HHL.TO vs. HPYM.TO
HHL.TO (Harvest Healthcare Leaders Income ETF) and HPYM.TO (Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units) are both exchange-traded funds - HHL.TO is a Health & Biotech Equities fund actively managed by Harvest, while HPYM.TO is a Government Bonds fund actively managed by Harvest. Both are actively managed. Over the past year, HHL.TO returned 4.65% vs 2.79% for HPYM.TO. At a 0.22 correlation, their price movements are largely independent. HHL.TO charges 0.85%/yr vs 0.45%/yr for HPYM.TO.
Performance
HHL.TO vs. HPYM.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HHL.TO achieves a -8.20% return, which is significantly lower than HPYM.TO's -1.25% return.
HHL.TO
- 1D
- 1.04%
- 1M
- 0.43%
- YTD
- -8.20%
- 6M
- -8.09%
- 1Y
- 4.65%
- 3Y*
- 3.74%
- 5Y*
- 5.39%
- 10Y*
- 6.53%
HPYM.TO
- 1D
- -0.20%
- 1M
- -0.10%
- YTD
- -1.25%
- 6M
- -1.71%
- 1Y
- 2.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HHL.TO vs. HPYM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
HHL.TO Harvest Healthcare Leaders Income ETF | -8.20% | 10.47% | 1.59% |
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | -1.25% | 6.72% | -0.41% |
Correlation
The correlation between HHL.TO and HPYM.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2024 | 0.22 |
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Return for Risk
HHL.TO vs. HPYM.TO — Risk / Return Rank
HHL.TO
HPYM.TO
HHL.TO vs. HPYM.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 Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.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.
| HHL.TO | HPYM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.11 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.73 | -0.36 |
| Martin ratioReturn relative to average drawdown | 0.90 | 2.05 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HHL.TO | HPYM.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.62 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.37 | -0.03 |
Drawdowns
HHL.TO vs. HPYM.TO - Drawdown Comparison
The maximum HHL.TO drawdown since its inception was -26.70%, which is greater than HPYM.TO's maximum drawdown of -6.19%. Use the drawdown chart below to compare losses from any high point for HHL.TO and HPYM.TO.
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Drawdown Indicators
| HHL.TO | HPYM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.70% | -6.19% | -20.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -3.85% | -9.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.70% | — | — |
Current DrawdownCurrent decline from peak | -11.20% | -2.71% | -8.49% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -1.94% | -4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.18% | 1.36% | +3.82% |
Volatility
HHL.TO vs. HPYM.TO - Volatility Comparison
Harvest Healthcare Leaders Income ETF (HHL.TO) has a higher volatility of 5.49% compared to Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) at 2.02%. This indicates that HHL.TO's price experiences larger fluctuations and is considered to be riskier than HPYM.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 | HPYM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 2.02% | +3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 3.28% | +6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.40% | 4.53% | +9.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 5.61% | +8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.79% | 5.61% | +10.18% |
HHL.TO vs. HPYM.TO - Expense Ratio Comparison
HHL.TO has a 0.85% expense ratio, which is higher than HPYM.TO's 0.45% expense ratio.
Dividends
HHL.TO vs. HPYM.TO - Dividend Comparison
HHL.TO's dividend yield for the trailing twelve months is around 10.64%, more than HPYM.TO's 9.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HHL.TO Harvest Healthcare Leaders Income ETF | 10.64% | 9.36% | 9.27% | 8.71% | 8.51% | 7.91% | 9.02% | 8.65% | 9.00% | 8.45% | 8.83% | 8.19% |
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | 9.38% | 9.01% | 8.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HHL.TO and HPYM.TO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HPYM.TO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HPYM.TO is cheaper with a 0.45% expense ratio, compared with 0.85% for HHL.TO.
HHL.TO is categorized as Health & Biotech Equities, while HPYM.TO is Government Bonds. Their fees differ too: 0.85% for HHL.TO and 0.45% for HPYM.TO.
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