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HHL.TO vs. HUTL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHL.TO vs. HUTL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Healthcare Leaders Income ETF (HHL.TO) and Harvest Equal Weight Global Utilities Income ETF (HUTL.TO). The values are adjusted to include any dividend payments, if applicable.

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HHL.TO vs. HUTL.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HHL.TO
Harvest Healthcare Leaders Income ETF
-7.66%10.47%3.87%6.74%1.28%23.97%5.28%11.89%
HUTL.TO
Harvest Equal Weight Global Utilities Income ETF
11.42%15.59%14.70%3.11%-4.97%16.04%-10.64%13.96%

Returns By Period

In the year-to-date period, HHL.TO achieves a -7.66% return, which is significantly lower than HUTL.TO's 11.42% return.


HHL.TO

1D
0.00%
1M
-9.10%
YTD
-7.66%
6M
0.95%
1Y
-3.16%
3Y*
4.50%
5Y*
6.59%
10Y*
7.30%

HUTL.TO

1D
0.00%
1M
-0.30%
YTD
11.42%
6M
12.52%
1Y
19.38%
3Y*
13.28%
5Y*
9.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHL.TO vs. HUTL.TO - Expense Ratio Comparison

HHL.TO has a 0.85% expense ratio, which is higher than HUTL.TO's 0.67% expense ratio.


Return for Risk

HHL.TO vs. HUTL.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HHL.TO
HHL.TO Risk / Return Rank: 88
Overall Rank
HHL.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
HHL.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
HHL.TO Omega Ratio Rank: 88
Omega Ratio Rank
HHL.TO Calmar Ratio Rank: 88
Calmar Ratio Rank
HHL.TO Martin Ratio Rank: 88
Martin Ratio Rank

HUTL.TO
HUTL.TO Risk / Return Rank: 8181
Overall Rank
HUTL.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HUTL.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
HUTL.TO Omega Ratio Rank: 7979
Omega Ratio Rank
HUTL.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
HUTL.TO Martin Ratio Rank: 8989
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.

HHL.TO vs. HUTL.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 Equal Weight Global Utilities Income ETF (HUTL.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.TOHUTL.TODifference

Sharpe ratio

Return per unit of total volatility

-0.19

1.43

-1.62

Sortino ratio

Return per unit of downside risk

-0.15

1.96

-2.10

Omega ratio

Gain probability vs. loss probability

0.98

1.31

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.22

2.66

-2.88

Martin ratio

Return relative to average drawdown

-0.42

11.46

-11.89

HHL.TO vs. HUTL.TO - Sharpe Ratio Comparison

The current HHL.TO Sharpe Ratio is -0.19, which is lower than the HUTL.TO Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of HHL.TO and HUTL.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HHL.TOHUTL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

1.43

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.74

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.51

-0.17

Correlation

The correlation between HHL.TO and HUTL.TO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HHL.TO vs. HUTL.TO - Dividend Comparison

HHL.TO's dividend yield for the trailing twelve months is around 10.30%, more than HUTL.TO's 7.34% yield.


TTM20252024202320222021202020192018201720162015
HHL.TO
Harvest Healthcare Leaders Income ETF
10.30%9.36%9.27%8.71%8.51%7.91%9.02%8.65%9.00%8.45%8.83%8.19%
HUTL.TO
Harvest Equal Weight Global Utilities Income ETF
7.34%7.94%8.30%8.56%8.13%7.16%7.73%5.33%0.00%0.00%0.00%0.00%

Drawdowns

HHL.TO vs. HUTL.TO - Drawdown Comparison

The maximum HHL.TO drawdown since its inception was -26.70%, smaller than the maximum HUTL.TO drawdown of -34.00%. Use the drawdown chart below to compare losses from any high point for HHL.TO and HUTL.TO.


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Drawdown Indicators


HHL.TOHUTL.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.70%

-34.00%

+7.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-7.22%

-3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

-19.71%

+3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-26.70%

Current Drawdown

Current decline from peak

-10.68%

-0.98%

-9.70%

Average Drawdown

Average peak-to-trough decline

-6.17%

-6.80%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

1.67%

+3.90%

Volatility

HHL.TO vs. HUTL.TO - Volatility Comparison

Harvest Healthcare Leaders Income ETF (HHL.TO) has a higher volatility of 3.96% compared to Harvest Equal Weight Global Utilities Income ETF (HUTL.TO) at 3.63%. This indicates that HHL.TO's price experiences larger fluctuations and is considered to be riskier than HUTL.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.TOHUTL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.63%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

6.70%

+2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

13.62%

+3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.84%

12.83%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

15.29%

+0.43%