LLHE.TO vs. GOGY.TO
LLHE.TO (Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units) and GOGY.TO (Harvest Alphabet Enhanced High Income Shares ETF Class A Units) are both Derivative Income funds from Harvest. Both are actively managed. Over the past year, LLHE.TO returned 49.98% vs 123.99% for GOGY.TO. At a 0.20 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
LLHE.TO vs. GOGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, LLHE.TO achieves a 3.96% return, which is significantly lower than GOGY.TO's 14.33% return.
LLHE.TO
- 1D
- 1.73%
- 1M
- 14.44%
- YTD
- 3.96%
- 6M
- 8.11%
- 1Y
- 49.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOGY.TO
- 1D
- -0.88%
- 1M
- -5.59%
- YTD
- 14.33%
- 6M
- 10.62%
- 1Y
- 123.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLHE.TO vs. GOGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 3.96% | 10.83% |
GOGY.TO Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 14.33% | 80.98% |
Correlation
The correlation between LLHE.TO and GOGY.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025 | 0.20 |
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Return for Risk
LLHE.TO vs. GOGY.TO — Risk / Return Rank
LLHE.TO
GOGY.TO
LLHE.TO vs. GOGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) and Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.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.
| LLHE.TO | GOGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.62 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 6.19 | -4.19 |
| Martin ratioReturn relative to average drawdown | 5.13 | 22.77 | -17.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LLHE.TO | GOGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 4.08 | -2.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 2.31 | -2.15 |
Drawdowns
LLHE.TO vs. GOGY.TO - Drawdown Comparison
The maximum LLHE.TO drawdown since its inception was -37.80%, which is greater than GOGY.TO's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for LLHE.TO and GOGY.TO.
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Drawdown Indicators
| LLHE.TO | GOGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.80% | -20.87% | -16.93% |
Max Drawdown (1Y)Largest decline over 1 year | -25.14% | -20.14% | -5.00% |
Current DrawdownCurrent decline from peak | -2.88% | -10.57% | +7.69% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -5.07% | -8.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 5.47% | +4.31% |
Volatility
LLHE.TO vs. GOGY.TO - Volatility Comparison
The current volatility for Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) is 8.63%, while Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) has a volatility of 9.16%. This indicates that LLHE.TO experiences smaller price fluctuations and is considered to be less risky than GOGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLHE.TO | GOGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.63% | 9.16% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 28.97% | 21.42% | +7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.18% | 30.67% | +9.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.78% | 34.61% | +7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.78% | 34.61% | +7.17% |
LLHE.TO vs. GOGY.TO - Expense Ratio Comparison
Both LLHE.TO and GOGY.TO have an expense ratio of 0.40%.
Dividends
LLHE.TO vs. GOGY.TO - Dividend Comparison
LLHE.TO's dividend yield for the trailing twelve months is around 21.31%, more than GOGY.TO's 12.78% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GOGY.TO Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 12.78% | 8.04% | 0.00% |
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 21.31% | 20.89% | 7.40% |
Frequently Asked Questions
LLHE.TO and GOGY.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LLHE.TO and GOGY.TO have the same expense ratio: 0.40% per year.
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