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HHIS.TO vs. HYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HHIS.TO vs. HYLD - 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 High Yield ETF (HYLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HHIS.TO is traded in CAD, while HYLD is traded in USD. To make them comparable, the HYLD values have been converted to CAD using the latest available exchange rates.

Returns By Period


HHIS.TO

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

HYLD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HHIS.TO vs. HYLD - Yearly Performance Comparison


2026 (YTD)2025
HHIS.TO
Harvest Diversified High Income Shares ETF
9.32%24.40%
HYLD
High Yield ETF
0.00%0.00%

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Return for Risk

HHIS.TO vs. HYLD — 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: 3232
Overall Rank
HHIS.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HHIS.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
HHIS.TO Omega Ratio Rank: 3636
Omega Ratio Rank
HHIS.TO Calmar Ratio Rank: 2727
Calmar Ratio Rank
HHIS.TO Martin Ratio Rank: 2424
Martin Ratio Rank

HYLD
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. HYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Diversified High Income Shares ETF (HHIS.TO) and High Yield ETF (HYLD). 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.TOHYLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.31

Martin ratioReturn relative to average drawdown

3.27

HHIS.TO vs. HYLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HHIS.TOHYLDDifference

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

Drawdowns

HHIS.TO vs. HYLD - Drawdown Comparison


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Drawdown Indicators


HHIS.TOHYLDDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

Max Drawdown (1Y)

Largest decline over 1 year

-24.43%

Current Drawdown

Current decline from peak

-2.95%

Average Drawdown

Average peak-to-trough decline

-8.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.79%

Volatility

HHIS.TO vs. HYLD - Volatility Comparison


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Volatility by Period


HHIS.TOHYLDDifference

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%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.78%

HHIS.TO vs. HYLD - Expense Ratio Comparison

HHIS.TO has a 0.00% expense ratio, which is lower than HYLD's 1.29% expense ratio.


Dividends

HHIS.TO vs. HYLD - Dividend Comparison

HHIS.TO's dividend yield for the trailing twelve months is around 26.63%, while HYLD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HHIS.TO
Harvest Diversified High Income Shares ETF
26.63%22.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYLD
High Yield ETF
0.00%0.00%0.00%4.67%7.86%6.45%7.52%7.46%7.97%7.18%6.59%10.87%

Frequently Asked Questions


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 1.29% for HYLD.

HHIS.TO is categorized as Derivative Income, while HYLD is High Yield Bonds. They also come from different issuers: Harvest and Eve Capital. Their fees differ too: 0.00% for HHIS.TO and 1.29% for HYLD.

Portfolio Optimizer

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