PortfoliosLab logoPortfoliosLab logo
HPYM.TO vs. HBIL-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPYM.TO vs. HBIL-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

HPYM.TO is traded in CAD, while HBIL-U.TO is traded in USD. To make them comparable, the HBIL-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HPYM.TO achieves a -1.06% return, which is significantly lower than HBIL-U.TO's 3.86% return.


HPYM.TO

1D
0.10%
1M
-0.00%
6M
-0.88%
YTD
-1.06%
1Y
2.56%
3Y*
5Y*
10Y*

HBIL-U.TO

1D
-0.00%
1M
0.12%
6M
2.21%
YTD
3.86%
1Y
6.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPYM.TO vs. HBIL-U.TO - Yearly Performance Comparison


Correlation

The correlation between HPYM.TO and HBIL-U.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2024

0.26

Compare stocks, funds, or ETFs

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


Return for Risk

HPYM.TO vs. HBIL-U.TO — Risk / Return Rank

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

HPYM.TO
HPYM.TO Risk / Return Rank: 2020
Overall Rank
HPYM.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HPYM.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
HPYM.TO Omega Ratio Rank: 1919
Omega Ratio Rank
HPYM.TO Calmar Ratio Rank: 2020
Calmar Ratio Rank
HPYM.TO Martin Ratio Rank: 2020
Martin Ratio Rank

HBIL-U.TO
HBIL-U.TO Risk / Return Rank: 8989
Overall Rank
HBIL-U.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HBIL-U.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
HBIL-U.TO Omega Ratio Rank: 9393
Omega Ratio Rank
HBIL-U.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
HBIL-U.TO Martin Ratio Rank: 8989
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.

HPYM.TO vs. HBIL-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.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.


HPYM.TOHBIL-U.TODifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.10

1.25

-0.15

Calmar ratioReturn relative to maximum drawdown

0.66

1.65

-0.99

Martin ratioReturn relative to average drawdown

1.60

4.19

-2.59

HPYM.TO vs. HBIL-U.TO - Sharpe Ratio Comparison

The current HPYM.TO Sharpe Ratio is 0.54, which is lower than the HBIL-U.TO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of HPYM.TO and HBIL-U.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.


Loading charts...

Drawdowns

HPYM.TO vs. HBIL-U.TO - Drawdown Comparison

The maximum HPYM.TO drawdown since its inception was -6.19%, smaller than the maximum HBIL-U.TO drawdown of -6.68%. Use the drawdown chart below to compare losses from any high point for HPYM.TO and HBIL-U.TO.


Loading charts...

Drawdown Indicators


HPYM.TOHBIL-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.19%

-6.68%

+0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-4.01%

+0.14%

Current Drawdown

Current decline from peak

-2.54%

-2.20%

-0.34%

Average Drawdown

Average peak-to-trough decline

-1.96%

-2.26%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.58%

+0.03%

Volatility

HPYM.TO vs. HBIL-U.TO - Volatility Comparison

Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) has a higher volatility of 2.06% compared to Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) at 1.82%. This indicates that HPYM.TO's price experiences larger fluctuations and is considered to be riskier than HBIL-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HPYM.TOHBIL-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

1.82%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

3.60%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

4.68%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

5.85%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

5.85%

-0.21%

Dividends

HPYM.TO vs. HBIL-U.TO - Dividend Comparison

HPYM.TO's dividend yield for the trailing twelve months is around 9.33%, more than HBIL-U.TO's 6.74% yield.


Frequently Asked Questions


HPYM.TO and HBIL-U.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Harvest and Hamilton.

Portfolio Optimizer

Find the right allocation for HPYM.TO and HBIL-U.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer