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

Performance

HHIS.TO vs. XGRO.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 iShares Core Growth ETF Portfolio (XGRO.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 4.23% return, which is significantly lower than XGRO.TO's 10.06% return.


HHIS.TO

1D
-0.18%
1M
-2.59%
YTD
4.23%
6M
3.47%
1Y
26.39%
3Y*
5Y*
10Y*

XGRO.TO

1D
0.47%
1M
2.38%
YTD
10.06%
6M
9.06%
1Y
22.44%
3Y*
17.83%
5Y*
10.71%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025
HHIS.TO
Harvest Diversified High Income Shares ETF
4.23%24.70%
XGRO.TO
iShares Core Growth ETF Portfolio
10.06%15.24%

Correlation

The correlation between HHIS.TO and XGRO.TO is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2025

0.69

The correlation between HHIS.TO and XGRO.TO has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

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Return for Risk

HHIS.TO vs. XGRO.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: 3030
Overall Rank
HHIS.TO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HHIS.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
HHIS.TO Omega Ratio Rank: 3333
Omega Ratio Rank
HHIS.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
HHIS.TO Martin Ratio Rank: 2323
Martin Ratio Rank

XGRO.TO
XGRO.TO Risk / Return Rank: 7575
Overall Rank
XGRO.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XGRO.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
XGRO.TO Omega Ratio Rank: 7575
Omega Ratio Rank
XGRO.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
XGRO.TO Martin Ratio Rank: 8181
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. XGRO.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 iShares Core Growth ETF Portfolio (XGRO.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.TOXGRO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.20

1.38

-0.18

Calmar ratioReturn relative to maximum drawdown

1.08

3.16

-2.08

Martin ratioReturn relative to average drawdown

2.68

13.90

-11.22

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

The current HHIS.TO Sharpe Ratio is 1.11, which is lower than the XGRO.TO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of HHIS.TO and XGRO.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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Drawdowns

HHIS.TO vs. XGRO.TO - Drawdown Comparison

The maximum HHIS.TO drawdown since its inception was -31.83%, smaller than the maximum XGRO.TO drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and XGRO.TO.


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Drawdown Indicators


HHIS.TOXGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-47.99%

+16.16%

Max Drawdown (1Y)

Largest decline over 1 year

-24.43%

-7.12%

-17.31%

Max Drawdown (3Y)

Largest decline over 3 years

-12.47%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

Max Drawdown (10Y)

Largest decline over 10 years

-25.85%

Current Drawdown

Current decline from peak

-7.47%

-0.57%

-6.90%

Average Drawdown

Average peak-to-trough decline

-8.64%

-8.50%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

1.62%

+8.24%

Volatility

HHIS.TO vs. XGRO.TO - Volatility Comparison

Harvest Diversified High Income Shares ETF (HHIS.TO) has a higher volatility of 8.04% compared to iShares Core Growth ETF Portfolio (XGRO.TO) at 3.96%. This indicates that HHIS.TO's price experiences larger fluctuations and is considered to be riskier than XGRO.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.TOXGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

3.96%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

18.09%

9.53%

+8.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.84%

11.09%

+12.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.81%

11.09%

+22.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.81%

13.37%

+20.44%

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

HHIS.TO has a 0.00% expense ratio, which is lower than XGRO.TO's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HHIS.TO vs. XGRO.TO - Dividend Comparison

HHIS.TO's dividend yield for the trailing twelve months is around 27.93%, more than XGRO.TO's 1.78% yield.


PositionTTM20252024202320222021202020192018201720162015
HHIS.TO
Harvest Diversified High Income Shares ETF
27.93%22.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGRO.TO
iShares Core Growth ETF Portfolio
1.78%1.94%2.01%2.27%1.89%1.70%1.99%2.27%7.62%2.09%2.70%2.17%

Frequently Asked Questions


HHIS.TO and XGRO.TO have a correlation of 0.67, 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 0.20% for XGRO.TO.

HHIS.TO is categorized as Derivative Income, while XGRO.TO is Diversified Portfolio. They also come from different issuers: Harvest and iShares. Their fees differ too: 0.00% for HHIS.TO and 0.20% for XGRO.TO.

Portfolio Optimizer

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