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

Performance

HHL.TO vs. LONG.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 CI Global Longevity Economy Fund (LONG.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, HHL.TO achieves a -3.47% return, which is significantly lower than LONG.TO's 7.64% return.


HHL.TO

1D
-1.12%
1M
3.63%
YTD
-3.47%
6M
-4.09%
1Y
8.98%
3Y*
5.15%
5Y*
5.82%
10Y*
6.68%

LONG.TO

1D
0.82%
1M
0.20%
YTD
7.64%
6M
7.66%
1Y
21.51%
3Y*
17.35%
5Y*
10.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
HHL.TO
Harvest Healthcare Leaders Income ETF
-3.47%10.47%3.87%6.74%1.28%23.97%9.21%
LONG.TO
CI Global Longevity Economy Fund
7.64%6.19%25.86%19.50%-9.01%11.77%22.32%

Correlation

The correlation between HHL.TO and LONG.TO is -0.04, 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

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2020

0.08

The correlation between HHL.TO and LONG.TO shifts across timeframes, from -0.04 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HHL.TO vs. LONG.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: 1818
Overall Rank
HHL.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HHL.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
HHL.TO Omega Ratio Rank: 1818
Omega Ratio Rank
HHL.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
HHL.TO Martin Ratio Rank: 1717
Martin Ratio Rank

LONG.TO
LONG.TO Risk / Return Rank: 4242
Overall Rank
LONG.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LONG.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
LONG.TO Omega Ratio Rank: 4747
Omega Ratio Rank
LONG.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
LONG.TO Martin Ratio Rank: 3838
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. LONG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Healthcare Leaders Income ETF (HHL.TO) and CI Global Longevity Economy Fund (LONG.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.TOLONG.TODifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.11

1.26

-0.15

Calmar ratioReturn relative to maximum drawdown

0.70

1.46

-0.76

Martin ratioReturn relative to average drawdown

1.58

5.21

-3.63

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

The current HHL.TO Sharpe Ratio is 0.60, which is lower than the LONG.TO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of HHL.TO and LONG.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

HHL.TO vs. LONG.TO - Drawdown Comparison

The maximum HHL.TO drawdown since its inception was -26.70%, which is greater than LONG.TO's maximum drawdown of -23.65%. Use the drawdown chart below to compare losses from any high point for HHL.TO and LONG.TO.


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Drawdown Indicators


HHL.TOLONG.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.70%

-23.65%

-3.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-16.39%

+3.51%

Max Drawdown (3Y)

Largest decline over 3 years

-16.01%

-22.45%

+6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

-23.65%

+7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-26.70%

Current Drawdown

Current decline from peak

-6.62%

-1.91%

-4.71%

Average Drawdown

Average peak-to-trough decline

-6.24%

-5.66%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

4.58%

+1.10%

Volatility

HHL.TO vs. LONG.TO - Volatility Comparison

The current volatility for Harvest Healthcare Leaders Income ETF (HHL.TO) is 5.40%, while CI Global Longevity Economy Fund (LONG.TO) has a volatility of 6.73%. This indicates that HHL.TO experiences smaller price fluctuations and is considered to be less risky than LONG.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.TOLONG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

6.73%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.92%

13.94%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

16.87%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

17.38%

-3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

17.72%

-1.93%

Dividends

HHL.TO vs. LONG.TO - Dividend Comparison

HHL.TO's dividend yield for the trailing twelve months is around 10.20%, while LONG.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HHL.TO
Harvest Healthcare Leaders Income ETF
10.20%9.36%9.27%8.71%8.51%7.91%9.02%8.65%9.00%8.45%8.83%8.19%
LONG.TO
CI Global Longevity Economy Fund
0.00%0.00%0.00%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HHL.TO and LONG.TO have a correlation of -0.04, 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 CI.

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