HPYM.TO vs. YCST.NEO
HPYM.TO (Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units) and YCST.NEO (Costco (COST) Yield Shares Purpose ETF) are both exchange-traded funds - HPYM.TO is a Government Bonds fund actively managed by Harvest, while YCST.NEO is a Derivative Income fund actively managed by Purpose Investments. Both are actively managed. Over the past year, HPYM.TO returned 2.79% vs -7.85% for YCST.NEO. At a 0.01 correlation, their price movements are largely independent. HPYM.TO charges 0.45%/yr vs 0.40%/yr for YCST.NEO.
Performance
HPYM.TO vs. YCST.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, HPYM.TO achieves a -1.25% return, which is significantly lower than YCST.NEO's 12.72% return.
HPYM.TO
- 1D
- -0.20%
- 1M
- -0.10%
- YTD
- -1.25%
- 6M
- -1.71%
- 1Y
- 2.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YCST.NEO
- 1D
- 0.77%
- 1M
- -5.63%
- YTD
- 12.72%
- 6M
- 5.30%
- 1Y
- -7.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HPYM.TO vs. YCST.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | -1.25% | 5.75% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 12.72% | -16.43% |
Correlation
The correlation between HPYM.TO and YCST.NEO is 0.04, 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 | 0.04 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.01 |
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Return for Risk
HPYM.TO vs. YCST.NEO — Risk / Return Rank
HPYM.TO
YCST.NEO
HPYM.TO vs. YCST.NEO - 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 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.
| HPYM.TO | YCST.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.95 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | -0.40 | +1.13 |
| Martin ratioReturn relative to average drawdown | 2.05 | -0.81 | +2.85 |
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
| HPYM.TO | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | -0.38 | +1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | -0.18 | +0.55 |
Drawdowns
HPYM.TO vs. YCST.NEO - Drawdown Comparison
The maximum HPYM.TO drawdown since its inception was -6.19%, smaller than the maximum YCST.NEO drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for HPYM.TO and YCST.NEO.
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Drawdown Indicators
| HPYM.TO | YCST.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.19% | -19.70% | +13.51% |
Max Drawdown (1Y)Largest decline over 1 year | -3.85% | -19.54% | +15.69% |
Current DrawdownCurrent decline from peak | -2.71% | -12.62% | +9.91% |
Average DrawdownAverage peak-to-trough decline | -1.94% | -8.56% | +6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.36% | 9.91% | -8.55% |
Volatility
HPYM.TO vs. YCST.NEO - Volatility Comparison
The current volatility for Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) is 2.02%, while Costco (COST) Yield Shares Purpose ETF (YCST.NEO) has a volatility of 10.33%. This indicates that HPYM.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
| HPYM.TO | YCST.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 10.33% | -8.31% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 16.64% | -13.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.53% | 20.54% | -16.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.61% | 25.22% | -19.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.61% | 25.22% | -19.61% |
HPYM.TO vs. YCST.NEO - Expense Ratio Comparison
HPYM.TO has a 0.45% expense ratio, which is higher than YCST.NEO's 0.40% expense ratio.
Dividends
HPYM.TO vs. YCST.NEO - Dividend Comparison
HPYM.TO's dividend yield for the trailing twelve months is around 9.38%, less than YCST.NEO's 14.01% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | 9.38% | 9.01% | 8.07% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 14.01% | 10.21% | 0.00% |
Frequently Asked Questions
HPYM.TO and YCST.NEO have a correlation of 0.04, 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 0.45% for HPYM.TO.
HPYM.TO is categorized as Government Bonds, while YCST.NEO is Derivative Income. They also come from different issuers: Harvest and Purpose Investments. Their fees differ too: 0.45% for HPYM.TO and 0.40% for YCST.NEO.
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