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HUTL.TO vs. JXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUTL.TO vs. JXI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Equal Weight Global Utilities Income ETF (HUTL.TO) and iShares Global Utilities ETF (JXI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HUTL.TO is traded in CAD, while JXI is traded in USD. To make them comparable, the JXI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HUTL.TO achieves a 9.80% return, which is significantly lower than JXI's 10.48% return.


HUTL.TO

1D
-0.10%
1M
-0.52%
6M
4.29%
YTD
9.80%
1Y
13.07%
3Y*
15.09%
5Y*
8.17%
10Y*
ALL TIME*
7.57%

JXI

1D
0.02%
1M
-3.42%
6M
6.23%
YTD
10.48%
1Y
13.89%
3Y*
18.55%
5Y*
11.73%
10Y*
9.88%
ALL TIME*
7.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.01MCA$1.14MCA$1.22M
CA$2.01MCA$2.38MCA$3.13M

HUTL.TO vs. JXI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HUTL.TO
Harvest Equal Weight Global Utilities Income ETF
9.80%15.59%14.70%3.11%-4.97%16.04%-10.64%17.34%
JXI
iShares Global Utilities ETF
10.48%20.16%22.72%-1.76%1.91%10.83%2.70%21.39%

Correlation

The correlation between HUTL.TO and JXI is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.52

Correlation (3Y)
Balances recent behavior with more history.

0.54

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2019

0.57

The correlation between HUTL.TO and JXI has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

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Return for Risk

HUTL.TO vs. JXI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HUTL.TO
HUTL.TO Risk / Return Rank: 5151
Overall Rank
HUTL.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HUTL.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
HUTL.TO Omega Ratio Rank: 4242
Omega Ratio Rank
HUTL.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
HUTL.TO Martin Ratio Rank: 5555
Martin Ratio Rank

JXI
JXI Risk / Return Rank: 3333
Overall Rank
JXI Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 3131
Sortino Ratio Rank
JXI Omega Ratio Rank: 3232
Omega Ratio Rank
JXI Calmar Ratio Rank: 3737
Calmar Ratio Rank
JXI Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HUTL.TO vs. JXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Equal Weight Global Utilities Income ETF (HUTL.TO) and iShares Global Utilities ETF (JXI). 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.


HUTL.TOJXIDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratioReturn relative to maximum drawdown

2.89

1.65

+1.24

Martin ratioReturn relative to average drawdown

7.27

4.26

+3.00

HUTL.TO vs. JXI - Sharpe Ratio Comparison

The current HUTL.TO Sharpe Ratio is 1.22, which is comparable to the JXI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of HUTL.TO and JXI, 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

HUTL.TO vs. JXI - Drawdown Comparison

The maximum HUTL.TO drawdown since its inception was -34.00%, smaller than the maximum JXI drawdown of -37.99%. Use the drawdown chart below to compare losses from any high point for HUTL.TO and JXI.


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Drawdown Indicators


HUTL.TOJXIDifference

Max Drawdown

Largest peak-to-trough decline

-34.00%

-37.99%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-8.45%

+3.91%

Max Drawdown (3Y)

Largest decline over 3 years

-8.39%

-11.92%

+3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-16.26%

-3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-28.11%

Current Drawdown

Current decline from peak

-3.45%

-3.90%

+0.45%

Average Drawdown

Average peak-to-trough decline

-6.56%

-11.10%

+4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

3.27%

-1.47%

Volatility

HUTL.TO vs. JXI - Volatility Comparison

Harvest Equal Weight Global Utilities Income ETF (HUTL.TO) has a higher volatility of 3.99% compared to iShares Global Utilities ETF (JXI) at 3.54%. This indicates that HUTL.TO's price experiences larger fluctuations and is considered to be riskier than JXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUTL.TOJXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

3.54%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

11.46%

-2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

13.97%

-3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

16.66%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

18.27%

-3.08%

HUTL.TO vs. JXI - Expense Ratio Comparison

HUTL.TO has a 0.67% expense ratio, which is higher than JXI's 0.39% expense ratio.


Dividends

HUTL.TO vs. JXI - Dividend Comparison

HUTL.TO's dividend yield for the trailing twelve months is around 7.88%, more than JXI's 2.45% yield.


PositionTTM20252024202320222021202020192018201720162015
HUTL.TO
Harvest Equal Weight Global Utilities Income ETF
7.88%7.94%8.30%8.56%8.13%7.16%7.73%6.76%0.00%0.00%0.00%0.00%
JXI
iShares Global Utilities ETF
2.45%2.56%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%

Frequently Asked Questions


HUTL.TO and JXI have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JXI is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JXI is cheaper with a 0.39% expense ratio, compared with 0.67% for HUTL.TO.

They also come from different issuers: Harvest and iShares. Their fees differ too: 0.67% for HUTL.TO and 0.39% for JXI.

Portfolio Optimizer

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