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HHLE.TO vs. HTA.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HHLE.TO vs. HTA.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 Tech Achievers Growth & Income ETF (HTA.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, HHLE.TO achieves a -7.66% return, which is significantly lower than HTA.TO's 25.06% return.


HHLE.TO

1D
3.70%
1M
3.71%
YTD
-7.66%
6M
-6.48%
1Y
7.49%
3Y*
4.30%
5Y*
10Y*

HTA.TO

1D
-0.91%
1M
13.51%
YTD
25.06%
6M
25.58%
1Y
42.83%
3Y*
26.23%
5Y*
17.48%
10Y*
20.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HHLE.TO
Harvest Healthcare Leaders Enhanced Income ETF - Class A Units
-7.66%11.85%3.28%7.14%5.96%
HTA.TO
Harvest Tech Achievers Growth & Income ETF
25.06%12.42%23.53%52.86%-1.55%

Correlation

The correlation between HHLE.TO and HTA.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2022

0.31

The correlation between HHLE.TO and HTA.TO shifts across timeframes, from 0.17 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

HHLE.TO vs. HTA.TO - Sectors Allocation Comparison


Sectors
HHLE.TO
HTA.TO

Healthcare

100.0%

-

Basic Materials

-

-

Communication Services

-

9.9%

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

90.1%

Utilities

-

-

Healthcare

HHLE.TO
100.0%
HTA.TO

-

Basic Materials

HHLE.TO

-

HTA.TO

-

Communication Services

HHLE.TO

-

HTA.TO
9.9%

Consumer Cyclical

HHLE.TO

-

HTA.TO

-

Consumer Defensive

HHLE.TO

-

HTA.TO

-

Energy

HHLE.TO

-

HTA.TO

-

Financial Services

HHLE.TO

-

HTA.TO

-

Industrials

HHLE.TO

-

HTA.TO

-

Real Estate

HHLE.TO

-

HTA.TO

-

Technology

HHLE.TO

-

HTA.TO
90.1%

Utilities

HHLE.TO

-

HTA.TO

-

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Return for Risk

HHLE.TO vs. HTA.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: 1515
Overall Rank
HHLE.TO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HHLE.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
HHLE.TO Omega Ratio Rank: 1515
Omega Ratio Rank
HHLE.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
HHLE.TO Martin Ratio Rank: 1414
Martin Ratio Rank

HTA.TO
HTA.TO Risk / Return Rank: 6565
Overall Rank
HTA.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HTA.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
HTA.TO Omega Ratio Rank: 6767
Omega Ratio Rank
HTA.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
HTA.TO Martin Ratio Rank: 5757
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.

HHLE.TO vs. HTA.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 Tech Achievers Growth & Income ETF (HTA.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.TOHTA.TODifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-2.38

Omega ratioGain probability vs. loss probability

1.08

1.39

-0.31

Calmar ratioReturn relative to maximum drawdown

0.46

2.89

-2.43

Martin ratioReturn relative to average drawdown

1.14

9.84

-8.70

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

The current HHLE.TO Sharpe Ratio is 0.40, which is lower than the HTA.TO Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of HHLE.TO and HTA.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


HHLE.TOHTA.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

2.40

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.73

-0.40

Drawdowns

HHLE.TO vs. HTA.TO - Drawdown Comparison

The maximum HHLE.TO drawdown since its inception was -20.60%, smaller than the maximum HTA.TO drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for HHLE.TO and HTA.TO.


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Drawdown Indicators


HHLE.TOHTA.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.60%

-38.77%

+18.17%

Max Drawdown (1Y)

Largest decline over 1 year

-16.36%

-14.87%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-20.60%

-25.02%

+4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-11.71%

-1.84%

-9.87%

Average Drawdown

Average peak-to-trough decline

-6.56%

-8.23%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

4.36%

+2.25%

Volatility

HHLE.TO vs. HTA.TO - Volatility Comparison

Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.TO) has a higher volatility of 8.43% compared to Harvest Tech Achievers Growth & Income ETF (HTA.TO) at 5.80%. This indicates that HHLE.TO's price experiences larger fluctuations and is considered to be riskier than HTA.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.TOHTA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.43%

5.80%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

14.59%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

17.91%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

23.52%

-6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

23.08%

-6.35%

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

HHLE.TO has a 0.85% expense ratio, which is lower than HTA.TO's 0.99% expense ratio.


Dividends

HHLE.TO vs. HTA.TO - Dividend Comparison

HHLE.TO's dividend yield for the trailing twelve months is around 13.74%, more than HTA.TO's 7.77% yield.


PositionTTM20252024202320222021202020192018201720162015
HHLE.TO
Harvest Healthcare Leaders Enhanced Income ETF - Class A Units
13.74%12.01%11.76%10.81%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HTA.TO
Harvest Tech Achievers Growth & Income ETF
7.77%8.80%8.11%7.81%9.99%4.27%5.52%6.12%7.58%7.03%8.74%5.29%

Frequently Asked Questions


HHLE.TO and HTA.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HHLE.TO is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HHLE.TO is cheaper with a 0.85% expense ratio, compared with 0.99% for HTA.TO.

HHLE.TO is categorized as Health & Biotech Equities, while HTA.TO is Technology Equities. Their fees differ too: 0.85% for HHLE.TO and 0.99% for HTA.TO.

Portfolio Optimizer

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