HTA.TO vs. HYLD.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Harvest Tech Achievers Growth & Income ETF (HTA.TO) and Hamilton Enhanced U.S. Covered Call ETF (HYLD.TO).

HTA.TO and HYLD.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HTA.TO is an actively managed fund by Harvest. It was launched on Mar 10, 2020. HYLD.TO is an actively managed fund by Hamilton Capital. It was launched on Feb 4, 2022.

Performance

HTA.TO vs. HYLD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Tech Achievers Growth & Income ETF (HTA.TO) and Hamilton Enhanced U.S. Covered Call ETF (HYLD.TO). The values are adjusted to include any dividend payments, if applicable.

HTA.TO vs. HYLD.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HTA.TO Harvest Tech Achievers Growth & Income ETF	-9.41%	12.42%	23.53%	52.86%	-24.76%
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF	-8.12%	22.14%	25.39%	19.01%	-18.85%

Returns By Period

In the year-to-date period, HTA.TO achieves a -9.41% return, which is significantly lower than HYLD.TO's -8.12% return.

HTA.TO

• 1D: 2.84%
• 1M: -4.73%
• YTD: -9.41%
• 6M: -7.99%
• 1Y: 13.11%
• 3Y*: 16.97%
• 5Y*: 11.31%
• 10Y*: 16.94%

HYLD.TO

• 1D: 2.59%
• 1M: -6.74%
• YTD: -8.12%
• 6M: -4.52%
• 1Y: 18.39%
• 3Y*: 16.62%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HTA.TO vs. HYLD.TO - Expense Ratio Comparison

HTA.TO has a 0.99% expense ratio, which is lower than HYLD.TO's 2.37% expense ratio.

HYLD.TO

Hamilton Enhanced U.S. Covered Call ETF

HTA.TO

Harvest Tech Achievers Growth & Income ETF

Return for Risk

HTA.TO vs. HYLD.TO — Risk / Return Rank

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

HTA.TO

HTA.TO Risk / Return Rank: 32
HTA.TO Sharpe Ratio Rank: 30
HTA.TO Sortino Ratio Rank: 33
HTA.TO Omega Ratio Rank: 33
HTA.TO Calmar Ratio Rank: 35
HTA.TO Martin Ratio Rank: 32

HYLD.TO

HYLD.TO Risk / Return Rank: 57
HYLD.TO Sharpe Ratio Rank: 50
HYLD.TO Sortino Ratio Rank: 54
HYLD.TO Omega Ratio Rank: 58
HYLD.TO Calmar Ratio Rank: 59
HYLD.TO Martin Ratio Rank: 63

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.

HTA.TO vs. HYLD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Tech Achievers Growth & Income ETF (HTA.TO) and Hamilton Enhanced U.S. Covered Call ETF (HYLD.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.

	HTA.TO	HYLD.TO	Difference
Sharpe ratio Return per unit of total volatility	0.55	0.85	-0.30
Sortino ratio Return per unit of downside risk	0.96	1.34	-0.38
Omega ratio Gain probability vs. loss probability	1.13	1.20	-0.07
Calmar ratio Return relative to maximum drawdown	0.89	1.36	-0.48
Martin ratio Return relative to average drawdown	2.86	5.82	-2.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HTA.TO vs. HYLD.TO - Sharpe Ratio Comparison

The current HTA.TO Sharpe Ratio is 0.55, which is lower than the HYLD.TO Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of HTA.TO and HYLD.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HTA.TO	HYLD.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	0.85	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.40	+0.19

Correlation

The correlation between HTA.TO and HYLD.TO is 0.85, 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

HTA.TO vs. HYLD.TO - Dividend Comparison

HTA.TO's dividend yield for the trailing twelve months is around 9.29%, less than HYLD.TO's 12.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HTA.TO Harvest Tech Achievers Growth & Income ETF	9.29%	8.80%	8.11%	7.81%	9.99%	4.27%	5.52%	6.12%	7.58%	7.03%	8.74%	5.29%
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF	12.36%	11.98%	12.13%	12.11%	13.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HTA.TO vs. HYLD.TO - Drawdown Comparison

The maximum HTA.TO drawdown since its inception was -38.77%, which is greater than HYLD.TO's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for HTA.TO and HYLD.TO.

Drawdown Indicators

	HTA.TO	HYLD.TO	Difference
Max Drawdown Largest peak-to-trough decline	-38.77%	-31.38%	-7.39%
Max Drawdown (1Y) Largest decline over 1 year	-14.87%	-14.02%	-0.85%
Max Drawdown (5Y) Largest decline over 5 years	-38.77%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.77%	—	—
Current Drawdown Current decline from peak	-12.45%	-9.77%	-2.68%
Average Drawdown Average peak-to-trough decline	-8.33%	-9.24%	+0.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.61%	3.28%	+1.33%

Volatility

HTA.TO vs. HYLD.TO - Volatility Comparison

The current volatility for Harvest Tech Achievers Growth & Income ETF (HTA.TO) is 6.50%, while Hamilton Enhanced U.S. Covered Call ETF (HYLD.TO) has a volatility of 7.05%. This indicates that HTA.TO experiences smaller price fluctuations and is considered to be less risky than HYLD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HTA.TO	HYLD.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.50%	7.05%	-0.55%
Volatility (6M) Calculated over the trailing 6-month period	13.74%	12.24%	+1.50%
Volatility (1Y) Calculated over the trailing 1-year period	23.95%	21.72%	+2.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.40%	19.29%	+4.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.97%	19.29%	+3.68%