PortfoliosLab logoPortfoliosLab logo
HHLE.TO vs. HHIC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHLE.TO vs. HHIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.TO) and Harvest Canadian High Income Shares ETF (HHIC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HHLE.TO vs. HHIC.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HHLE.TO achieves a -9.04% return, which is significantly lower than HHIC.TO's 9.05% return.


HHLE.TO

1D
0.98%
1M
-10.39%
YTD
-9.04%
6M
1.48%
1Y
-4.53%
3Y*
4.43%
5Y*
10Y*

HHIC.TO

1D
0.77%
1M
-2.59%
YTD
9.05%
6M
15.30%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HHLE.TO vs. HHIC.TO - Expense Ratio Comparison

HHLE.TO has a 0.85% expense ratio, which is higher than HHIC.TO's 0.40% expense ratio.


Return for Risk

HHLE.TO vs. HHIC.TO — Risk / Return Rank

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

HHLE.TO
HHLE.TO Risk / Return Rank: 88
Overall Rank
HHLE.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
HHLE.TO Sortino Ratio Rank: 77
Sortino Ratio Rank
HHLE.TO Omega Ratio Rank: 77
Omega Ratio Rank
HHLE.TO Calmar Ratio Rank: 88
Calmar Ratio Rank
HHLE.TO Martin Ratio Rank: 88
Martin Ratio Rank

HHIC.TO
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.

HHLE.TO vs. HHIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.TO) and Harvest Canadian High Income Shares ETF (HHIC.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.


HHLE.TOHHIC.TODifference

Sharpe ratio

Return per unit of total volatility

-0.21

Sortino ratio

Return per unit of downside risk

-0.15

Omega ratio

Gain probability vs. loss probability

0.98

Calmar ratio

Return relative to maximum drawdown

-0.27

Martin ratio

Return relative to average drawdown

-0.51

HHLE.TO vs. HHIC.TO - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


HHLE.TOHHIC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

2.79

-2.46

Correlation

The correlation between HHLE.TO and HHIC.TO is 0.20, 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

HHLE.TO vs. HHIC.TO - Dividend Comparison

HHLE.TO's dividend yield for the trailing twelve months is around 12.36%, more than HHIC.TO's 6.85% yield.


TTM2025202420232022
HHLE.TO
Harvest Healthcare Leaders Enhanced Income ETF - Class A Units
12.36%12.01%11.76%10.81%1.73%
HHIC.TO
Harvest Canadian High Income Shares ETF
6.85%4.77%0.00%0.00%0.00%

Drawdowns

HHLE.TO vs. HHIC.TO - Drawdown Comparison

The maximum HHLE.TO drawdown since its inception was -20.60%, which is greater than HHIC.TO's maximum drawdown of -7.26%. Use the drawdown chart below to compare losses from any high point for HHLE.TO and HHIC.TO.


Loading graphics...

Drawdown Indicators


HHLE.TOHHIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.60%

-7.26%

-13.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

Current Drawdown

Current decline from peak

-13.04%

-4.18%

-8.86%

Average Drawdown

Average peak-to-trough decline

-6.23%

-1.31%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.29%

Volatility

HHLE.TO vs. HHIC.TO - Volatility Comparison


Loading graphics...

Volatility by Period


HHLE.TOHHIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.24%

17.25%

+3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

17.25%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

17.25%

-1.03%