PortfoliosLab logoPortfoliosLab logo
HUTE.TO vs. CBNK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUTE.TO vs. CBNK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) and Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HUTE.TO achieves a 13.26% return, which is significantly lower than CBNK.TO's 25.03% return.


HUTE.TO

1D
0.76%
1M
0.29%
YTD
13.26%
6M
13.34%
1Y
19.83%
3Y*
16.56%
5Y*
10Y*

CBNK.TO

1D
1.49%
1M
5.41%
YTD
25.03%
6M
31.97%
1Y
79.28%
3Y*
38.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUTE.TO vs. CBNK.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
HUTE.TO
Harvest Equal Weight Global Utilities Enhanced Income ETF
13.26%19.04%18.15%0.09%7.10%
CBNK.TO
Mulvihill Canadian Bank Enhanced Yield ETF
25.03%51.67%27.42%8.42%-0.15%

Correlation

The correlation between HUTE.TO and CBNK.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.31

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

0.33

The correlation between HUTE.TO and CBNK.TO shifts across timeframes, from 0.16 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HUTE.TO vs. CBNK.TO — Risk / Return Rank

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

HUTE.TO
HUTE.TO Risk / Return Rank: 5959
Overall Rank
HUTE.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HUTE.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
HUTE.TO Omega Ratio Rank: 5151
Omega Ratio Rank
HUTE.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
HUTE.TO Martin Ratio Rank: 6161
Martin Ratio Rank

CBNK.TO
CBNK.TO Risk / Return Rank: 9696
Overall Rank
CBNK.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
CBNK.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CBNK.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CBNK.TO Martin Ratio Rank: 9696
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.

HUTE.TO vs. CBNK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) and Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.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.


HUTE.TOCBNK.TODifference

Sharpe ratio

Return per unit of total volatility

1.75

5.13

-3.38

Sortino ratio

Return per unit of downside risk

2.50

6.77

-4.27

Omega ratio

Gain probability vs. loss probability

1.32

1.87

-0.55

Calmar ratio

Return relative to maximum drawdown

4.26

7.90

-3.64

Martin ratio

Return relative to average drawdown

11.24

34.24

-23.00

HUTE.TO vs. CBNK.TO - Sharpe Ratio Comparison

The current HUTE.TO Sharpe Ratio is 1.75, which is lower than the CBNK.TO Sharpe Ratio of 5.13. The chart below compares the historical Sharpe Ratios of HUTE.TO and CBNK.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.


Loading charts...

Sharpe Ratios by Period


HUTE.TOCBNK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

5.13

-3.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

1.09

+0.03

Drawdowns

HUTE.TO vs. CBNK.TO - Drawdown Comparison

The maximum HUTE.TO drawdown since its inception was -18.36%, smaller than the maximum CBNK.TO drawdown of -32.12%. Use the drawdown chart below to compare losses from any high point for HUTE.TO and CBNK.TO.


Loading charts...

Drawdown Indicators


HUTE.TOCBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.36%

-32.12%

+13.76%

Max Drawdown (1Y)

Largest decline over 1 year

-4.57%

-10.03%

+5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-13.25%

-17.92%

+4.67%

Current Drawdown

Current decline from peak

-3.73%

-2.70%

-1.03%

Average Drawdown

Average peak-to-trough decline

-3.86%

-10.93%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.32%

-0.58%

Volatility

HUTE.TO vs. CBNK.TO - Volatility Comparison

The current volatility for Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) is 4.96%, while Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.TO) has a volatility of 6.06%. This indicates that HUTE.TO experiences smaller price fluctuations and is considered to be less risky than CBNK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HUTE.TOCBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

6.06%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

13.32%

-3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

15.55%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.34%

17.55%

-3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.34%

17.55%

-3.21%

Dividends

HUTE.TO vs. CBNK.TO - Dividend Comparison

HUTE.TO's dividend yield for the trailing twelve months is around 9.15%, more than CBNK.TO's 5.97% yield.


PositionTTM2025202420232022
CBNK.TO
Mulvihill Canadian Bank Enhanced Yield ETF
5.97%5.86%8.25%9.59%7.85%
HUTE.TO
Harvest Equal Weight Global Utilities Enhanced Income ETF
9.15%9.64%10.24%10.70%1.61%

Frequently Asked Questions


HUTE.TO and CBNK.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Harvest and Mulvihill.

Portfolio Optimizer

Find the right allocation for HUTE.TO and CBNK.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer