HHIS.TO vs. QDTY

Last updated Apr 2, 2026

Compare and contrast key facts about Harvest Diversified High Income Shares ETF (HHIS.TO) and YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY).

HHIS.TO and QDTY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HHIS.TO is an actively managed fund by Harvest. It was launched on Jan 16, 2025. QDTY is an actively managed fund by YieldMax. It was launched on Feb 12, 2025.

Performance

HHIS.TO vs. QDTY - 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 YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY). The values are adjusted to include any dividend payments, if applicable.

HHIS.TO vs. QDTY - Yearly Performance Comparison

	2026 (YTD)	2025
HHIS.TO Harvest Diversified High Income Shares ETF	-10.04%	14.93%
QDTY YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF	-5.20%	7.69%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, HHIS.TO achieves a -10.04% return, which is significantly lower than QDTY's -5.20% return.

HHIS.TO

• 1D: 2.41%
• 1M: -0.85%
• YTD: -10.04%
• 6M: -11.96%
• 1Y: 29.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QDTY

• 1D: 0.00%
• 1M: -2.87%
• YTD: -5.20%
• 6M: -2.44%
• 1Y: 13.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HHIS.TO vs. QDTY - Expense Ratio Comparison

HHIS.TO has a 0.00% expense ratio, which is lower than QDTY's 1.01% expense ratio.

QDTY

YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF

HHIS.TO

Harvest Diversified High Income Shares ETF

Return for Risk

HHIS.TO vs. QDTY — 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: 46
HHIS.TO Sharpe Ratio Rank: 47
HHIS.TO Sortino Ratio Rank: 55
HHIS.TO Omega Ratio Rank: 50
HHIS.TO Calmar Ratio Rank: 43
HHIS.TO Martin Ratio Rank: 34

QDTY

QDTY Risk / Return Rank: 41
QDTY Sharpe Ratio Rank: 33
QDTY Sortino Ratio Rank: 35
QDTY Omega Ratio Rank: 48
QDTY Calmar Ratio Rank: 46
QDTY Martin Ratio Rank: 45

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. QDTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Diversified High Income Shares ETF (HHIS.TO) and YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY). 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	QDTY	Difference
Sharpe ratio Return per unit of total volatility	0.90	0.49	+0.41
Sortino ratio Return per unit of downside risk	1.48	0.83	+0.66
Omega ratio Gain probability vs. loss probability	1.20	1.15	+0.05
Calmar ratio Return relative to maximum drawdown	1.19	0.78	+0.41
Martin ratio Return relative to average drawdown	3.17	2.77	+0.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HHIS.TO vs. QDTY - Sharpe Ratio Comparison

The current HHIS.TO Sharpe Ratio is 0.90, which is higher than the QDTY Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of HHIS.TO and QDTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HHIS.TO	QDTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	0.49	+0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.07	+0.21

Correlation

The correlation between HHIS.TO and QDTY is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

HHIS.TO vs. QDTY - Dividend Comparison

HHIS.TO's dividend yield for the trailing twelve months is around 30.49%, less than QDTY's 37.20% yield.

	TTM	2025
HHIS.TO Harvest Diversified High Income Shares ETF	30.49%	22.88%
QDTY YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF	37.20%	26.82%

Drawdowns

HHIS.TO vs. QDTY - Drawdown Comparison

The maximum HHIS.TO drawdown since its inception was -31.83%, which is greater than QDTY's maximum drawdown of -25.56%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and QDTY.

Drawdown Indicators

	HHIS.TO	QDTY	Difference
Max Drawdown Largest peak-to-trough decline	-31.83%	-23.45%	-8.38%
Max Drawdown (1Y) Largest decline over 1 year	-24.43%	-14.86%	-9.57%
Current Drawdown Current decline from peak	-18.95%	-8.25%	-10.70%
Average Drawdown Average peak-to-trough decline	-8.79%	-4.94%	-3.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.16%	4.18%	+4.98%

Volatility

HHIS.TO vs. QDTY - Volatility Comparison

Harvest Diversified High Income Shares ETF (HHIS.TO) has a higher volatility of 9.58% compared to YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) at 5.26%. This indicates that HHIS.TO's price experiences larger fluctuations and is considered to be riskier than QDTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HHIS.TO	QDTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.58%	5.26%	+4.32%
Volatility (6M) Calculated over the trailing 6-month period	19.38%	11.90%	+7.48%
Volatility (1Y) Calculated over the trailing 1-year period	32.59%	26.54%	+6.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.37%	26.46%	+8.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.37%	26.46%	+8.91%