HHL.TO vs. HIG.TO
HHL.TO (Harvest Healthcare Leaders Income ETF) and HIG.TO (Brompton Global Healthcare Income & Growth ETF) are both Health & Biotech Equities funds. Both are actively managed. Over the past 10 years, HHL.TO returned 6.61%/yr vs 5.29%/yr for HIG.TO. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
HHL.TO vs. HIG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HHL.TO achieves a -2.24% return, which is significantly higher than HIG.TO's -2.76% return. Over the past 10 years, HHL.TO has outperformed HIG.TO with an annualized return of 6.61%, while HIG.TO has yielded a comparatively lower 5.29% annualized return.
HHL.TO
- 1D
- -0.83%
- 1M
- 5.41%
- 6M
- -3.12%
- YTD
- -2.24%
- 1Y
- 11.62%
- 3Y*
- 5.77%
- 5Y*
- 5.76%
- 10Y*
- 6.61%
HIG.TO
- 1D
- -0.40%
- 1M
- 4.72%
- 6M
- -3.73%
- YTD
- -2.76%
- 1Y
- 9.53%
- 3Y*
- 3.98%
- 5Y*
- 0.81%
- 10Y*
- 5.29%
HHL.TO vs. HIG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HHL.TO Harvest Healthcare Leaders Income ETF | -2.24% | 10.47% | 3.87% | 6.74% | 1.28% | 23.97% | 5.28% | 14.05% | 2.14% | 13.62% |
HIG.TO Brompton Global Healthcare Income & Growth ETF | -2.76% | 13.94% | -0.33% | -1.53% | -14.75% | 24.68% | 5.06% | 24.08% | 5.65% | 7.03% |
Correlation
The correlation between HHL.TO and HIG.TO is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2015 | 0.52 |
Over the past year, HHL.TO and HIG.TO have become more correlated (0.78) than their long-term average of 0.52, meaning their price movements have been converging.
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Return for Risk
HHL.TO vs. HIG.TO — Risk / Return Rank
HHL.TO
HIG.TO
HHL.TO vs. HIG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Healthcare Leaders Income ETF (HHL.TO) and Brompton Global Healthcare Income & Growth ETF (HIG.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.
| HHL.TO | HIG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.12 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.67 | +0.23 |
| Martin ratioReturn relative to average drawdown | 2.02 | 1.58 | +0.44 |
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Drawdowns
HHL.TO vs. HIG.TO - Drawdown Comparison
The maximum HHL.TO drawdown since its inception was -26.70%, smaller than the maximum HIG.TO drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for HHL.TO and HIG.TO.
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Drawdown Indicators
| HHL.TO | HIG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.70% | -31.83% | +5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -14.18% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | -14.18% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -16.01% | -24.58% | +8.57% |
Max Drawdown (10Y)Largest decline over 10 years | -26.70% | -31.83% | +5.13% |
Current DrawdownCurrent decline from peak | -5.43% | -7.35% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -8.17% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 6.04% | -0.28% |
Volatility
HHL.TO vs. HIG.TO - Volatility Comparison
The current volatility for Harvest Healthcare Leaders Income ETF (HHL.TO) is 5.75%, while Brompton Global Healthcare Income & Growth ETF (HIG.TO) has a volatility of 6.07%. This indicates that HHL.TO experiences smaller price fluctuations and is considered to be less risky than HIG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HHL.TO | HIG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.07% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.55% | 11.19% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 14.79% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.35% | 15.16% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 17.37% | -1.53% |
Dividends
HHL.TO vs. HIG.TO - Dividend Comparison
HHL.TO's dividend yield for the trailing twelve months is around 10.07%, more than HIG.TO's 8.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HHL.TO Harvest Healthcare Leaders Income ETF | 10.07% | 9.36% | 9.27% | 8.71% | 8.51% | 7.91% | 9.02% | 8.65% | 9.00% | 8.45% | 8.83% | 8.19% |
HIG.TO Brompton Global Healthcare Income & Growth ETF | 8.94% | 8.32% | 8.71% | 8.03% | 6.97% | 5.29% | 6.22% | 6.12% | 7.11% | 6.43% | 6.47% | 1.80% |
Frequently Asked Questions
HHL.TO and HIG.TO have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Harvest and Brompton.
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