants Index TR. It was launched on Jan 10, 2019. HTAE.TO is an actively managed fund by Harvest. It was launched on Oct 20, 2022.

Performance

HGGG.TO vs. HTAE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Global Gold Giants Index ETF (HGGG.TO) and Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
HGGG.TO Harvest Global Gold Giants Index ETF	11.92%	170.60%	26.04%	4.17%	20.06%
HTAE.TO Harvest Tech Achievers Enhanced Income ETF - Class A Units	-9.31%	13.49%	28.26%	68.45%	-3.55%

Returns By Period

In the year-to-date period, HGGG.TO achieves a 11.92% return, which is significantly higher than HTAE.TO's -9.31% return.

HGGG.TO

• 1D: 5.28%
• 1M: -16.08%
• YTD: 11.92%
• 6M: 29.96%
• 1Y: 130.52%
• 3Y*: 52.68%
• 5Y*: 31.56%
• 10Y*: —

HTAE.TO

• 1D: 1.84%
• 1M: -3.23%
• YTD: -9.31%
• 6M: -8.48%
• 1Y: 17.01%
• 3Y*: 20.53%
• 5Y*: —
• 10Y*: —

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

HGGG.TO vs. HTAE.TO - Expense Ratio Comparison

HGGG.TO has a 0.40% expense ratio, which is lower than HTAE.TO's 2.49% expense ratio.

HTAE.TO

Harvest Tech Achievers Enhanced Income ETF - Class A Units

HGGG.TO

Harvest Global Gold Giants Index ETF

Return for Risk

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

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

HGGG.TO

HGGG.TO Risk / Return Rank: 95
HGGG.TO Sharpe Ratio Rank: 97
HGGG.TO Sortino Ratio Rank: 95
HGGG.TO Omega Ratio Rank: 94
HGGG.TO Calmar Ratio Rank: 94
HGGG.TO Martin Ratio Rank: 93

HTAE.TO

HTAE.TO Risk / Return Rank: 33
HTAE.TO Sharpe Ratio Rank: 29
HTAE.TO Sortino Ratio Rank: 33
HTAE.TO Omega Ratio Rank: 33
HTAE.TO Calmar Ratio Rank: 36
HTAE.TO Martin Ratio Rank: 33

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.

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

This table presents a comparison of risk-adjusted performance metrics for Harvest Global Gold Giants Index ETF (HGGG.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.

	HGGG.TO	HTAE.TO	Difference
Sharpe ratio Return per unit of total volatility	3.00	0.57	+2.43
Sortino ratio Return per unit of downside risk	3.18	1.02	+2.16
Omega ratio Gain probability vs. loss probability	1.46	1.14	+0.32
Calmar ratio Return relative to maximum drawdown	4.14	0.98	+3.16
Martin ratio Return relative to average drawdown	15.30	3.03	+12.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current HGGG.TO Sharpe Ratio is 3.00, which is higher than the HTAE.TO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of HGGG.TO and HTAE.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HGGG.TO	HTAE.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.00	0.57	+2.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.99	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.92	-0.11

Correlation

The correlation between HGGG.TO and HTAE.TO is 0.11, 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

HGGG.TO vs. HTAE.TO - Dividend Comparison

HGGG.TO has not paid dividends to shareholders, while HTAE.TO's dividend yield for the trailing twelve months is around 13.16%.

	TTM	2025	2024	2023	2022	2021	2020	2019
HGGG.TO Harvest Global Gold Giants Index ETF	0.00%	0.00%	0.00%	0.00%	0.00%	1.54%	2.65%	0.54%
HTAE.TO Harvest Tech Achievers Enhanced Income ETF - Class A Units	13.16%	11.28%	10.01%	9.38%	2.20%	0.00%	0.00%	0.00%

Drawdowns

HGGG.TO vs. HTAE.TO - Drawdown Comparison

The maximum HGGG.TO drawdown since its inception was -51.54%, 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 HGGG.TO and HTAE.TO.

Drawdown Indicators

	HGGG.TO	HTAE.TO	Difference
Max Drawdown Largest peak-to-trough decline	-51.54%	-30.83%	-20.71%
Max Drawdown (1Y) Largest decline over 1 year	-31.16%	-18.39%	-12.77%
Max Drawdown (5Y) Largest decline over 5 years	-39.14%	—	—
Current Drawdown Current decline from peak	-16.08%	-13.18%	-2.90%
Average Drawdown Average peak-to-trough decline	-20.15%	-4.68%	-15.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.42%	5.92%	+2.50%

Volatility

HGGG.TO vs. HTAE.TO - Volatility Comparison

Harvest Global Gold Giants Index ETF (HGGG.TO) has a higher volatility of 18.75% compared to Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) at 8.53%. This indicates that HGGG.TO's price experiences larger fluctuations and is considered to be riskier than HTAE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HGGG.TO	HTAE.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.75%	8.53%	+10.22%
Volatility (6M) Calculated over the trailing 6-month period	36.23%	17.26%	+18.97%
Volatility (1Y) Calculated over the trailing 1-year period	43.82%	29.98%	+13.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.99%	27.06%	+4.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.39%	27.06%	+5.33%