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HPF.TO vs. HHL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPF.TO vs. HHL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Energy Leaders Income ETF Class A CAD Hedged (HPF.TO) and Harvest Healthcare Leaders Income ETF (HHL.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, HPF.TO achieves a 28.72% return, which is significantly higher than HHL.TO's -3.60% return. Over the past 10 years, HPF.TO has underperformed HHL.TO with an annualized return of 5.03%, while HHL.TO has yielded a comparatively higher 6.39% annualized 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%

HHL.TO

1D
0.14%
1M
2.73%
6M
-5.81%
YTD
-3.60%
1Y
9.75%
3Y*
5.45%
5Y*
5.46%
10Y*
6.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPF.TO vs. HHL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HPF.TO
Harvest Energy Leaders Income ETF Class A CAD Hedged
28.72%8.98%-2.46%2.51%38.58%33.23%-37.56%9.43%-18.69%-0.07%
HHL.TO
Harvest Healthcare Leaders Income ETF
-3.60%10.47%3.87%6.74%1.28%23.97%5.28%14.05%2.14%13.62%

Correlation

The correlation between HPF.TO and HHL.TO is -0.01, 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

-0.01

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

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2014

0.26

The correlation between HPF.TO and HHL.TO shifts across timeframes, from -0.01 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

HPF.TO vs. HHL.TO — Risk / Return Rank

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

HPF.TO
HPF.TO Risk / Return Rank: 6969
Overall Rank
HPF.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HPF.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
HPF.TO Omega Ratio Rank: 6464
Omega Ratio Rank
HPF.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
HPF.TO Martin Ratio Rank: 6464
Martin Ratio Rank

HHL.TO
HHL.TO Risk / Return Rank: 2121
Overall Rank
HHL.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
HHL.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
HHL.TO Omega Ratio Rank: 2121
Omega Ratio Rank
HHL.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
HHL.TO Martin Ratio Rank: 1919
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.

HPF.TO vs. HHL.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 Healthcare Leaders Income ETF (HHL.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.TOHHL.TODifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.31

1.12

+0.19

Calmar ratioReturn relative to maximum drawdown

3.10

0.76

+2.34

Martin ratioReturn relative to average drawdown

9.15

1.70

+7.45

HPF.TO vs. HHL.TO - Sharpe Ratio Comparison

The current HPF.TO Sharpe Ratio is 1.89, which is higher than the HHL.TO Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of HPF.TO and HHL.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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Drawdowns

HPF.TO vs. HHL.TO - Drawdown Comparison

The maximum HPF.TO drawdown since its inception was -72.97%, which is greater than HHL.TO's maximum drawdown of -26.70%. Use the drawdown chart below to compare losses from any high point for HPF.TO and HHL.TO.


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Drawdown Indicators


HPF.TOHHL.TODifference

Max Drawdown

Largest peak-to-trough decline

-72.97%

-26.70%

-46.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-12.88%

+0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

-16.01%

-6.84%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

-16.01%

-7.86%

Max Drawdown (10Y)

Largest decline over 10 years

-69.11%

-26.70%

-42.41%

Current Drawdown

Current decline from peak

-5.69%

-6.76%

+1.07%

Average Drawdown

Average peak-to-trough decline

-26.28%

-6.23%

-20.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

5.75%

-1.69%

Volatility

HPF.TO vs. HHL.TO - Volatility Comparison

Harvest Energy Leaders Income ETF Class A CAD Hedged (HPF.TO) has a higher volatility of 6.52% compared to Harvest Healthcare Leaders Income ETF (HHL.TO) at 5.43%. This indicates that HPF.TO's price experiences larger fluctuations and is considered to be riskier than HHL.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.TOHHL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

5.43%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

16.30%

11.34%

+4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

15.42%

+4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

14.32%

+9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.03%

15.82%

+12.21%

Dividends

HPF.TO vs. HHL.TO - Dividend Comparison

HPF.TO's dividend yield for the trailing twelve months is around 8.04%, less than HHL.TO's 10.21% yield.


PositionTTM20252024202320222021202020192018201720162015
HHL.TO
Harvest Healthcare Leaders Income ETF
10.21%9.36%9.27%8.71%8.51%7.91%9.02%8.65%9.00%8.45%8.83%8.19%
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 HHL.TO have a correlation of -0.01, 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 HHL.TO is Health & Biotech Equities.

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