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HTA.TO vs. QDAY.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTA.TO vs. QDAY.NEO - 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 EnhancedTechnology DayMAX™ ETF (QDAY.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HTA.TO achieves a 26.21% return, which is significantly lower than QDAY.NEO's 31.76% return.


HTA.TO

1D
-0.94%
1M
16.27%
YTD
26.21%
6M
26.86%
1Y
44.88%
3Y*
26.62%
5Y*
17.70%
10Y*
20.58%

QDAY.NEO

1D
0.41%
1M
18.94%
YTD
31.76%
6M
28.00%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTA.TO vs. QDAY.NEO - Yearly Performance Comparison


Correlation

The correlation between HTA.TO and QDAY.NEO is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.82

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Return for Risk

HTA.TO vs. QDAY.NEO — 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: 6767
Overall Rank
HTA.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HTA.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
HTA.TO Omega Ratio Rank: 6868
Omega Ratio Rank
HTA.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
HTA.TO Martin Ratio Rank: 5858
Martin Ratio Rank

QDAY.NEO
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. QDAY.NEO - 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 EnhancedTechnology DayMAX™ ETF (QDAY.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.


HTA.TOQDAY.NEODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

3.03

Martin ratioReturn relative to average drawdown

10.32

HTA.TO vs. QDAY.NEO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HTA.TOQDAY.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

2.63

-1.90

Drawdowns

HTA.TO vs. QDAY.NEO - Drawdown Comparison

The maximum HTA.TO drawdown since its inception was -38.77%, which is greater than QDAY.NEO's maximum drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for HTA.TO and QDAY.NEO.


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Drawdown Indicators


HTA.TOQDAY.NEODifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-19.44%

-19.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

Max Drawdown (3Y)

Largest decline over 3 years

-25.02%

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

-0.94%

0.00%

-0.94%

Average Drawdown

Average peak-to-trough decline

-8.23%

-5.23%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

Volatility

HTA.TO vs. QDAY.NEO - Volatility Comparison


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Volatility by Period


HTA.TOQDAY.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.91%

22.72%

-4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

22.72%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

22.72%

+0.36%

HTA.TO vs. QDAY.NEO - Expense Ratio Comparison

HTA.TO has a 0.99% expense ratio, which is higher than QDAY.NEO's 0.85% expense ratio.


Dividends

HTA.TO vs. QDAY.NEO - Dividend Comparison

HTA.TO's dividend yield for the trailing twelve months is around 7.70%, less than QDAY.NEO's 13.90% yield.


PositionTTM20252024202320222021202020192018201720162015
HTA.TO
Harvest Tech Achievers Growth & Income ETF
7.70%8.80%8.11%7.81%9.99%4.27%5.52%6.12%7.58%7.03%8.74%5.29%
QDAY.NEO
Hamilton EnhancedTechnology DayMAX™ ETF
13.90%8.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HTA.TO and QDAY.NEO have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDAY.NEO is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDAY.NEO is cheaper with a 0.85% expense ratio, compared with 0.99% for HTA.TO.

HTA.TO is categorized as Technology Equities, while QDAY.NEO is Derivative Income. They also come from different issuers: Harvest and Hamilton Capital. Their fees differ too: 0.99% for HTA.TO and 0.85% for QDAY.NEO.

Portfolio Optimizer

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