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

Performance

HHL.TO vs. XDNA.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 iShares Genomics Immunology and Healthcare Index ETF (XDNA.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 -8.20% return, which is significantly lower than XDNA.TO's 10.45% 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%

XDNA.TO

1D
-1.95%
1M
-1.11%
YTD
10.45%
6M
9.39%
1Y
40.18%
3Y*
7.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HHL.TO
Harvest Healthcare Leaders Income ETF
-8.20%10.47%3.87%6.74%4.18%
XDNA.TO
iShares Genomics Immunology and Healthcare Index ETF
10.45%12.10%5.54%-7.84%-13.38%

Correlation

The correlation between HHL.TO and XDNA.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

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

0.20

Correlation (All Time)
Calculated using the full available price history since May 4, 2022

0.19

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Return for Risk

HHL.TO vs. XDNA.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: 1313
Overall Rank
HHL.TO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HHL.TO Sortino Ratio Rank: 1313
Sortino Ratio Rank
HHL.TO Omega Ratio Rank: 1313
Omega Ratio Rank
HHL.TO Calmar Ratio Rank: 1313
Calmar Ratio Rank
HHL.TO Martin Ratio Rank: 1313
Martin Ratio Rank

XDNA.TO
XDNA.TO Risk / Return Rank: 5959
Overall Rank
XDNA.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XDNA.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
XDNA.TO Omega Ratio Rank: 4848
Omega Ratio Rank
XDNA.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
XDNA.TO Martin Ratio Rank: 6262
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. XDNA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Healthcare Leaders Income ETF (HHL.TO) and iShares Genomics Immunology and Healthcare Index ETF (XDNA.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.TOXDNA.TODifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.07

1.30

-0.23

Calmar ratioReturn relative to maximum drawdown

0.36

4.67

-4.31

Martin ratioReturn relative to average drawdown

0.90

10.95

-10.05

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

The current HHL.TO Sharpe Ratio is 0.32, which is lower than the XDNA.TO Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of HHL.TO and XDNA.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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Sharpe Ratios by Period


HHL.TOXDNA.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.65

-1.32

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

0.04

+0.29

Drawdowns

HHL.TO vs. XDNA.TO - Drawdown Comparison

The maximum HHL.TO drawdown since its inception was -26.70%, smaller than the maximum XDNA.TO drawdown of -45.90%. Use the drawdown chart below to compare losses from any high point for HHL.TO and XDNA.TO.


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Drawdown Indicators


HHL.TOXDNA.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.70%

-45.90%

+19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-8.64%

-4.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.01%

-28.29%

+12.28%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

Max Drawdown (10Y)

Largest decline over 10 years

-26.70%

Current Drawdown

Current decline from peak

-11.20%

-8.95%

-2.25%

Average Drawdown

Average peak-to-trough decline

-6.23%

-23.55%

+17.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

3.68%

+1.50%

Volatility

HHL.TO vs. XDNA.TO - Volatility Comparison

The current volatility for Harvest Healthcare Leaders Income ETF (HHL.TO) is 5.49%, while iShares Genomics Immunology and Healthcare Index ETF (XDNA.TO) has a volatility of 6.47%. This indicates that HHL.TO experiences smaller price fluctuations and is considered to be less risky than XDNA.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.TOXDNA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

6.47%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

18.03%

-7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

24.71%

-10.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

25.32%

-11.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

25.32%

-9.53%

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

HHL.TO has a 0.85% expense ratio, which is higher than XDNA.TO's 0.44% expense ratio.


Dividends

HHL.TO vs. XDNA.TO - Dividend Comparison

HHL.TO's dividend yield for the trailing twelve months is around 10.64%, more than XDNA.TO's 0.39% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XDNA.TO
iShares Genomics Immunology and Healthcare Index ETF
0.39%0.43%0.32%0.25%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HHL.TO and XDNA.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDNA.TO is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDNA.TO is cheaper with a 0.44% expense ratio, compared with 0.85% for HHL.TO.

They also come from different issuers: Harvest and iShares. Their fees differ too: 0.85% for HHL.TO and 0.44% for XDNA.TO.

Portfolio Optimizer

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