HPF.TO vs. HHIS.TO
HPF.TO (Harvest Energy Leaders Income ETF Class A CAD Hedged) and HHIS.TO (Harvest Diversified High Income Shares ETF) are both exchange-traded funds - HPF.TO is a Energy Equities fund actively managed by Harvest, while HHIS.TO is a Derivative Income fund actively managed by Harvest. Both are actively managed. Over the past year, HPF.TO returned 37.02% vs 17.49% for HHIS.TO. At a 0.04 correlation, their price movements are largely independent.
Performance
HPF.TO vs. HHIS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HPF.TO achieves a 28.72% return, which is significantly higher than HHIS.TO's 9.52% return.
HPF.TO
- 1D
- -0.80%
- 1M
- 2.08%
- 6M
- 22.63%
- YTD
- 28.72%
- 1Y
- 37.02%
- 3Y*
- 14.19%
- 5Y*
- 16.67%
- 10Y*
- 5.03%
HHIS.TO
- 1D
- 0.70%
- 1M
- 1.38%
- 6M
- 6.98%
- YTD
- 9.52%
- 1Y
- 17.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HPF.TO vs. HHIS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HPF.TO Harvest Energy Leaders Income ETF Class A CAD Hedged | 28.72% | 2.61% |
HHIS.TO Harvest Diversified High Income Shares ETF | 9.52% | 24.70% |
Correlation
The correlation between HPF.TO and HHIS.TO is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2025 | 0.04 |
The correlation between HPF.TO and HHIS.TO shifts across timeframes, from -0.15 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HPF.TO vs. HHIS.TO — Risk / Return Rank
HPF.TO
HHIS.TO
HPF.TO vs. HHIS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Energy Leaders Income ETF Class A CAD Hedged (HPF.TO) and Harvest Diversified High Income Shares ETF (HHIS.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.
| HPF.TO | HHIS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.14 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 0.72 | +2.38 |
| Martin ratioReturn relative to average drawdown | 9.15 | 1.75 | +7.40 |
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Drawdowns
HPF.TO vs. HHIS.TO - Drawdown Comparison
The maximum HPF.TO drawdown since its inception was -72.97%, which is greater than HHIS.TO's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for HPF.TO and HHIS.TO.
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Drawdown Indicators
| HPF.TO | HHIS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.97% | -31.83% | -41.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -24.43% | +12.42% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -69.11% | — | — |
Current DrawdownCurrent decline from peak | -5.69% | -2.78% | -2.91% |
Average DrawdownAverage peak-to-trough decline | -26.28% | -8.45% | -17.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 10.02% | -5.96% |
Volatility
HPF.TO vs. HHIS.TO - Volatility Comparison
The current volatility for Harvest Energy Leaders Income ETF Class A CAD Hedged (HPF.TO) is 6.52%, while Harvest Diversified High Income Shares ETF (HHIS.TO) has a volatility of 7.41%. This indicates that HPF.TO experiences smaller price fluctuations and is considered to be less risky than HHIS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HPF.TO | HHIS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 7.41% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 16.30% | 19.03% | -2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.76% | 24.62% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.66% | 33.46% | -9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.03% | 33.46% | -5.43% |
Dividends
HPF.TO vs. HHIS.TO - Dividend Comparison
HPF.TO's dividend yield for the trailing twelve months is around 8.04%, less than HHIS.TO's 27.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 27.40% | 22.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HPF.TO Harvest Energy Leaders Income ETF Class A CAD Hedged | 8.04% | 9.93% | 9.80% | 8.75% | 6.58% | 4.61% | 15.32% | 8.74% | 8.78% | 12.87% | 13.58% | 13.31% |
Frequently Asked Questions
HPF.TO and HHIS.TO have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HPF.TO is categorized as Energy Equities, while HHIS.TO is Derivative Income.
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