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

Performance

HHIH.TO vs. HTAE.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 Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, HHIH.TO achieves a -7.69% return, which is significantly higher than HTAE.TO's -9.31% return.


HHIH.TO

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

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

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


Return for Risk

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

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

HHIH.TO

HTAE.TO
HTAE.TO Risk / Return Rank: 3333
Overall Rank
HTAE.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 3333
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 3333
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. HTAE.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 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.


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

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


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Sharpe Ratios by Period


HHIH.TOHTAE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.92

-1.09

Correlation

The correlation between HHIH.TO and HTAE.TO is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HHIH.TO vs. HTAE.TO - Dividend Comparison

HHIH.TO's dividend yield for the trailing twelve months is around 12.75%, less than HTAE.TO's 13.16% yield.


TTM2025202420232022
HHIH.TO
Harvest High Income Equity Shares ETF Class A Units
12.75%6.37%0.00%0.00%0.00%
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
13.16%11.28%10.01%9.38%2.20%

Drawdowns

HHIH.TO vs. HTAE.TO - Drawdown Comparison

The maximum HHIH.TO drawdown since its inception was -19.68%, smaller than the maximum HTAE.TO drawdown of -30.83%. Use the drawdown chart below to compare losses from any high point for HHIH.TO and HTAE.TO.


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Drawdown Indicators


HHIH.TOHTAE.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.68%

-30.83%

+11.15%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

Current Drawdown

Current decline from peak

-15.17%

-13.18%

-1.99%

Average Drawdown

Average peak-to-trough decline

-6.94%

-4.68%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

Volatility

HHIH.TO vs. HTAE.TO - Volatility Comparison


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Volatility by Period


HHIH.TOHTAE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.53%

Volatility (6M)

Calculated over the trailing 6-month period

17.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

29.98%

-8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

27.06%

-5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

27.06%

-5.80%