HUTE.TO vs. HHIC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) and Harvest Canadian High Income Shares ETF (HHIC.TO).

HUTE.TO and HHIC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HUTE.TO is an actively managed fund by Harvest. It was launched on Oct 25, 2022. HHIC.TO is an actively managed fund by Harvest. It was launched on Aug 19, 2025.

Performance

HUTE.TO vs. HHIC.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 Harvest Canadian High Income Shares ETF (HHIC.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
HUTE.TO Harvest Equal Weight Global Utilities Enhanced Income ETF	12.55%	1.07%
HHIC.TO Harvest Canadian High Income Shares ETF	9.05%	16.12%

Returns By Period

In the year-to-date period, HUTE.TO achieves a 12.55% return, which is significantly higher than HHIC.TO's 9.05% return.

HUTE.TO

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

HHIC.TO

• 1D: 0.77%
• 1M: -2.59%
• YTD: 9.05%
• 6M: 15.30%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HUTE.TO vs. HHIC.TO - Expense Ratio Comparison

HUTE.TO has a 0.50% expense ratio, which is higher than HHIC.TO's 0.40% expense ratio.

HUTE.TO

Harvest Equal Weight Global Utilities Enhanced Income ETF

HHIC.TO

Harvest Canadian High Income Shares ETF

Return for Risk

HUTE.TO vs. HHIC.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

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. HHIC.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 Harvest Canadian High Income Shares ETF (HHIC.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	HHIC.TO	Difference
Sharpe ratio Return per unit of total volatility	1.55	—	—
Sortino ratio Return per unit of downside risk	2.04	—	—
Omega ratio Gain probability vs. loss probability	1.32	—	—
Calmar ratio Return relative to maximum drawdown	2.37	—	—
Martin ratio Return relative to average drawdown	9.38	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HUTE.TO	HHIC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.17	2.79	-1.61

Correlation

The correlation between HUTE.TO and HHIC.TO is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HUTE.TO vs. HHIC.TO - Dividend Comparison

HUTE.TO's dividend yield for the trailing twelve months is around 8.09%, more than HHIC.TO's 6.85% yield.

	TTM	2025	2024	2023	2022
HUTE.TO Harvest Equal Weight Global Utilities Enhanced Income ETF	8.09%	9.64%	10.24%	10.70%	1.61%
HHIC.TO Harvest Canadian High Income Shares ETF	6.85%	4.77%	0.00%	0.00%	0.00%

Drawdowns

HUTE.TO vs. HHIC.TO - Drawdown Comparison

The maximum HUTE.TO drawdown since its inception was -18.36%, which is greater than HHIC.TO's maximum drawdown of -7.26%. Use the drawdown chart below to compare losses from any high point for HUTE.TO and HHIC.TO.

Drawdown Indicators

	HUTE.TO	HHIC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-18.36%	-7.26%	-11.10%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	—	—
Current Drawdown Current decline from peak	-2.57%	-4.18%	+1.61%
Average Drawdown Average peak-to-trough decline	-3.94%	-1.31%	-2.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	—	—

Volatility

Volatility by Period

	HUTE.TO	HHIC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.94%	17.25%	-3.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.26%	17.25%	-2.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.26%	17.25%	-2.99%