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HTA.TO vs. TEC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HTA.TO vs. TEC.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 TD Global Technology Leaders Index ETF (TEC.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
HTA.TO
Harvest Tech Achievers Growth & Income ETF
-9.41%12.42%23.53%52.86%-32.21%42.59%30.02%13.97%
TEC.TO
TD Global Technology Leaders Index ETF
-9.09%15.45%45.60%53.28%-32.19%25.46%47.54%12.64%

Returns By Period

The year-to-date returns for both investments are quite close, with HTA.TO having a -9.41% return and TEC.TO slightly higher at -9.09%.


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%

TEC.TO

1D
3.86%
1M
-3.17%
YTD
-9.09%
6M
-8.64%
1Y
18.11%
3Y*
24.37%
5Y*
14.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HTA.TO has a 0.99% expense ratio, which is higher than TEC.TO's 0.35% expense ratio.


Return for Risk

HTA.TO vs. TEC.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: 3232
Overall Rank
HTA.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HTA.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
HTA.TO Omega Ratio Rank: 3333
Omega Ratio Rank
HTA.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
HTA.TO Martin Ratio Rank: 3232
Martin Ratio Rank

TEC.TO
TEC.TO Risk / Return Rank: 4444
Overall Rank
TEC.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TEC.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
TEC.TO Omega Ratio Rank: 4848
Omega Ratio Rank
TEC.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
TEC.TO Martin Ratio Rank: 3636
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.

HTA.TO vs. TEC.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 TD Global Technology Leaders Index ETF (TEC.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.TOTEC.TODifference

Sharpe ratio

Return per unit of total volatility

0.55

0.75

-0.20

Sortino ratio

Return per unit of downside risk

0.96

1.19

-0.23

Omega ratio

Gain probability vs. loss probability

1.13

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

0.89

1.04

-0.15

Martin ratio

Return relative to average drawdown

2.86

3.05

-0.19

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

The current HTA.TO Sharpe Ratio is 0.55, which is comparable to the TEC.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HTA.TO and TEC.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.


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Sharpe Ratios by Period


HTA.TOTEC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.75

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.64

-0.16

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

0.80

-0.20

Correlation

The correlation between HTA.TO and TEC.TO is 0.88, 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. TEC.TO - Dividend Comparison

HTA.TO's dividend yield for the trailing twelve months is around 9.29%, more than TEC.TO's 0.13% yield.


TTM20252024202320222021202020192018201720162015
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%
TEC.TO
TD Global Technology Leaders Index ETF
0.13%0.13%0.12%0.21%0.31%0.22%0.33%0.28%0.00%0.00%0.00%0.00%

Drawdowns

HTA.TO vs. TEC.TO - Drawdown Comparison

The maximum HTA.TO drawdown since its inception was -38.77%, which is greater than TEC.TO's maximum drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for HTA.TO and TEC.TO.


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Drawdown Indicators


HTA.TOTEC.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-35.31%

-3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

-17.52%

+2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

-35.31%

-3.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-12.45%

-14.34%

+1.89%

Average Drawdown

Average peak-to-trough decline

-8.33%

-8.17%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

5.98%

-1.37%

Volatility

HTA.TO vs. TEC.TO - Volatility Comparison

The current volatility for Harvest Tech Achievers Growth & Income ETF (HTA.TO) is 6.50%, while TD Global Technology Leaders Index ETF (TEC.TO) has a volatility of 6.90%. This indicates that HTA.TO experiences smaller price fluctuations and is considered to be less risky than TEC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTA.TOTEC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

6.90%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

13.42%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

24.28%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.40%

22.32%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.97%

23.92%

-0.95%