PortfoliosLab logoPortfoliosLab logo
HLIF.TO vs. XYLP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLIF.TO vs. XYLP.L - 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 Global X S&P 500 Covered Call UCITS ETF (XYLP.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HLIF.TO vs. XYLP.L - Yearly Performance Comparison


2026 (YTD)202520242023
HLIF.TO
Harvest Canadian Equity Income Leaders ETF Class A
8.54%25.43%17.21%1.92%
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
-1.40%1.40%27.10%1.14%
Different Trading Currencies

HLIF.TO is traded in CAD, while XYLP.L is traded in GBP. To make them comparable, the XYLP.L values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HLIF.TO achieves a 8.54% return, which is significantly higher than XYLP.L's -1.40% return.


HLIF.TO

1D
0.63%
1M
-0.08%
YTD
8.54%
6M
16.08%
1Y
32.42%
3Y*
17.88%
5Y*
10Y*

XYLP.L

1D
0.95%
1M
-1.94%
YTD
-1.40%
6M
2.33%
1Y
4.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HLIF.TO vs. XYLP.L - Expense Ratio Comparison

HLIF.TO has a 0.79% expense ratio, which is higher than XYLP.L's 0.45% expense ratio.


Return for Risk

HLIF.TO vs. XYLP.L — 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: 9797
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: 9494
Calmar Ratio Rank
HLIF.TO Martin Ratio Rank: 9898
Martin Ratio Rank

XYLP.L
XYLP.L Risk / Return Rank: 2424
Overall Rank
XYLP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XYLP.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XYLP.L Omega Ratio Rank: 2626
Omega Ratio Rank
XYLP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
XYLP.L Martin Ratio Rank: 2323
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. XYLP.L - 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 Global X S&P 500 Covered Call UCITS ETF (XYLP.L). 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.TOXYLP.LDifference

Sharpe ratio

Return per unit of total volatility

3.42

0.33

+3.09

Sortino ratio

Return per unit of downside risk

4.29

0.52

+3.78

Omega ratio

Gain probability vs. loss probability

1.79

1.08

+0.70

Calmar ratio

Return relative to maximum drawdown

3.89

0.36

+3.52

Martin ratio

Return relative to average drawdown

23.88

1.37

+22.51

HLIF.TO vs. XYLP.L - Sharpe Ratio Comparison

The current HLIF.TO Sharpe Ratio is 3.42, which is higher than the XYLP.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of HLIF.TO and XYLP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HLIF.TOXYLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.42

0.33

+3.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.89

+0.44

Correlation

The correlation between HLIF.TO and XYLP.L is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HLIF.TO vs. XYLP.L - Dividend Comparison

HLIF.TO's dividend yield for the trailing twelve months is around 5.56%, less than XYLP.L's 8.04% yield.


TTM2025202420232022
HLIF.TO
Harvest Canadian Equity Income Leaders ETF Class A
5.56%6.26%7.33%7.96%3.91%
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
8.04%9.01%6.22%3.98%0.00%

Drawdowns

HLIF.TO vs. XYLP.L - Drawdown Comparison

The maximum HLIF.TO drawdown since its inception was -11.12%, smaller than the maximum XYLP.L drawdown of -17.32%. Use the drawdown chart below to compare losses from any high point for HLIF.TO and XYLP.L.


Loading graphics...

Drawdown Indicators


HLIF.TOXYLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.12%

-19.30%

+8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-8.89%

+0.41%

Current Drawdown

Current decline from peak

-0.46%

-7.44%

+6.98%

Average Drawdown

Average peak-to-trough decline

-2.10%

-5.02%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

2.80%

-1.42%

Volatility

HLIF.TO vs. XYLP.L - Volatility Comparison

Harvest Canadian Equity Income Leaders ETF Class A (HLIF.TO) and Global X S&P 500 Covered Call UCITS ETF (XYLP.L) have volatilities of 3.11% and 3.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HLIF.TOXYLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

3.22%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

5.47%

6.41%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

9.54%

13.40%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.58%

10.86%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.58%

10.86%

-0.28%