HHIS.TO vs. HPYT.TO
HHIS.TO (Harvest Diversified High Income Shares ETF) and HPYT.TO (Harvest Premium Yield Treasury ETF A) are both Derivative Income funds from Harvest. Both are actively managed. Over the past year, HHIS.TO returned 31.98% vs 5.01% for HPYT.TO. At a 0.05 correlation, their price movements are largely independent. HHIS.TO charges 0.00%/yr vs 0.45%/yr for HPYT.TO.
Performance
HHIS.TO vs. HPYT.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HHIS.TO achieves a 9.32% return, which is significantly higher than HPYT.TO's -0.30% return.
HHIS.TO
- 1D
- -1.25%
- 1M
- 7.52%
- YTD
- 9.32%
- 6M
- 4.61%
- 1Y
- 31.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HPYT.TO
- 1D
- -0.31%
- 1M
- 0.63%
- YTD
- -0.30%
- 6M
- -1.79%
- 1Y
- 5.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HHIS.TO vs. HPYT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 9.32% | 24.40% |
HPYT.TO Harvest Premium Yield Treasury ETF A | -0.30% | 4.82% |
Correlation
The correlation between HHIS.TO and HPYT.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2025 | 0.05 |
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Return for Risk
HHIS.TO vs. HPYT.TO — Risk / Return Rank
HHIS.TO
HPYT.TO
HHIS.TO vs. HPYT.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 Premium Yield Treasury ETF A (HPYT.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 | HPYT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.11 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.76 | +0.55 |
| Martin ratioReturn relative to average drawdown | 3.27 | 2.06 | +1.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HHIS.TO | HPYT.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.62 | +0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.08 | +0.67 |
Drawdowns
HHIS.TO vs. HPYT.TO - Drawdown Comparison
The maximum HHIS.TO drawdown since its inception was -31.83%, which is greater than HPYT.TO's maximum drawdown of -13.17%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and HPYT.TO.
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Drawdown Indicators
| HHIS.TO | HPYT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -13.17% | -18.66% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -6.61% | -17.82% |
Current DrawdownCurrent decline from peak | -2.95% | -7.33% | +4.38% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -5.86% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.79% | 2.44% | +7.35% |
Volatility
HHIS.TO vs. HPYT.TO - Volatility Comparison
Harvest Diversified High Income Shares ETF (HHIS.TO) has a higher volatility of 5.51% compared to Harvest Premium Yield Treasury ETF A (HPYT.TO) at 2.78%. This indicates that HHIS.TO's price experiences larger fluctuations and is considered to be riskier than HPYT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HHIS.TO | HPYT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 2.78% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 5.67% | +11.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.36% | 8.14% | +15.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.78% | 10.87% | +22.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 10.87% | +22.91% |
HHIS.TO vs. HPYT.TO - Expense Ratio Comparison
HHIS.TO has a 0.00% expense ratio, which is lower than HPYT.TO's 0.45% expense ratio.
Dividends
HHIS.TO vs. HPYT.TO - Dividend Comparison
HHIS.TO's dividend yield for the trailing twelve months is around 26.63%, more than HPYT.TO's 17.40% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 26.63% | 22.88% | 0.00% | 0.00% |
HPYT.TO Harvest Premium Yield Treasury ETF A | 17.40% | 18.87% | 18.61% | 3.71% |
Frequently Asked Questions
HHIS.TO and HPYT.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
HHIS.TO is cheaper with a 0.00% expense ratio, compared with 0.45% for HPYT.TO.
Their fees differ too: 0.00% for HHIS.TO and 0.45% for HPYT.TO.
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