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

HIG.TO vs. HHLE.TO

Last updated Jul 17, 2026
Documentation

HIG.TO (Brompton Global Healthcare Income & Growth ETF) and HHLE.TO (Harvest Healthcare Leaders Enhanced Income ETF - Class A Units) are both Health & Biotech Equities funds. Both are actively managed. Over the past 3 years, HIG.TO returned 4.12%/yr vs 6.50%/yr for HHLE.TO. A 0.67 correlation means they provide meaningful diversification when combined.

Performance

HIG.TO vs. HHLE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Healthcare Income & Growth ETF (HIG.TO) and Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.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, HIG.TO achieves a -2.36% return, which is significantly higher than HHLE.TO's -2.58% return.

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

1D
2.79%
1M
6.26%
6M
-4.43%
YTD
-2.58%
1Y
13.13%
3Y*
6.50%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022
HIG.TO
Brompton Global Healthcare Income & Growth ETF		-2.36%13.94%-0.33%-1.53%8.45%
HHLE.TO
Harvest Healthcare Leaders Enhanced Income ETF - Class A Units		-2.58%11.91%3.32%7.18%6.08%

Correlation

The correlation between HIG.TO and HHLE.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 HIG.TO and HHLE.TO shifts across timeframes, from 0.67 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Brompton Global Healthcare Income & Growth ETF

Harvest Healthcare Leaders Enhanced Income ETF - Class A Units

Often compared with HIG.TO:
HIG.TO vs. TDOC.TOHIG.TO vs. FHH.TOHIG.TO vs. HHL.TOHIG.TO vs. LONG.TOHIG.TO vs. BDIV.TOHIG.TO vs. BEPR.TOHIG.TO vs. BFIN.TO
Often compared with HHLE.TO:
HHLE.TO vs. LMAX.TOHHLE.TO vs. HHL.TOHHLE.TO vs. HDIF.TOHHLE.TO vs. ZUH.TOHHLE.TO vs. NVHE.TOHHLE.TO vs. XHC.TOHHLE.TO vs. HUTE.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HIG.TO
HIG.TO Risk / Return Rank: 1919
Overall Rank
HIG.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HIG.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
HIG.TO Omega Ratio Rank: 1919
Omega Ratio Rank
HIG.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
HIG.TO Martin Ratio Rank: 1818
Martin Ratio Rank
HHLE.TO
HHLE.TO Risk / Return Rank: 2222
Overall Rank
HHLE.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HHLE.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
HHLE.TO Omega Ratio Rank: 2323
Omega Ratio Rank
HHLE.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
HHLE.TO Martin Ratio Rank: 2020
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.

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

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Healthcare Income & Growth ETF (HIG.TO) and Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.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.

HIG.TOHHLE.TODifference
Sharpe ratioReturn per unit of total volatility
0.58
0.66

-0.09

Sortino ratioReturn per unit of downside risk
0.95
1.13

-0.18

Omega ratioGain probability vs. loss probability

1.11

1.13

-0.02

Calmar ratioReturn relative to maximum drawdown

0.60

0.81

-0.21

Martin ratioReturn relative to average drawdown

1.41

1.80

-0.39

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

The current HIG.TO Sharpe Ratio is 0.58, which is comparable to the HHLE.TO Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of HIG.TO and HHLE.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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Drawdowns

HIG.TO vs. HHLE.TO - Drawdown Comparison

The maximum HIG.TO drawdown since its inception was -31.83%, which is greater than HHLE.TO's maximum drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for HIG.TO and HHLE.TO.

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Drawdown Indicators

HIG.TOHHLE.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-20.52%

-11.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-16.30%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-14.18%

-20.52%

+6.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

—

—

Current Drawdown

Current decline from peak

-6.98%

-6.80%

-0.18%

Average Drawdown

Average peak-to-trough decline

-8.17%

-6.63%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

7.30%

-1.27%

Volatility

HIG.TO vs. HHLE.TO - Volatility Comparison

The current volatility for Brompton Global Healthcare Income & Growth ETF (HIG.TO) is 6.38%, while Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.TO) has a volatility of 7.33%. This indicates that HIG.TO experiences smaller price fluctuations and is considered to be less risky than HHLE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HIG.TOHHLE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

7.33%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

15.04%

-3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

19.84%

-5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

16.93%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

16.93%

+0.44%

Dividends

HIG.TO vs. HHLE.TO - Dividend Comparison

HIG.TO's dividend yield for the trailing twelve months is around 8.91%, less than HHLE.TO's 13.23% yield.

PositionTTM20252024202320222021202020192018201720162015
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

HIG.TO and HHLE.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: Brompton and Harvest.

Portfolio Optimizer

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