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

HHL.TO vs. XUS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Harvest Healthcare Leaders Income ETF (HHL.TO) and iShares Core S&P 500 Index ETF (XUS.TO).

HHL.TO and XUS.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HHL.TO is an actively managed fund by Harvest. It was launched on Mar 10, 2020. XUS.TO is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Apr 10, 2013.

Performance

HHL.TO vs. XUS.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 Core S&P 500 Index ETF (XUS.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
HHL.TO
Harvest Healthcare Leaders Income ETF		-7.66%10.47%3.87%6.74%1.28%23.97%5.28%14.05%2.14%13.62%
XUS.TO
iShares Core S&P 500 Index ETF		-3.09%12.19%35.16%23.31%-12.59%27.20%15.56%24.57%3.31%13.56%

Returns By Period

In the year-to-date period, HHL.TO achieves a -7.66% return, which is significantly lower than XUS.TO's -3.09% return. Over the past 10 years, HHL.TO has underperformed XUS.TO with an annualized return of 7.30%, while XUS.TO has yielded a comparatively higher 14.42% annualized 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%

XUS.TO

1D
2.80%
1M
-3.10%
YTD
-3.09%
6M
-1.89%
1Y
13.65%
3Y*
19.14%
5Y*
13.75%
10Y*
14.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Harvest Healthcare Leaders Income ETF

iShares Core S&P 500 Index ETF

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Often compared with XUS.TO:
XUS.TO vs. XSP.TOXUS.TO vs. XEQT.TOXUS.TO vs. XUU.TOXUS.TO vs. ZSP.TOXUS.TO vs. VOOXUS.TO vs. XEF.TOXUS.TO vs. HXS.TO

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

HHL.TO has a 0.85% expense ratio, which is higher than XUS.TO's 0.09% expense ratio.

HHL.TO
Harvest Healthcare Leaders Income ETF
XUS.TO
iShares Core S&P 500 Index ETF

Return for Risk

HHL.TO vs. XUS.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
XUS.TO
XUS.TO Risk / Return Rank: 4848
Overall Rank
XUS.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XUS.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
XUS.TO Omega Ratio Rank: 4949
Omega Ratio Rank
XUS.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XUS.TO Martin Ratio Rank: 5050
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. XUS.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 Core S&P 500 Index ETF (XUS.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.TOXUS.TODifference

Sharpe ratio

Return per unit of total volatility

-0.19

0.75

-0.94

Sortino ratio

Return per unit of downside risk

-0.15

1.13

-1.27

Omega ratio

Gain probability vs. loss probability

0.98

1.18

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.22

1.19

-1.41

Martin ratio

Return relative to average drawdown

-0.42

4.47

-4.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current HHL.TO Sharpe Ratio is -0.19, which is lower than the XUS.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HHL.TO and XUS.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.TOXUS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

0.75

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.93

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.88

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

1.01

-0.67

Correlation

The correlation between HHL.TO and XUS.TO is 0.50, 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. XUS.TO - Dividend Comparison

HHL.TO's dividend yield for the trailing twelve months is around 10.30%, more than XUS.TO's 1.30% 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%
XUS.TO
iShares Core S&P 500 Index ETF		1.30%1.26%1.03%1.22%1.38%0.99%1.35%2.02%1.77%1.48%1.66%1.70%

Drawdowns

HHL.TO vs. XUS.TO - Drawdown Comparison

The maximum HHL.TO drawdown since its inception was -26.70%, roughly equal to the maximum XUS.TO drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for HHL.TO and XUS.TO.

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Drawdown Indicators

HHL.TOXUS.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.70%

-27.23%

+0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-12.50%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

-21.85%

+5.84%

Max Drawdown (10Y)

Largest decline over 10 years

-26.70%

-27.23%

+0.53%

Current Drawdown

Current decline from peak

-10.68%

-6.07%

-4.61%

Average Drawdown

Average peak-to-trough decline

-6.17%

-3.49%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

3.33%

+2.24%

Volatility

HHL.TO vs. XUS.TO - Volatility Comparison

The current volatility for Harvest Healthcare Leaders Income ETF (HHL.TO) is 3.96%, while iShares Core S&P 500 Index ETF (XUS.TO) has a volatility of 5.14%. This indicates that HHL.TO experiences smaller price fluctuations and is considered to be less risky than XUS.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.TOXUS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

5.14%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

9.38%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

18.33%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.84%

14.93%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

16.49%

-0.77%