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HPYT.TO vs. TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HPYT.TO vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Premium Yield Treasury ETF A (HPYT.TO) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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HPYT.TO vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023
HPYT.TO
Harvest Premium Yield Treasury ETF A
-1.26%4.39%-5.96%4.46%
TLT
iShares 20+ Year Treasury Bond ETF
1.53%-0.53%-0.15%10.92%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, HPYT.TO achieves a -1.26% return, which is significantly lower than TLT's 1.72% return.


HPYT.TO

1D
-1.15%
1M
-4.78%
YTD
-1.26%
6M
-2.11%
1Y
-1.22%
3Y*
5Y*
10Y*

TLT

1D
0.00%
1M
-2.15%
YTD
1.72%
6M
-0.77%
1Y
-3.62%
3Y*
-1.79%
5Y*
-3.85%
10Y*
-0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HPYT.TO vs. TLT - Expense Ratio Comparison

HPYT.TO has a 0.45% expense ratio, which is higher than TLT's 0.15% expense ratio.


Return for Risk

HPYT.TO vs. TLT — Risk / Return Rank

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

HPYT.TO
HPYT.TO Risk / Return Rank: 99
Overall Rank
HPYT.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
HPYT.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
HPYT.TO Omega Ratio Rank: 88
Omega Ratio Rank
HPYT.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
HPYT.TO Martin Ratio Rank: 1111
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1212
Overall Rank
TLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TLT Omega Ratio Rank: 1010
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1313
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.

HPYT.TO vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Premium Yield Treasury ETF A (HPYT.TO) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


HPYT.TOTLTDifference

Sharpe ratio

Return per unit of total volatility

-0.13

-0.30

+0.17

Sortino ratio

Return per unit of downside risk

-0.11

-0.32

+0.22

Omega ratio

Gain probability vs. loss probability

0.99

0.96

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.07

-0.18

+0.11

Martin ratio

Return relative to average drawdown

-0.16

-0.32

+0.16

HPYT.TO vs. TLT - Sharpe Ratio Comparison

The current HPYT.TO Sharpe Ratio is -0.13, which is higher than the TLT Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of HPYT.TO and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HPYT.TOTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

-0.30

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.15

-0.10

Correlation

The correlation between HPYT.TO and TLT is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HPYT.TO vs. TLT - Dividend Comparison

HPYT.TO's dividend yield for the trailing twelve months is around 16.79%, more than TLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
HPYT.TO
Harvest Premium Yield Treasury ETF A
16.79%18.87%18.61%3.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.49%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Drawdowns

HPYT.TO vs. TLT - Drawdown Comparison

The maximum HPYT.TO drawdown since its inception was -13.17%, smaller than the maximum TLT drawdown of -49.81%. Use the drawdown chart below to compare losses from any high point for HPYT.TO and TLT.


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Drawdown Indicators


HPYT.TOTLTDifference

Max Drawdown

Largest peak-to-trough decline

-13.17%

-48.35%

+35.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-9.23%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-8.22%

-40.17%

+31.95%

Average Drawdown

Average peak-to-trough decline

-5.76%

-13.62%

+7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

4.38%

-0.96%

Volatility

HPYT.TO vs. TLT - Volatility Comparison

The current volatility for Harvest Premium Yield Treasury ETF A (HPYT.TO) is 3.47%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 4.06%. This indicates that HPYT.TO experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPYT.TOTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

4.06%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

5.70%

7.52%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

9.62%

12.40%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.08%

16.66%

-5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

16.41%

-5.33%