HHLE.TO vs. HIG.TO
HHLE.TO (Harvest Healthcare Leaders Enhanced Income ETF - Class A Units) and HIG.TO (Brompton Global Healthcare Income & Growth ETF) are both Health & Biotech Equities funds. Both are actively managed. Over the past 3 years, HHLE.TO returned 6.50%/yr vs 4.12%/yr for HIG.TO. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
HHLE.TO vs. HIG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HHLE.TO achieves a -2.58% return, which is significantly lower than HIG.TO's -2.36% return.
HHLE.TO
- 1D
- 2.79%
- 1M
- 6.26%
- 6M
- -4.43%
- YTD
- -2.58%
- 1Y
- 13.13%
- 3Y*
- 6.50%
- 5Y*
- —
- 10Y*
- —
HIG.TO
- 1D
- 1.09%
- 1M
- 3.25%
- 6M
- -3.82%
- YTD
- -2.36%
- 1Y
- 8.50%
- 3Y*
- 4.12%
- 5Y*
- 0.89%
- 10Y*
- 5.34%
HHLE.TO vs. HIG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HHLE.TO Harvest Healthcare Leaders Enhanced Income ETF - Class A Units | -2.58% | 11.91% | 3.32% | 7.18% | 6.08% |
HIG.TO Brompton Global Healthcare Income & Growth ETF | -2.36% | 13.94% | -0.33% | -1.53% | 8.45% |
Correlation
The correlation between HHLE.TO and HIG.TO is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2022 | 0.67 |
The correlation between HHLE.TO and HIG.TO shifts across timeframes, from 0.67 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
HHLE.TO vs. HIG.TO — Risk / Return Rank
HHLE.TO
HIG.TO
HHLE.TO vs. HIG.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 Brompton Global Healthcare Income & Growth ETF (HIG.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.
| HHLE.TO | HIG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.60 | +0.21 |
| Martin ratioReturn relative to average drawdown | 1.80 | 1.41 | +0.39 |
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Drawdowns
HHLE.TO vs. HIG.TO - Drawdown Comparison
The maximum HHLE.TO drawdown since its inception was -20.52%, smaller than the maximum HIG.TO drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for HHLE.TO and HIG.TO.
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Drawdown Indicators
| HHLE.TO | HIG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.52% | -31.83% | +11.31% |
Max Drawdown (1Y)Largest decline over 1 year | -16.30% | -14.18% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -20.52% | -14.18% | -6.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.83% | — |
Current DrawdownCurrent decline from peak | -6.80% | -6.98% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -8.17% | +1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.30% | 6.03% | +1.27% |
Volatility
HHLE.TO vs. HIG.TO - Volatility Comparison
Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.TO) has a higher volatility of 7.33% compared to Brompton Global Healthcare Income & Growth ETF (HIG.TO) at 6.38%. This indicates that HHLE.TO's price experiences larger fluctuations and is considered to be riskier than HIG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HHLE.TO | HIG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 6.38% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.04% | 11.19% | +3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.84% | 14.80% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 15.17% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 17.37% | -0.44% |
Dividends
HHLE.TO vs. HIG.TO - Dividend Comparison
HHLE.TO's dividend yield for the trailing twelve months is around 13.23%, more than HIG.TO's 8.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HHLE.TO Harvest Healthcare Leaders Enhanced Income ETF - Class A Units | 13.23% | 12.06% | 11.80% | 10.85% | 1.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HIG.TO Brompton Global Healthcare Income & Growth ETF | 8.91% | 8.32% | 8.71% | 8.03% | 6.97% | 5.29% | 6.22% | 6.12% | 7.11% | 6.43% | 6.47% | 1.80% |
Frequently Asked Questions
HHLE.TO and HIG.TO have a correlation of 0.78, 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 Brompton.
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