HHIS.TO vs. HPF.TO
HHIS.TO (Harvest Diversified High Income Shares ETF) and HPF.TO (Harvest Energy Leaders Income ETF Class A CAD Hedged) are both exchange-traded funds - HHIS.TO is a Derivative Income fund actively managed by Harvest, while HPF.TO is a Energy Equities fund actively managed by Harvest. Both are actively managed. Over the past year, HHIS.TO returned 11.07% vs 41.27% for HPF.TO. At a 0.04 correlation, their price movements are largely independent.
Performance
HHIS.TO vs. HPF.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HHIS.TO achieves a 5.07% return, which is significantly lower than HPF.TO's 31.82% return.
HHIS.TO
- 1D
- -2.03%
- 1M
- -0.70%
- 6M
- 3.30%
- YTD
- 5.07%
- 1Y
- 11.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HPF.TO
- 1D
- 1.06%
- 1M
- 6.87%
- 6M
- 26.38%
- YTD
- 31.82%
- 1Y
- 41.27%
- 3Y*
- 14.64%
- 5Y*
- 17.23%
- 10Y*
- 5.28%
HHIS.TO vs. HPF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 5.07% | 24.70% |
HPF.TO Harvest Energy Leaders Income ETF Class A CAD Hedged | 31.82% | 2.61% |
Correlation
The correlation between HHIS.TO and HPF.TO is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2025 | 0.04 |
The correlation between HHIS.TO and HPF.TO shifts across timeframes, from -0.16 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HHIS.TO vs. HPF.TO — Risk / Return Rank
HHIS.TO
HPF.TO
HHIS.TO vs. HPF.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 Harvest Energy Leaders Income ETF Class A CAD Hedged (HPF.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HHIS.TO | HPF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.35 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 3.45 | -3.00 |
| Martin ratioReturn relative to average drawdown | 1.11 | 10.17 | -9.06 |
Loading charts...
Drawdowns
HHIS.TO vs. HPF.TO - Drawdown Comparison
The maximum HHIS.TO drawdown since its inception was -31.83%, smaller than the maximum HPF.TO drawdown of -72.97%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and HPF.TO.
Loading charts...
Drawdown Indicators
| HHIS.TO | HPF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -72.97% | +41.14% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -12.01% | -12.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.11% | — |
Current DrawdownCurrent decline from peak | -6.72% | -3.42% | -3.30% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -26.26% | +17.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.03% | 4.07% | +5.96% |
Volatility
HHIS.TO vs. HPF.TO - Volatility Comparison
Harvest Diversified High Income Shares ETF (HHIS.TO) has a higher volatility of 7.83% compared to Harvest Energy Leaders Income ETF Class A CAD Hedged (HPF.TO) at 6.39%. This indicates that HHIS.TO's price experiences larger fluctuations and is considered to be riskier than HPF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HHIS.TO | HPF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 6.39% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 19.20% | 16.32% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.80% | 19.73% | +5.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.47% | 23.63% | +9.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.47% | 28.03% | +5.44% |
Dividends
HHIS.TO vs. HPF.TO - Dividend Comparison
HHIS.TO's dividend yield for the trailing twelve months is around 28.56%, more than HPF.TO's 7.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 28.56% | 22.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HPF.TO Harvest Energy Leaders Income ETF Class A CAD Hedged | 7.85% | 9.93% | 9.80% | 8.75% | 6.58% | 4.61% | 15.32% | 8.74% | 8.78% | 12.87% | 13.58% | 13.31% |
Frequently Asked Questions
HHIS.TO and HPF.TO have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HHIS.TO is categorized as Derivative Income, while HPF.TO is Energy Equities.
Find the right allocation for HHIS.TO and HPF.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer