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

Performance

HTAE.TO vs. TLF.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 Brompton Tech Leaders Income ETF (TLF.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 TLF.TO's 27.21% return.


HTAE.TO

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

TLF.TO

1D
-1.40%
1M
-3.87%
6M
25.65%
YTD
27.21%
1Y
38.85%
3Y*
26.00%
5Y*
17.07%
10Y*
21.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
25.49%13.45%28.26%68.48%-3.64%
TLF.TO
Brompton Tech Leaders Income ETF
27.21%18.20%21.45%49.36%1.20%

Correlation

The correlation between HTAE.TO and TLF.TO is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2022

0.90

The correlation between HTAE.TO and TLF.TO has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

HTAE.TO vs. TLF.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

TLF.TO
TLF.TO Risk / Return Rank: 5959
Overall Rank
TLF.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TLF.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
TLF.TO Omega Ratio Rank: 5656
Omega Ratio Rank
TLF.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
TLF.TO Martin Ratio Rank: 6464
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. TLF.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 Brompton Tech Leaders Income ETF (TLF.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.TOTLF.TODifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratioReturn relative to maximum drawdown

2.00

2.65

-0.65

Martin ratioReturn relative to average drawdown

6.17

9.20

-3.02

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

The current HTAE.TO Sharpe Ratio is 1.37, which is comparable to the TLF.TO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of HTAE.TO and TLF.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. TLF.TO - Drawdown Comparison

The maximum HTAE.TO drawdown since its inception was -30.83%, smaller than the maximum TLF.TO drawdown of -37.19%. Use the drawdown chart below to compare losses from any high point for HTAE.TO and TLF.TO.


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Drawdown Indicators


HTAE.TOTLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.83%

-37.19%

+6.36%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

-14.73%

-3.66%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

-24.99%

-5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-37.19%

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

Current Drawdown

Current decline from peak

-6.37%

-6.84%

+0.47%

Average Drawdown

Average peak-to-trough decline

-4.60%

-7.35%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

4.24%

+1.69%

Volatility

HTAE.TO vs. TLF.TO - Volatility Comparison

Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) and Brompton Tech Leaders Income ETF (TLF.TO) have volatilities of 13.18% and 13.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTAE.TOTLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.18%

13.38%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

23.37%

21.66%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

26.87%

24.42%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.86%

25.80%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.86%

24.20%

+3.66%

Dividends

HTAE.TO vs. TLF.TO - Dividend Comparison

HTAE.TO's dividend yield for the trailing twelve months is around 10.00%, more than TLF.TO's 5.41% yield.


PositionTTM20252024202320222021202020192018201720162015
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
10.00%11.28%10.01%9.40%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLF.TO
Brompton Tech Leaders Income ETF
5.41%5.90%5.86%5.31%6.97%3.40%3.49%4.64%6.05%5.94%7.67%7.63%

Frequently Asked Questions


With a correlation of 0.92, HTAE.TO and TLF.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

They also come from different issuers: Harvest and Brompton.

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