HHIS.TO vs. LLHE.TO
HHIS.TO (Harvest Diversified High Income Shares ETF) and LLHE.TO (Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units) are both Derivative Income funds from Harvest. Both are actively managed. Over the past year, HHIS.TO returned 27.04% vs 45.65% for LLHE.TO. At a 0.26 correlation, their price movements are largely independent. HHIS.TO charges 0.00%/yr vs 0.40%/yr for LLHE.TO.
Performance
HHIS.TO vs. LLHE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HHIS.TO achieves a 4.23% return, which is significantly lower than LLHE.TO's 9.58% return.
HHIS.TO
- 1D
- -0.18%
- 1M
- -2.83%
- YTD
- 4.23%
- 6M
- 3.47%
- 1Y
- 27.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLHE.TO
- 1D
- -1.68%
- 1M
- 14.22%
- YTD
- 9.58%
- 6M
- 15.92%
- 1Y
- 45.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HHIS.TO vs. LLHE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 4.23% | 24.70% |
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 9.58% | 35.45% |
Correlation
The correlation between HHIS.TO and LLHE.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2025 | 0.26 |
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Return for Risk
HHIS.TO vs. LLHE.TO — Risk / Return Rank
HHIS.TO
LLHE.TO
HHIS.TO vs. LLHE.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 Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.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 | LLHE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.88 | -0.79 |
| Martin ratioReturn relative to average drawdown | 2.68 | 4.82 | -2.14 |
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Drawdowns
HHIS.TO vs. LLHE.TO - Drawdown Comparison
The maximum HHIS.TO drawdown since its inception was -31.83%, smaller than the maximum LLHE.TO drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and LLHE.TO.
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Drawdown Indicators
| HHIS.TO | LLHE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -37.80% | +5.97% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -25.14% | +0.71% |
Current DrawdownCurrent decline from peak | -7.47% | -1.68% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -13.49% | +4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.86% | 9.78% | +0.08% |
Volatility
HHIS.TO vs. LLHE.TO - Volatility Comparison
Harvest Diversified High Income Shares ETF (HHIS.TO) and Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) have volatilities of 8.04% and 8.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HHIS.TO | LLHE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 8.25% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 18.09% | 29.06% | -10.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.84% | 40.10% | -16.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.81% | 41.56% | -7.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.81% | 41.56% | -7.75% |
HHIS.TO vs. LLHE.TO - Expense Ratio Comparison
HHIS.TO has a 0.00% expense ratio, which is lower than LLHE.TO's 0.40% expense ratio.
Dividends
HHIS.TO vs. LLHE.TO - Dividend Comparison
HHIS.TO's dividend yield for the trailing twelve months is around 27.93%, more than LLHE.TO's 20.22% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 27.93% | 22.88% | 0.00% |
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 20.22% | 20.89% | 7.40% |
Frequently Asked Questions
HHIS.TO and LLHE.TO have a correlation of 0.17, 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 0.40% for LLHE.TO.
Their fees differ too: 0.00% for HHIS.TO and 0.40% for LLHE.TO.
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