HLIF.TO vs. LLHE.TO
HLIF.TO (Harvest Canadian Equity Income Leaders ETF Class A) and LLHE.TO (Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units) are both Derivative Income funds from Harvest. Both are actively managed. Over the past year, HLIF.TO returned 36.13% vs 49.98% for LLHE.TO. At a 0.25 correlation, their price movements are largely independent. HLIF.TO charges 0.79%/yr vs 0.40%/yr for LLHE.TO.
Performance
HLIF.TO vs. LLHE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HLIF.TO achieves a 15.41% return, which is significantly higher than LLHE.TO's 3.96% return.
HLIF.TO
- 1D
- -0.32%
- 1M
- 3.60%
- YTD
- 15.41%
- 6M
- 16.85%
- 1Y
- 36.13%
- 3Y*
- 19.93%
- 5Y*
- —
- 10Y*
- —
LLHE.TO
- 1D
- 1.73%
- 1M
- 14.44%
- YTD
- 3.96%
- 6M
- 8.11%
- 1Y
- 49.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HLIF.TO vs. LLHE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
HLIF.TO Harvest Canadian Equity Income Leaders ETF Class A | 15.41% | 25.43% | 7.51% |
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 3.96% | 29.60% | -16.36% |
Correlation
The correlation between HLIF.TO and LLHE.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024 | 0.25 |
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Return for Risk
HLIF.TO vs. LLHE.TO — Risk / Return Rank
HLIF.TO
LLHE.TO
HLIF.TO vs. LLHE.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 Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.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.TO | LLHE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.05 | ||
| Sortino ratioReturn per unit of downside risk | +6.15 | ||
| Omega ratioGain probability vs. loss probability | 2.10 | 1.25 | +0.85 |
| Calmar ratioReturn relative to maximum drawdown | 11.74 | 2.00 | +9.74 |
| Martin ratioReturn relative to average drawdown | 60.41 | 5.13 | +55.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HLIF.TO | LLHE.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.30 | 1.25 | +4.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.45 | 0.17 | +1.28 |
Drawdowns
HLIF.TO vs. LLHE.TO - Drawdown Comparison
The maximum HLIF.TO drawdown since its inception was -11.12%, smaller than the maximum LLHE.TO drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for HLIF.TO and LLHE.TO.
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Drawdown Indicators
| HLIF.TO | LLHE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.12% | -37.80% | +26.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -25.14% | +22.05% |
Max Drawdown (3Y)Largest decline over 3 years | -9.96% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -2.88% | +2.56% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -13.72% | +11.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 9.78% | -9.18% |
Volatility
HLIF.TO vs. LLHE.TO - Volatility Comparison
The current volatility for Harvest Canadian Equity Income Leaders ETF Class A (HLIF.TO) is 2.17%, while Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) has a volatility of 8.63%. This indicates that HLIF.TO experiences smaller price fluctuations and is considered to be less risky than LLHE.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.TO | LLHE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 8.63% | -6.46% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 28.97% | -23.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 40.18% | -33.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.47% | 41.78% | -31.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.47% | 41.78% | -31.31% |
HLIF.TO vs. LLHE.TO - Expense Ratio Comparison
HLIF.TO has a 0.79% expense ratio, which is higher than LLHE.TO's 0.40% expense ratio.
Dividends
HLIF.TO vs. LLHE.TO - Dividend Comparison
HLIF.TO's dividend yield for the trailing twelve months is around 6.07%, less than LLHE.TO's 21.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HLIF.TO Harvest Canadian Equity Income Leaders ETF Class A | 6.07% | 6.26% | 7.33% | 7.96% | 3.91% |
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 21.31% | 20.89% | 7.40% | 0.00% | 0.00% |
Frequently Asked Questions
HLIF.TO and LLHE.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LLHE.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LLHE.TO is cheaper with a 0.40% expense ratio, compared with 0.79% for HLIF.TO.
Their fees differ too: 0.79% for HLIF.TO and 0.40% for LLHE.TO.
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