HHIH.TO vs. TSLY.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Harvest High Income Equity Shares ETF Class A Units (HHIH.TO) and Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO).

HHIH.TO and TSLY.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HHIH.TO is an actively managed fund by Harvest. It was launched on Aug 15, 2025. TSLY.TO is an actively managed fund by Harvest. It was launched on Jan 14, 2025.

Performance

HHIH.TO vs. TSLY.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 Tesla Enhanced High Income Shares ETF (TSLY.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
HHIH.TO Harvest High Income Equity Shares ETF Class A Units	-7.69%	5.92%
TSLY.TO Harvest Tesla Enhanced High Income Shares ETF	-13.79%	36.19%

Returns By Period

In the year-to-date period, HHIH.TO achieves a -7.69% return, which is significantly higher than TSLY.TO's -13.79% return.

HHIH.TO

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

TSLY.TO

• 1D: 2.95%
• 1M: -4.07%
• YTD: -13.79%
• 6M: -13.51%
• 1Y: 49.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

Both HHIH.TO and TSLY.TO have an expense ratio of 0.40%.

HHIH.TO

Harvest High Income Equity Shares ETF Class A Units

TSLY.TO

Harvest Tesla Enhanced High Income Shares ETF

Return for Risk

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

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

TSLY.TO

TSLY.TO Risk / Return Rank: 54
TSLY.TO Sharpe Ratio Rank: 45
TSLY.TO Sortino Ratio Rank: 57
TSLY.TO Omega Ratio Rank: 46
TSLY.TO Calmar Ratio Rank: 74
TSLY.TO Martin Ratio Rank: 48

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. TSLY.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 Tesla Enhanced High Income Shares ETF (TSLY.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.

Sharpe Ratios by Period

	HHIH.TO	TSLY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	-0.19	+0.02

Correlation

The correlation between HHIH.TO and TSLY.TO is 0.65, 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. TSLY.TO - Dividend Comparison

HHIH.TO's dividend yield for the trailing twelve months is around 12.75%, less than TSLY.TO's 41.92% yield.

	TTM	2025
HHIH.TO Harvest High Income Equity Shares ETF Class A Units	12.75%	6.37%
TSLY.TO Harvest Tesla Enhanced High Income Shares ETF	41.92%	32.52%

Drawdowns

HHIH.TO vs. TSLY.TO - Drawdown Comparison

The maximum HHIH.TO drawdown since its inception was -19.68%, smaller than the maximum TSLY.TO drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for HHIH.TO and TSLY.TO.

Drawdown Indicators

	HHIH.TO	TSLY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-19.68%	-58.91%	+39.23%
Max Drawdown (1Y) Largest decline over 1 year	—	-26.25%	—
Current Drawdown Current decline from peak	-15.17%	-23.12%	+7.95%
Average Drawdown Average peak-to-trough decline	-6.94%	-27.79%	+20.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	10.99%	—

Volatility

Volatility by Period

	HHIH.TO	TSLY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.26%	—
Volatility (6M) Calculated over the trailing 6-month period	—	29.95%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.26%	56.95%	-35.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.26%	62.53%	-41.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.26%	62.53%	-41.27%