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

Performance

HTAE.TO vs. TSLY.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 Harvest Tesla Enhanced High Income Shares ETF (TSLY.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 32.62% return, which is significantly higher than TSLY.TO's -4.02% return.


HTAE.TO

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

TSLY.TO

1D
0.27%
1M
9.93%
YTD
-4.02%
6M
-4.42%
1Y
34.31%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between HTAE.TO and TSLY.TO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2025

0.47

HTAE.TO vs. TSLY.TO - Sectors Allocation Comparison


Sectors
HTAE.TO
TSLY.TO

Technology

90.7%

-

Communication Services

9.3%

-

Basic Materials

-

-

Consumer Cyclical

-

100.0%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Technology

HTAE.TO
90.7%
TSLY.TO

-

Communication Services

HTAE.TO
9.3%
TSLY.TO

-

Basic Materials

HTAE.TO

-

TSLY.TO

-

Consumer Cyclical

HTAE.TO

-

TSLY.TO
100.0%

Consumer Defensive

HTAE.TO

-

TSLY.TO

-

Energy

HTAE.TO

-

TSLY.TO

-

Financial Services

HTAE.TO

-

TSLY.TO

-

Healthcare

HTAE.TO

-

TSLY.TO

-

Industrials

HTAE.TO

-

TSLY.TO

-

Real Estate

HTAE.TO

-

TSLY.TO

-

Utilities

HTAE.TO

-

TSLY.TO

-

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Return for Risk

HTAE.TO vs. TSLY.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

TSLY.TO
TSLY.TO Risk / Return Rank: 2323
Overall Rank
TSLY.TO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSLY.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
TSLY.TO Omega Ratio Rank: 2323
Omega Ratio Rank
TSLY.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
TSLY.TO Martin Ratio Rank: 2222
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. TSLY.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 Harvest Tesla Enhanced High Income Shares ETF (TSLY.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.TOTSLY.TODifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.40

1.15

+0.25

Calmar ratioReturn relative to maximum drawdown

3.07

1.16

+1.91

Martin ratioReturn relative to average drawdown

10.12

2.82

+7.30

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

The current HTAE.TO Sharpe Ratio is 2.57, which is higher than the TSLY.TO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HTAE.TO and TSLY.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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Sharpe Ratios by Period


HTAE.TOTSLY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

0.75

+1.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

-0.05

+1.44

Drawdowns

HTAE.TO vs. TSLY.TO - Drawdown Comparison

The maximum HTAE.TO drawdown since its inception was -30.83%, smaller than the maximum TSLY.TO drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for HTAE.TO and TSLY.TO.


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Drawdown Indicators


HTAE.TOTSLY.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.83%

-58.91%

+28.08%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

-29.78%

+11.39%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

Current Drawdown

Current decline from peak

-1.02%

-14.41%

+13.39%

Average Drawdown

Average peak-to-trough decline

-4.57%

-26.89%

+22.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

12.29%

-6.73%

Volatility

HTAE.TO vs. TSLY.TO - Volatility Comparison

The current volatility for Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) is 6.89%, while Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) has a volatility of 11.45%. This indicates that HTAE.TO experiences smaller price fluctuations and is considered to be less risky than TSLY.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.TOTSLY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

11.45%

-4.56%

Volatility (6M)

Calculated over the trailing 6-month period

17.54%

27.64%

-10.10%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

45.73%

-23.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.99%

60.20%

-33.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.99%

60.20%

-33.21%

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

HTAE.TO has a 2.49% expense ratio, which is higher than TSLY.TO's 0.40% expense ratio.


Dividends

HTAE.TO vs. TSLY.TO - Dividend Comparison

HTAE.TO's dividend yield for the trailing twelve months is around 9.31%, less than TSLY.TO's 37.80% yield.


PositionTTM2025202420232022
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
9.31%11.28%10.01%9.38%2.20%
TSLY.TO
Harvest Tesla Enhanced High Income Shares ETF
37.80%32.52%0.00%0.00%0.00%

Frequently Asked Questions


HTAE.TO and TSLY.TO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSLY.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSLY.TO is cheaper with a 0.40% expense ratio, compared with 2.49% for HTAE.TO.

HTAE.TO is categorized as Technology Equities, while TSLY.TO is Derivative Income. Their fees differ too: 2.49% for HTAE.TO and 0.40% for TSLY.TO.

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