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

Performance

HLIF.TO vs. HTA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Canadian Equity Income Leaders ETF Class A (HLIF.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, HLIF.TO achieves a 16.43% return, which is significantly lower than HTA.TO's 25.06% return.


HLIF.TO

1D
0.88%
1M
3.87%
YTD
16.43%
6M
17.14%
1Y
37.75%
3Y*
20.24%
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)

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


2026 (YTD)2025202420232022
HLIF.TO
Harvest Canadian Equity Income Leaders ETF Class A
16.43%25.43%17.21%6.13%-2.86%
HTA.TO
Harvest Tech Achievers Growth & Income ETF
25.06%12.42%23.53%52.86%-3.74%

Correlation

The correlation between HLIF.TO and HTA.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2022

0.35

The correlation between HLIF.TO and HTA.TO shifts across timeframes, from 0.18 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HLIF.TO vs. HTA.TO — Risk / Return Rank

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

HLIF.TO
HLIF.TO Risk / Return Rank: 9898
Overall Rank
HLIF.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HLIF.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HLIF.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HLIF.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
HLIF.TO Martin Ratio Rank: 9898
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.

HLIF.TO vs. HTA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Canadian Equity Income Leaders ETF Class A (HLIF.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.


HLIF.TOHTA.TODifference
Sharpe ratioReturn per unit of total volatility

+3.11

Sortino ratioReturn per unit of downside risk

+5.15

Omega ratioGain probability vs. loss probability

2.16

1.39

+0.76

Calmar ratioReturn relative to maximum drawdown

12.27

2.89

+9.38

Martin ratioReturn relative to average drawdown

63.13

9.84

+53.29

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

The current HLIF.TO Sharpe Ratio is 5.52, which is higher than the HTA.TO Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of HLIF.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


HLIF.TOHTA.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.52

2.40

+3.11

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

1.47

0.73

+0.74

Drawdowns

HLIF.TO vs. HTA.TO - Drawdown Comparison

The maximum HLIF.TO drawdown since its inception was -11.12%, smaller than the maximum HTA.TO drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for HLIF.TO and HTA.TO.


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Drawdown Indicators


HLIF.TOHTA.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.12%

-38.77%

+27.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-14.87%

+11.78%

Max Drawdown (3Y)

Largest decline over 3 years

-9.96%

-25.02%

+15.06%

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

0.00%

-1.84%

+1.84%

Average Drawdown

Average peak-to-trough decline

-2.02%

-8.23%

+6.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

4.36%

-3.76%

Volatility

HLIF.TO vs. HTA.TO - Volatility Comparison

The current volatility for Harvest Canadian Equity Income Leaders ETF Class A (HLIF.TO) is 2.24%, while Harvest Tech Achievers Growth & Income ETF (HTA.TO) has a volatility of 5.80%. This indicates that HLIF.TO experiences smaller price fluctuations and is considered to be less risky 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


HLIF.TOHTA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.24%

5.80%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

5.77%

14.59%

-8.82%

Volatility (1Y)

Calculated over the trailing 1-year period

6.89%

17.91%

-11.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.48%

23.52%

-13.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.48%

23.08%

-12.60%

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

HLIF.TO has a 0.79% expense ratio, which is lower than HTA.TO's 0.99% expense ratio.


Dividends

HLIF.TO vs. HTA.TO - Dividend Comparison

HLIF.TO's dividend yield for the trailing twelve months is around 6.02%, less than HTA.TO's 7.77% yield.


PositionTTM20252024202320222021202020192018201720162015
HLIF.TO
Harvest Canadian Equity Income Leaders ETF Class A
6.02%6.26%7.33%7.96%3.91%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


HLIF.TO and HTA.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HLIF.TO is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HLIF.TO is cheaper with a 0.79% expense ratio, compared with 0.99% for HTA.TO.

HLIF.TO is categorized as Derivative Income, while HTA.TO is Technology Equities. Their fees differ too: 0.79% for HLIF.TO and 0.99% for HTA.TO.

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