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

Performance

HTAE.TO vs. QMVP.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 Hamilton Champions U.S. Technology Index ETF (QMVP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HTAE.TO

1D
-1.02%
1M
20.35%
YTD
32.62%
6M
33.74%
1Y
56.12%
3Y*
31.84%
5Y*
10Y*

QMVP.TO

1D
0.22%
1M
16.48%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between HTAE.TO and QMVP.TO is 0.86, 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 Jan 22, 2026

0.86

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Return for Risk

HTAE.TO vs. QMVP.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: 6666
Overall Rank
HTAE.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 6565
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 5757
Martin Ratio Rank

QMVP.TO
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. QMVP.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 Hamilton Champions U.S. Technology Index ETF (QMVP.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.07

Martin ratioReturn relative to average drawdown

10.12

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


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Sharpe Ratios by Period


HTAE.TOQMVP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

4.30

-2.92

Drawdowns

HTAE.TO vs. QMVP.TO - Drawdown Comparison

The maximum HTAE.TO drawdown since its inception was -30.83%, which is greater than QMVP.TO's maximum drawdown of -12.77%. Use the drawdown chart below to compare losses from any high point for HTAE.TO and QMVP.TO.


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Drawdown Indicators


HTAE.TOQMVP.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.83%

-12.77%

-18.06%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

Current Drawdown

Current decline from peak

-1.02%

0.00%

-1.02%

Average Drawdown

Average peak-to-trough decline

-4.57%

-3.86%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

Volatility

HTAE.TO vs. QMVP.TO - Volatility Comparison


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Volatility by Period


HTAE.TOQMVP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

Volatility (6M)

Calculated over the trailing 6-month period

17.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

21.70%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.99%

21.70%

+5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.99%

21.70%

+5.29%

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

HTAE.TO has a 2.49% expense ratio, which is higher than QMVP.TO's 0.19% expense ratio.


Dividends

HTAE.TO vs. QMVP.TO - Dividend Comparison

HTAE.TO's dividend yield for the trailing twelve months is around 9.31%, more than QMVP.TO's 0.19% yield.


PositionTTM2025202420232022
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
9.31%11.28%10.01%9.38%2.20%
QMVP.TO
Hamilton Champions U.S. Technology Index ETF
0.19%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HTAE.TO and QMVP.TO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QMVP.TO is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QMVP.TO is cheaper with a 0.19% expense ratio, compared with 2.49% for HTAE.TO.

They also come from different issuers: Harvest and Hamilton. Their fees differ too: 2.49% for HTAE.TO and 0.19% for QMVP.TO.

Portfolio Optimizer

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