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

Performance

HHLE.TO vs. XHC.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 iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
HHLE.TO
Harvest Healthcare Leaders Enhanced Income ETF - Class A Units
-9.04%11.85%3.28%7.14%5.96%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
-4.13%10.91%1.22%2.14%4.08%

Returns By Period

In the year-to-date period, HHLE.TO achieves a -9.04% return, which is significantly lower than XHC.TO's -4.13% return.


HHLE.TO

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

XHC.TO

1D
2.00%
1M
-7.56%
YTD
-4.13%
6M
5.87%
1Y
1.51%
3Y*
3.80%
5Y*
4.70%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HHLE.TO has a 0.85% expense ratio, which is higher than XHC.TO's 0.66% expense ratio.


Return for Risk

HHLE.TO vs. XHC.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

XHC.TO
XHC.TO Risk / Return Rank: 1414
Overall Rank
XHC.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XHC.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
XHC.TO Omega Ratio Rank: 1414
Omega Ratio Rank
XHC.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
XHC.TO Martin Ratio Rank: 1515
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. XHC.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 iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.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.TOXHC.TODifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.09

-0.30

Sortino ratio

Return per unit of downside risk

-0.15

0.25

-0.40

Omega ratio

Gain probability vs. loss probability

0.98

1.03

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.27

0.17

-0.44

Martin ratio

Return relative to average drawdown

-0.51

0.32

-0.83

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

The current HHLE.TO Sharpe Ratio is -0.21, which is lower than the XHC.TO Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of HHLE.TO and XHC.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


HHLE.TOXHC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.09

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.69

-0.36

Correlation

The correlation between HHLE.TO and XHC.TO is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HHLE.TO vs. XHC.TO - Dividend Comparison

HHLE.TO's dividend yield for the trailing twelve months is around 12.36%, more than XHC.TO's 1.95% yield.


TTM20252024202320222021202020192018201720162015
HHLE.TO
Harvest Healthcare Leaders Enhanced Income ETF - Class A Units
12.36%12.01%11.76%10.81%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
1.95%1.87%4.42%2.38%0.84%0.79%0.96%1.07%1.68%1.14%1.63%2.15%

Drawdowns

HHLE.TO vs. XHC.TO - Drawdown Comparison

The maximum HHLE.TO drawdown since its inception was -20.60%, smaller than the maximum XHC.TO drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for HHLE.TO and XHC.TO.


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Drawdown Indicators


HHLE.TOXHC.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.60%

-27.28%

+6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-9.85%

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

Current Drawdown

Current decline from peak

-13.04%

-8.30%

-4.74%

Average Drawdown

Average peak-to-trough decline

-6.23%

-4.80%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.29%

5.22%

+2.07%

Volatility

HHLE.TO vs. XHC.TO - Volatility Comparison

Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.TO) has a higher volatility of 5.48% compared to iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) at 4.89%. This indicates that HHLE.TO's price experiences larger fluctuations and is considered to be riskier than XHC.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.TOXHC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

4.89%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

10.44%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

21.24%

17.41%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

13.69%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

15.72%

+0.50%