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HTAE.TO vs. INAI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTAE.TO vs. INAI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) and Invesco Morningstar Global Next Gen AI Index ETF (INAI.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HTAE.TO achieves a 25.49% return, which is significantly lower than INAI.TO's 27.50% return.


HTAE.TO

1D
-1.71%
1M
-3.79%
6M
26.23%
YTD
25.49%
1Y
36.52%
3Y*
26.73%
5Y*
10Y*

INAI.TO

1D
-1.15%
1M
-5.79%
6M
21.81%
YTD
27.50%
1Y
39.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTAE.TO vs. INAI.TO - Yearly Performance Comparison


Correlation

The correlation between HTAE.TO and INAI.TO is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2024

0.61

The correlation between HTAE.TO and INAI.TO shifts across timeframes, from 0.61 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HTAE.TO vs. INAI.TO — Risk / Return Rank

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

HTAE.TO
HTAE.TO Risk / Return Rank: 4646
Overall Rank
HTAE.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 4444
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 4646
Martin Ratio Rank

INAI.TO
INAI.TO Risk / Return Rank: 4141
Overall Rank
INAI.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
INAI.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
INAI.TO Omega Ratio Rank: 4646
Omega Ratio Rank
INAI.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
INAI.TO Martin Ratio Rank: 3333
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.

HTAE.TO vs. INAI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) and Invesco Morningstar Global Next Gen AI Index ETF (INAI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HTAE.TOINAI.TODifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.24

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

2.00

1.56

+0.44

Martin ratioReturn relative to average drawdown

6.17

4.02

+2.15

HTAE.TO vs. INAI.TO - Sharpe Ratio Comparison

The current HTAE.TO Sharpe Ratio is 1.37, which is comparable to the INAI.TO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of HTAE.TO and INAI.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HTAE.TO vs. INAI.TO - Drawdown Comparison

The maximum HTAE.TO drawdown since its inception was -30.83%, which is greater than INAI.TO's maximum drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for HTAE.TO and INAI.TO.


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Drawdown Indicators


HTAE.TOINAI.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.83%

-26.78%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

-25.34%

+6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

Current Drawdown

Current decline from peak

-6.37%

-9.12%

+2.75%

Average Drawdown

Average peak-to-trough decline

-4.60%

-5.69%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

9.81%

-3.88%

Volatility

HTAE.TO vs. INAI.TO - Volatility Comparison

Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) has a higher volatility of 13.18% compared to Invesco Morningstar Global Next Gen AI Index ETF (INAI.TO) at 9.38%. This indicates that HTAE.TO's price experiences larger fluctuations and is considered to be riskier than INAI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTAE.TOINAI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.18%

9.38%

+3.80%

Volatility (6M)

Calculated over the trailing 6-month period

23.37%

23.47%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

26.87%

29.45%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.86%

27.98%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.86%

27.98%

-0.12%

HTAE.TO vs. INAI.TO - Expense Ratio Comparison

HTAE.TO has a 2.49% expense ratio, which is higher than INAI.TO's 0.60% expense ratio.


Dividends

HTAE.TO vs. INAI.TO - Dividend Comparison

HTAE.TO's dividend yield for the trailing twelve months is around 10.00%, more than INAI.TO's 0.02% yield.


PositionTTM2025202420232022
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
10.00%11.28%10.01%9.40%2.20%
INAI.TO
Invesco Morningstar Global Next Gen AI Index ETF
0.02%0.07%0.14%0.00%0.00%

Frequently Asked Questions


HTAE.TO and INAI.TO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, INAI.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

INAI.TO is cheaper with a 0.60% expense ratio, compared with 2.49% for HTAE.TO.

They also come from different issuers: Harvest and Invesco. Their fees differ too: 2.49% for HTAE.TO and 0.60% for INAI.TO.

Portfolio Optimizer

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