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

Performance

HHIS.TO vs. UMAX.TO - 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 Hamilton Utilities YIELD MAXIMIZER ETF (UMAX.TO). The values are adjusted to include any dividend payments, if applicable.

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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 UMAX.TO's 8.78% return.


HHIS.TO

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

UMAX.TO

1D
0.19%
1M
3.71%
YTD
8.78%
6M
8.52%
1Y
13.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HHIS.TO vs. UMAX.TO - Yearly Performance Comparison


Correlation

The correlation between HHIS.TO and UMAX.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 17, 2025

-0.02

The correlation between HHIS.TO and UMAX.TO shifts across timeframes, from -0.16 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HHIS.TO vs. UMAX.TO — 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

UMAX.TO
UMAX.TO Risk / Return Rank: 5858
Overall Rank
UMAX.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
UMAX.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
UMAX.TO Omega Ratio Rank: 6060
Omega Ratio Rank
UMAX.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
UMAX.TO Martin Ratio Rank: 5353
Martin Ratio Rank
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. UMAX.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 Hamilton Utilities YIELD MAXIMIZER ETF (UMAX.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.TOUMAX.TODifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

1.31

2.64

-1.33

Martin ratioReturn relative to average drawdown

3.27

9.13

-5.85

HHIS.TO vs. UMAX.TO - Sharpe Ratio Comparison

The current HHIS.TO Sharpe Ratio is 1.38, which is lower than the UMAX.TO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of HHIS.TO and UMAX.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HHIS.TOUMAX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

2.03

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.00

-0.25

Drawdowns

HHIS.TO vs. UMAX.TO - Drawdown Comparison

The maximum HHIS.TO drawdown since its inception was -31.83%, which is greater than UMAX.TO's maximum drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and UMAX.TO.


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Drawdown Indicators


HHIS.TOUMAX.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-10.09%

-21.74%

Max Drawdown (1Y)

Largest decline over 1 year

-24.43%

-5.11%

-19.32%

Current Drawdown

Current decline from peak

-2.95%

-0.47%

-2.48%

Average Drawdown

Average peak-to-trough decline

-8.70%

-2.06%

-6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.79%

1.50%

+8.29%

Volatility

HHIS.TO vs. UMAX.TO - Volatility Comparison

Harvest Diversified High Income Shares ETF (HHIS.TO) has a higher volatility of 5.51% compared to Hamilton Utilities YIELD MAXIMIZER ETF (UMAX.TO) at 1.93%. This indicates that HHIS.TO's price experiences larger fluctuations and is considered to be riskier than UMAX.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.TOUMAX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

1.93%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

16.97%

5.54%

+11.43%

Volatility (1Y)

Calculated over the trailing 1-year period

23.36%

6.65%

+16.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.78%

8.68%

+25.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.78%

8.68%

+25.10%

HHIS.TO vs. UMAX.TO - Expense Ratio Comparison

HHIS.TO has a 0.00% expense ratio, which is lower than UMAX.TO's 0.65% expense ratio.


Dividends

HHIS.TO vs. UMAX.TO - Dividend Comparison

HHIS.TO's dividend yield for the trailing twelve months is around 26.63%, more than UMAX.TO's 14.00% yield.


PositionTTM202520242023
HHIS.TO
Harvest Diversified High Income Shares ETF
26.63%22.88%0.00%0.00%
UMAX.TO
Hamilton Utilities YIELD MAXIMIZER ETF
14.00%14.86%14.81%6.96%

Frequently Asked Questions


HHIS.TO and UMAX.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.

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 0.65% for UMAX.TO.

They also come from different issuers: Harvest and Hamilton Capital. Their fees differ too: 0.00% for HHIS.TO and 0.65% for UMAX.TO.

Portfolio Optimizer

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