HPYM.TO vs. LLHE.TO
HPYM.TO (Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units) and LLHE.TO (Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units) are both exchange-traded funds - HPYM.TO is a Government Bonds fund actively managed by Harvest, while LLHE.TO is a Derivative Income fund actively managed by Harvest. Both are actively managed. Over the past year, HPYM.TO returned 1.38% vs 55.17% for LLHE.TO. At a 0.05 correlation, their price movements are largely independent. HPYM.TO charges 0.45%/yr vs 0.40%/yr for LLHE.TO.
Performance
HPYM.TO vs. LLHE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HPYM.TO achieves a -1.75% return, which is significantly lower than LLHE.TO's 18.08% return.
HPYM.TO
- 1D
- 0.20%
- 1M
- -1.09%
- 6M
- -1.47%
- YTD
- -1.75%
- 1Y
- 1.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 1.70%
LLHE.TO
- 1D
- 1.25%
- 1M
- 7.43%
- 6M
- 19.27%
- YTD
- 18.08%
- 1Y
- 55.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$195.19K | CA$184.36K | CA$228.35K | |
| CA$534.69K | CA$637.71K | CA$684.39K |
HPYM.TO vs. LLHE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | -1.75% | 6.72% | -3.83% |
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 18.08% | 29.60% | -15.34% |
Correlation
The correlation between HPYM.TO and LLHE.TO is 0.06, 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 | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024 | 0.05 |
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Return for Risk
HPYM.TO vs. LLHE.TO — Risk / Return Rank
HPYM.TO
LLHE.TO
HPYM.TO vs. LLHE.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 Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.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.TO | LLHE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.27 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 2.21 | -1.85 |
| Martin ratioReturn relative to average drawdown | 0.83 | 5.64 | -4.81 |
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Drawdowns
HPYM.TO vs. LLHE.TO - Drawdown Comparison
The maximum HPYM.TO drawdown since its inception was -6.19%, smaller than the maximum LLHE.TO drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for HPYM.TO and LLHE.TO.
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Drawdown Indicators
| HPYM.TO | LLHE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.19% | -37.80% | +31.61% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | -25.14% | +21.27% |
Current DrawdownCurrent decline from peak | -3.22% | -2.94% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -12.86% | +10.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 9.81% | -8.14% |
Volatility
HPYM.TO vs. LLHE.TO - Volatility Comparison
The current volatility for Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) is 1.59%, while Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) has a volatility of 9.46%. This indicates that HPYM.TO experiences smaller price fluctuations and is considered to be less risky than LLHE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HPYM.TO | LLHE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 9.46% | -7.87% |
Volatility (6M)Calculated over the trailing 6-month period | 3.78% | 28.53% | -24.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 40.59% | -35.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.62% | 40.91% | -35.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.62% | 40.91% | -35.29% |
HPYM.TO vs. LLHE.TO - Expense Ratio Comparison
HPYM.TO has a 0.45% expense ratio, which is higher than LLHE.TO's 0.40% expense ratio.
Dividends
HPYM.TO vs. LLHE.TO - Dividend Comparison
HPYM.TO's dividend yield for the trailing twelve months is around 9.39%, less than LLHE.TO's 18.91% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | 9.39% | 9.01% | 8.07% |
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 18.91% | 20.89% | 7.40% |
Frequently Asked Questions
HPYM.TO and LLHE.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LLHE.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LLHE.TO is cheaper with a 0.40% expense ratio, compared with 0.45% for HPYM.TO.
HPYM.TO is categorized as Government Bonds, while LLHE.TO is Derivative Income. Their fees differ too: 0.45% for HPYM.TO and 0.40% for LLHE.TO.
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