HLIF.TO vs. YCST.NEO
HLIF.TO (Harvest Canadian Equity Income Leaders ETF Class A) and YCST.NEO (Costco (COST) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, HLIF.TO returned 36.13% vs -7.85% for YCST.NEO. At a 0.09 correlation, their price movements are largely independent. HLIF.TO charges 0.79%/yr vs 0.40%/yr for YCST.NEO.
Performance
HLIF.TO vs. YCST.NEO - 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 YCST.NEO's 12.72% return.
HLIF.TO
- 1D
- -0.32%
- 1M
- 3.60%
- YTD
- 15.41%
- 6M
- 16.85%
- 1Y
- 36.13%
- 3Y*
- 19.93%
- 5Y*
- —
- 10Y*
- —
YCST.NEO
- 1D
- 0.77%
- 1M
- -5.63%
- YTD
- 12.72%
- 6M
- 5.30%
- 1Y
- -7.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HLIF.TO vs. YCST.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HLIF.TO Harvest Canadian Equity Income Leaders ETF Class A | 15.41% | 24.67% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 12.72% | -16.43% |
Correlation
The correlation between HLIF.TO and YCST.NEO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.09 |
The correlation between HLIF.TO and YCST.NEO shifts across timeframes, from -0.05 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HLIF.TO vs. YCST.NEO — Risk / Return Rank
HLIF.TO
YCST.NEO
HLIF.TO vs. YCST.NEO - 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 Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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 | YCST.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.68 | ||
| Sortino ratioReturn per unit of downside risk | +8.34 | ||
| Omega ratioGain probability vs. loss probability | 2.10 | 0.95 | +1.15 |
| Calmar ratioReturn relative to maximum drawdown | 11.74 | -0.40 | +12.15 |
| Martin ratioReturn relative to average drawdown | 60.41 | -0.81 | +61.22 |
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 | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.30 | -0.38 | +5.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.45 | -0.18 | +1.63 |
Drawdowns
HLIF.TO vs. YCST.NEO - Drawdown Comparison
The maximum HLIF.TO drawdown since its inception was -11.12%, smaller than the maximum YCST.NEO drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for HLIF.TO and YCST.NEO.
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Drawdown Indicators
| HLIF.TO | YCST.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.12% | -19.70% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -19.54% | +16.45% |
Max Drawdown (3Y)Largest decline over 3 years | -9.96% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -12.62% | +12.30% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -8.56% | +6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 9.91% | -9.31% |
Volatility
HLIF.TO vs. YCST.NEO - Volatility Comparison
The current volatility for Harvest Canadian Equity Income Leaders ETF Class A (HLIF.TO) is 2.17%, while Costco (COST) Yield Shares Purpose ETF (YCST.NEO) has a volatility of 10.33%. This indicates that HLIF.TO experiences smaller price fluctuations and is considered to be less risky than YCST.NEO 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 | YCST.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 10.33% | -8.16% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 16.64% | -10.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 20.54% | -13.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.47% | 25.22% | -14.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.47% | 25.22% | -14.75% |
HLIF.TO vs. YCST.NEO - Expense Ratio Comparison
HLIF.TO has a 0.79% expense ratio, which is higher than YCST.NEO's 0.40% expense ratio.
Dividends
HLIF.TO vs. YCST.NEO - Dividend Comparison
HLIF.TO's dividend yield for the trailing twelve months is around 6.07%, less than YCST.NEO's 14.01% 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% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 14.01% | 10.21% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HLIF.TO and YCST.NEO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YCST.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YCST.NEO is cheaper with a 0.40% expense ratio, compared with 0.79% for HLIF.TO.
They also come from different issuers: Harvest and Purpose Investments. Their fees differ too: 0.79% for HLIF.TO and 0.40% for YCST.NEO.
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