HUTE.TO vs. FTS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) and Fortis Inc. (FTS.TO).

HUTE.TO is an actively managed fund by Harvest. It was launched on Oct 25, 2022.

Performance

HUTE.TO vs. FTS.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 Fortis Inc. (FTS.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
HUTE.TO Harvest Equal Weight Global Utilities Enhanced Income ETF	12.55%	19.04%	18.15%	0.09%	7.10%
FTS.TO Fortis Inc.	9.66%	23.93%	14.24%	4.76%	6.07%

Returns By Period

In the year-to-date period, HUTE.TO achieves a 12.55% return, which is significantly higher than FTS.TO's 9.66% return.

HUTE.TO

• 1D: -1.14%
• 1M: -2.25%
• YTD: 12.55%
• 6M: 13.89%
• 1Y: 21.46%
• 3Y*: 14.98%
• 5Y*: —
• 10Y*: —

FTS.TO

• 1D: -0.58%
• 1M: -1.10%
• YTD: 9.66%
• 6M: 11.84%
• 1Y: 22.65%
• 3Y*: 14.94%
• 5Y*: 11.53%
• 10Y*: 10.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HUTE.TO vs. FTS.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: 81
HUTE.TO Sharpe Ratio Rank: 81
HUTE.TO Sortino Ratio Rank: 79
HUTE.TO Omega Ratio Rank: 82
HUTE.TO Calmar Ratio Rank: 82
HUTE.TO Martin Ratio Rank: 83

FTS.TO

FTS.TO Risk / Return Rank: 87
FTS.TO Sharpe Ratio Rank: 88
FTS.TO Sortino Ratio Rank: 86
FTS.TO Omega Ratio Rank: 82
FTS.TO Calmar Ratio Rank: 90
FTS.TO Martin Ratio Rank: 86

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. FTS.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 Fortis Inc. (FTS.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.TO	FTS.TO	Difference
Sharpe ratio Return per unit of total volatility	1.55	1.69	-0.15
Sortino ratio Return per unit of downside risk	2.04	2.46	-0.42
Omega ratio Gain probability vs. loss probability	1.32	1.30	+0.02
Calmar ratio Return relative to maximum drawdown	2.37	3.87	-1.49
Martin ratio Return relative to average drawdown	9.38	8.05	+1.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current HUTE.TO Sharpe Ratio is 1.55, which is comparable to the FTS.TO Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of HUTE.TO and FTS.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HUTE.TO	FTS.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	1.69	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.82	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.17	0.65	+0.52

Correlation

The correlation between HUTE.TO and FTS.TO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

HUTE.TO vs. FTS.TO - Dividend Comparison

HUTE.TO's dividend yield for the trailing twelve months is around 8.09%, more than FTS.TO's 3.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HUTE.TO Harvest Equal Weight Global Utilities Enhanced Income ETF	8.09%	9.64%	10.24%	10.70%	1.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTS.TO Fortis Inc.	3.23%	3.48%	3.99%	4.19%	4.01%	3.36%	3.73%	3.39%	3.79%	3.52%	3.68%	3.73%

Drawdowns

HUTE.TO vs. FTS.TO - Drawdown Comparison

The maximum HUTE.TO drawdown since its inception was -18.36%, smaller than the maximum FTS.TO drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for HUTE.TO and FTS.TO.

Drawdown Indicators

	HUTE.TO	FTS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-18.36%	-35.48%	+17.12%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-6.22%	-2.81%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.01%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.27%	—
Current Drawdown Current decline from peak	-2.57%	-3.11%	+0.54%
Average Drawdown Average peak-to-trough decline	-3.94%	-6.54%	+2.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.99%	-0.70%

Volatility

HUTE.TO vs. FTS.TO - Volatility Comparison

Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) has a higher volatility of 4.61% compared to Fortis Inc. (FTS.TO) at 4.35%. This indicates that HUTE.TO's price experiences larger fluctuations and is considered to be riskier than FTS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HUTE.TO	FTS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	4.35%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	7.87%	9.53%	-1.66%
Volatility (1Y) Calculated over the trailing 1-year period	13.94%	13.46%	+0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.26%	14.23%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.26%	16.81%	-2.55%