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

Performance

HHL.TO vs. ZEB.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 BMO Equal Weight Banks Index ETF (ZEB.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
HHL.TO
Harvest Healthcare Leaders Income ETF
-5.39%10.47%3.87%6.74%1.28%23.97%5.28%14.05%2.14%13.62%
ZEB.TO
BMO Equal Weight Banks Index ETF
3.26%43.43%24.58%10.87%-10.38%39.38%3.52%16.06%-8.85%14.26%

Returns By Period

In the year-to-date period, HHL.TO achieves a -5.39% return, which is significantly lower than ZEB.TO's 3.26% return. Over the past 10 years, HHL.TO has underperformed ZEB.TO with an annualized return of 7.56%, while ZEB.TO has yielded a comparatively higher 14.72% annualized return.


HHL.TO

1D
0.71%
1M
-5.58%
YTD
-5.39%
6M
0.09%
1Y
0.94%
3Y*
5.34%
5Y*
7.11%
10Y*
7.56%

ZEB.TO

1D
1.32%
1M
-3.25%
YTD
3.26%
6M
15.57%
1Y
54.03%
3Y*
26.17%
5Y*
17.10%
10Y*
14.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HHL.TO has a 0.85% expense ratio, which is higher than ZEB.TO's 0.25% expense ratio.


Return for Risk

HHL.TO vs. ZEB.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: 1212
Overall Rank
HHL.TO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HHL.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
HHL.TO Omega Ratio Rank: 1212
Omega Ratio Rank
HHL.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
HHL.TO Martin Ratio Rank: 1111
Martin Ratio Rank

ZEB.TO
ZEB.TO Risk / Return Rank: 9898
Overall Rank
ZEB.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ZEB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ZEB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
ZEB.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
ZEB.TO Martin Ratio Rank: 9898
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. ZEB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Healthcare Leaders Income ETF (HHL.TO) and BMO Equal Weight Banks Index ETF (ZEB.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.TOZEB.TODifference

Sharpe ratio

Return per unit of total volatility

0.06

4.06

-4.00

Sortino ratio

Return per unit of downside risk

0.19

5.16

-4.97

Omega ratio

Gain probability vs. loss probability

1.03

1.79

-0.77

Calmar ratio

Return relative to maximum drawdown

-0.07

6.41

-6.48

Martin ratio

Return relative to average drawdown

-0.15

24.68

-24.84

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

The current HHL.TO Sharpe Ratio is 0.06, which is lower than the ZEB.TO Sharpe Ratio of 4.06. The chart below compares the historical Sharpe Ratios of HHL.TO and ZEB.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.TOZEB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

4.06

-4.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.30

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.88

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.83

-0.47

Correlation

The correlation between HHL.TO and ZEB.TO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HHL.TO vs. ZEB.TO - Dividend Comparison

HHL.TO's dividend yield for the trailing twelve months is around 10.14%, more than ZEB.TO's 2.91% yield.


TTM20252024202320222021202020192018201720162015
HHL.TO
Harvest Healthcare Leaders Income ETF
10.14%9.36%9.27%8.71%8.51%7.91%9.02%8.65%9.00%8.45%8.83%8.19%
ZEB.TO
BMO Equal Weight Banks Index ETF
2.91%2.95%3.98%4.75%4.29%3.13%4.15%3.65%3.64%3.02%3.19%3.70%

Drawdowns

HHL.TO vs. ZEB.TO - Drawdown Comparison

The maximum HHL.TO drawdown since its inception was -26.70%, smaller than the maximum ZEB.TO drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for HHL.TO and ZEB.TO.


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Drawdown Indicators


HHL.TOZEB.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.70%

-39.69%

+12.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-8.44%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

-25.97%

+9.96%

Max Drawdown (10Y)

Largest decline over 10 years

-26.70%

-39.69%

+12.99%

Current Drawdown

Current decline from peak

-8.49%

-4.62%

-3.87%

Average Drawdown

Average peak-to-trough decline

-6.17%

-5.70%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

2.19%

+2.98%

Volatility

HHL.TO vs. ZEB.TO - Volatility Comparison

The current volatility for Harvest Healthcare Leaders Income ETF (HHL.TO) is 4.50%, while BMO Equal Weight Banks Index ETF (ZEB.TO) has a volatility of 5.93%. This indicates that HHL.TO experiences smaller price fluctuations and is considered to be less risky than ZEB.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.TOZEB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

5.93%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

10.04%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

13.39%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

13.25%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

16.83%

-1.11%