HHIS.TO vs. BIGY.TO

Last updated Jun 4, 2026

HHIS.TO (Harvest Diversified High Income Shares ETF) and BIGY.TO (Evolve US Equity UltraYield ETF) are both exchange-traded funds - HHIS.TO is a Derivative Income fund actively managed by Harvest, while BIGY.TO is a Large Cap Blend Equities fund actively managed by Evolve. Both are actively managed. Their correlation of 0.91 suggests significant overlap in exposure. HHIS.TO charges 0.00%/yr vs 0.40%/yr for BIGY.TO.

Performance

HHIS.TO vs. BIGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Diversified High Income Shares ETF (HHIS.TO) and Evolve US Equity UltraYield ETF (BIGY.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HHIS.TO achieves a 9.32% return, which is significantly higher than BIGY.TO's -3.71% return.

HHIS.TO

• 1D: -1.25%
• 1M: 7.52%
• YTD: 9.32%
• 6M: 4.61%
• 1Y: 31.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BIGY.TO

• 1D: -2.28%
• 1M: -0.73%
• YTD: -3.71%
• 6M: -6.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HHIS.TO vs. BIGY.TO - Yearly Performance Comparison

	2026 (YTD)	2025
HHIS.TO Harvest Diversified High Income Shares ETF	9.32%	1.85%
BIGY.TO Evolve US Equity UltraYield ETF	-3.71%	0.64%

Correlation

The correlation between HHIS.TO and BIGY.TO is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 11, 2025	0.91

Return for Risk

HHIS.TO vs. BIGY.TO — Risk / Return Rank

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

HHIS.TO

HHIS.TO Risk / Return Rank: 32
HHIS.TO Sharpe Ratio Rank: 38
HHIS.TO Sortino Ratio Rank: 35
HHIS.TO Omega Ratio Rank: 36
HHIS.TO Calmar Ratio Rank: 27
HHIS.TO Martin Ratio Rank: 24

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.

HHIS.TO vs. BIGY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Diversified High Income Shares ETF (HHIS.TO) and Evolve US Equity UltraYield ETF (BIGY.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.

	HHIS.TO	BIGY.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.38	—	—
Sortino ratio: Return per unit of downside risk	1.89	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.31	—	—
Martin ratio: Return relative to average drawdown	3.27	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HHIS.TO	BIGY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	-0.15	+0.89

Drawdowns

HHIS.TO vs. BIGY.TO - Drawdown Comparison

The maximum HHIS.TO drawdown since its inception was -31.83%, which is greater than BIGY.TO's maximum drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and BIGY.TO.

Drawdown Indicators

	HHIS.TO	BIGY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-31.83%	-27.82%	-4.01%
Max Drawdown (1Y) Largest decline over 1 year	-24.43%	—	—
Current Drawdown Current decline from peak	-2.95%	-13.63%	+10.68%
Average Drawdown Average peak-to-trough decline	-8.70%	-11.30%	+2.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.79%	—	—

Volatility

Volatility by Period

	HHIS.TO	BIGY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.36%	28.63%	-5.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.78%	28.63%	+5.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.78%	28.63%	+5.15%

HHIS.TO vs. BIGY.TO - Expense Ratio Comparison

HHIS.TO has a 0.00% expense ratio, which is lower than BIGY.TO's 0.40% expense ratio.

Dividends

HHIS.TO vs. BIGY.TO - Dividend Comparison

HHIS.TO's dividend yield for the trailing twelve months is around 26.63%, less than BIGY.TO's 28.15% yield.

Position	TTM	2025
BIGY.TO Evolve US Equity UltraYield ETF	28.15%	9.53%
HHIS.TO Harvest Diversified High Income Shares ETF	26.63%	22.88%

Frequently Asked Questions

Can I hold both HHIS.TO and BIGY.TO in my portfolio?

With a correlation of 0.91, HHIS.TO and BIGY.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, HHIS.TO or BIGY.TO?

On fees, HHIS.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HHIS.TO or BIGY.TO?

HHIS.TO is cheaper with a 0.00% expense ratio, compared with 0.40% for BIGY.TO.

What is the main difference between HHIS.TO and BIGY.TO?

HHIS.TO is categorized as Derivative Income, while BIGY.TO is Large Cap Blend Equities. They also come from different issuers: Harvest and Evolve. Their fees differ too: 0.00% for HHIS.TO and 0.40% for BIGY.TO.