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HHIH.TO vs. HHL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHIH.TO vs. HHL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest High Income Equity Shares ETF Class A Units (HHIH.TO) and Harvest Healthcare Leaders Income ETF (HHL.TO). The values are adjusted to include any dividend payments, if applicable.

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HHIH.TO vs. HHL.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HHIH.TO achieves a -7.69% return, which is significantly lower than HHL.TO's -5.39% return.


HHIH.TO

1D
1.40%
1M
-0.24%
YTD
-7.69%
6M
-9.31%
1Y
3Y*
5Y*
10Y*

HHL.TO

1D
0.71%
1M
-5.58%
YTD
-5.39%
6M
0.09%
1Y
0.94%
3Y*
5.34%
5Y*
7.11%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHIH.TO vs. HHL.TO - Expense Ratio Comparison

HHIH.TO has a 0.40% expense ratio, which is lower than HHL.TO's 0.85% expense ratio.


Return for Risk

HHIH.TO vs. HHL.TO — Risk / Return Rank

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

HHIH.TO

HHL.TO
HHL.TO Risk / Return Rank: 1212
Overall Rank
HHL.TO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HHL.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
HHL.TO Omega Ratio Rank: 1212
Omega Ratio Rank
HHL.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
HHL.TO Martin Ratio Rank: 1111
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.

HHIH.TO vs. HHL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest High Income Equity Shares ETF Class A Units (HHIH.TO) and Harvest Healthcare Leaders Income ETF (HHL.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.


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

HHIH.TO vs. HHL.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HHIH.TOHHL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.36

-0.53

Correlation

The correlation between HHIH.TO and HHL.TO is 0.22, 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

HHIH.TO vs. HHL.TO - Dividend Comparison

HHIH.TO's dividend yield for the trailing twelve months is around 12.75%, more than HHL.TO's 10.14% yield.


TTM20252024202320222021202020192018201720162015
HHIH.TO
Harvest High Income Equity Shares ETF Class A Units
12.75%6.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HHL.TO
Harvest Healthcare Leaders Income ETF
10.14%9.36%9.27%8.71%8.51%7.91%9.02%8.65%9.00%8.45%8.83%8.19%

Drawdowns

HHIH.TO vs. HHL.TO - Drawdown Comparison

The maximum HHIH.TO drawdown since its inception was -19.68%, smaller than the maximum HHL.TO drawdown of -26.70%. Use the drawdown chart below to compare losses from any high point for HHIH.TO and HHL.TO.


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Drawdown Indicators


HHIH.TOHHL.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.68%

-26.70%

+7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

Max Drawdown (10Y)

Largest decline over 10 years

-26.70%

Current Drawdown

Current decline from peak

-15.17%

-8.49%

-6.68%

Average Drawdown

Average peak-to-trough decline

-6.94%

-6.17%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

Volatility

HHIH.TO vs. HHL.TO - Volatility Comparison


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Volatility by Period


HHIH.TOHHL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

16.95%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

13.86%

+7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

15.72%

+5.54%