HHL.TO vs. HPF.TO
HHL.TO (Harvest Healthcare Leaders Income ETF) and HPF.TO (Harvest Energy Leaders Income ETF Class A CAD Hedged) are both exchange-traded funds - HHL.TO is a Health & Biotech Equities fund actively managed by Harvest, while HPF.TO is a Energy Equities fund actively managed by Harvest. Both are actively managed. Over the past 10 years, HHL.TO returned 6.61%/yr vs 5.28%/yr for HPF.TO. At a 0.26 correlation, their price movements are largely independent.
Performance
HHL.TO vs. HPF.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 lower than HPF.TO's 31.82% return. Over the past 10 years, HHL.TO has outperformed HPF.TO with an annualized return of 6.61%, while HPF.TO has yielded a comparatively lower 5.28% 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%
HPF.TO
- 1D
- 1.06%
- 1M
- 6.87%
- 6M
- 26.38%
- YTD
- 31.82%
- 1Y
- 41.27%
- 3Y*
- 14.64%
- 5Y*
- 17.23%
- 10Y*
- 5.28%
HHL.TO vs. HPF.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% |
HPF.TO Harvest Energy Leaders Income ETF Class A CAD Hedged | 31.82% | 8.98% | -2.46% | 2.51% | 38.58% | 33.23% | -37.56% | 9.43% | -18.69% | -0.07% |
Correlation
The correlation between HHL.TO and HPF.TO is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2014 | 0.26 |
Over the past year, the correlation between HHL.TO and HPF.TO has dropped to 0.00 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
HHL.TO vs. HPF.TO — Risk / Return Rank
HHL.TO
HPF.TO
HHL.TO vs. HPF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Healthcare Leaders Income ETF (HHL.TO) and Harvest Energy Leaders Income ETF Class A CAD Hedged (HPF.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 | HPF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.35 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 3.45 | -2.55 |
| Martin ratioReturn relative to average drawdown | 2.02 | 10.17 | -8.15 |
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Drawdowns
HHL.TO vs. HPF.TO - Drawdown Comparison
The maximum HHL.TO drawdown since its inception was -26.70%, smaller than the maximum HPF.TO drawdown of -72.97%. Use the drawdown chart below to compare losses from any high point for HHL.TO and HPF.TO.
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Drawdown Indicators
| HHL.TO | HPF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.70% | -72.97% | +46.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -12.01% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | -22.85% | +6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -16.01% | -23.87% | +7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -26.70% | -69.11% | +42.41% |
Current DrawdownCurrent decline from peak | -5.43% | -3.42% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -26.26% | +20.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 4.07% | +1.69% |
Volatility
HHL.TO vs. HPF.TO - Volatility Comparison
The current volatility for Harvest Healthcare Leaders Income ETF (HHL.TO) is 5.75%, while Harvest Energy Leaders Income ETF Class A CAD Hedged (HPF.TO) has a volatility of 6.39%. This indicates that HHL.TO experiences smaller price fluctuations and is considered to be less risky than HPF.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 | HPF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.39% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.55% | 16.32% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 19.73% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.35% | 23.63% | -9.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 28.03% | -12.19% |
Dividends
HHL.TO vs. HPF.TO - Dividend Comparison
HHL.TO's dividend yield for the trailing twelve months is around 10.07%, more than HPF.TO's 7.85% 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% |
HPF.TO Harvest Energy Leaders Income ETF Class A CAD Hedged | 7.85% | 9.93% | 9.80% | 8.75% | 6.58% | 4.61% | 15.32% | 8.74% | 8.78% | 12.87% | 13.58% | 13.31% |
Frequently Asked Questions
HHL.TO and HPF.TO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HHL.TO is categorized as Health & Biotech Equities, while HPF.TO is Energy Equities.
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