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HUBL.TO vs. HHIS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUBL.TO vs. HHIS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest US Bank Leaders Income ETF (HUBL.TO) and Harvest Diversified High Income Shares ETF (HHIS.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, HUBL.TO achieves a 12.99% return, which is significantly higher than HHIS.TO's 9.52% return.


HUBL.TO

1D
1.49%
1M
6.45%
6M
12.52%
YTD
12.99%
1Y
27.08%
3Y*
23.98%
5Y*
7.61%
10Y*

HHIS.TO

1D
0.70%
1M
1.38%
6M
6.98%
YTD
9.52%
1Y
17.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUBL.TO vs. HHIS.TO - Yearly Performance Comparison


2026 (YTD)2025
HUBL.TO
Harvest US Bank Leaders Income ETF
12.99%11.50%
HHIS.TO
Harvest Diversified High Income Shares ETF
9.52%24.70%

Correlation

The correlation between HUBL.TO and HHIS.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2025

0.38

The correlation between HUBL.TO and HHIS.TO shifts across timeframes, from 0.21 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HUBL.TO vs. HHIS.TO — Risk / Return Rank

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

HUBL.TO
HUBL.TO Risk / Return Rank: 4343
Overall Rank
HUBL.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HUBL.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
HUBL.TO Omega Ratio Rank: 4848
Omega Ratio Rank
HUBL.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
HUBL.TO Martin Ratio Rank: 3838
Martin Ratio Rank

HHIS.TO
HHIS.TO Risk / Return Rank: 2222
Overall Rank
HHIS.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HHIS.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
HHIS.TO Omega Ratio Rank: 2323
Omega Ratio Rank
HHIS.TO Calmar Ratio Rank: 2020
Calmar Ratio Rank
HHIS.TO Martin Ratio Rank: 2020
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.

HUBL.TO vs. HHIS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest US Bank Leaders Income ETF (HUBL.TO) and Harvest Diversified High Income Shares ETF (HHIS.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.


HUBL.TOHHIS.TODifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratioReturn relative to maximum drawdown

1.65

0.72

+0.93

Martin ratioReturn relative to average drawdown

4.89

1.75

+3.14

HUBL.TO vs. HHIS.TO - Sharpe Ratio Comparison

The current HUBL.TO Sharpe Ratio is 1.39, which is higher than the HHIS.TO Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of HUBL.TO and HHIS.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

HUBL.TO vs. HHIS.TO - Drawdown Comparison

The maximum HUBL.TO drawdown since its inception was -51.30%, which is greater than HHIS.TO's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for HUBL.TO and HHIS.TO.


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Drawdown Indicators


HUBL.TOHHIS.TODifference

Max Drawdown

Largest peak-to-trough decline

-51.30%

-31.83%

-19.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.47%

-24.43%

+7.96%

Max Drawdown (3Y)

Largest decline over 3 years

-25.70%

Max Drawdown (5Y)

Largest decline over 5 years

-44.89%

Current Drawdown

Current decline from peak

0.00%

-2.78%

+2.78%

Average Drawdown

Average peak-to-trough decline

-16.05%

-8.45%

-7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

10.02%

-4.47%

Volatility

HUBL.TO vs. HHIS.TO - Volatility Comparison

The current volatility for Harvest US Bank Leaders Income ETF (HUBL.TO) is 4.73%, while Harvest Diversified High Income Shares ETF (HHIS.TO) has a volatility of 7.41%. This indicates that HUBL.TO experiences smaller price fluctuations and is considered to be less risky than HHIS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUBL.TOHHIS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

7.41%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

15.57%

19.03%

-3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

19.66%

24.62%

-4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

33.46%

-8.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.95%

33.46%

-4.51%

Dividends

HUBL.TO vs. HHIS.TO - Dividend Comparison

HUBL.TO's dividend yield for the trailing twelve months is around 7.68%, less than HHIS.TO's 27.40% yield.


PositionTTM20252024202320222021202020192018
HHIS.TO
Harvest Diversified High Income Shares ETF
27.40%22.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HUBL.TO
Harvest US Bank Leaders Income ETF
7.68%8.32%7.78%8.87%7.40%5.83%7.13%5.84%6.42%

Frequently Asked Questions


HUBL.TO and HHIS.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HUBL.TO is categorized as Financials Equities, while HHIS.TO is Derivative Income.

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