LLHE.TO vs. HHL.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) and Harvest Healthcare Leaders Income ETF (HHL.TO).

LLHE.TO and HHL.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LLHE.TO is an actively managed fund by Harvest. It was launched on Aug 19, 2024. HHL.TO is an actively managed fund by Harvest. It was launched on Mar 10, 2020.

Performance

LLHE.TO vs. HHL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) and Harvest Healthcare Leaders Income ETF (HHL.TO). The values are adjusted to include any dividend payments, if applicable.

LLHE.TO vs. HHL.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units	-14.25%	29.60%	-16.36%
HHL.TO Harvest Healthcare Leaders Income ETF	-7.66%	10.47%	-10.08%

Returns By Period

In the year-to-date period, LLHE.TO achieves a -14.25% return, which is significantly lower than HHL.TO's -7.66% return.

LLHE.TO

• 1D: 3.12%
• 1M: -12.96%
• YTD: -14.25%
• 6M: 18.79%
• 1Y: 4.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HHL.TO

• 1D: 0.00%
• 1M: -9.10%
• YTD: -7.66%
• 6M: 0.95%
• 1Y: -3.16%
• 3Y*: 4.50%
• 5Y*: 6.59%
• 10Y*: 7.30%

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

LLHE.TO vs. HHL.TO - Expense Ratio Comparison

LLHE.TO has a 0.40% expense ratio, which is lower than HHL.TO's 0.85% expense ratio.

HHL.TO

Harvest Healthcare Leaders Income ETF

LLHE.TO

Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units

Return for Risk

LLHE.TO vs. HHL.TO — Risk / Return Rank

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

LLHE.TO

LLHE.TO Risk / Return Rank: 16
LLHE.TO Sharpe Ratio Rank: 14
LLHE.TO Sortino Ratio Rank: 18
LLHE.TO Omega Ratio Rank: 19
LLHE.TO Calmar Ratio Rank: 16
LLHE.TO Martin Ratio Rank: 15

HHL.TO

HHL.TO Risk / Return Rank: 8
HHL.TO Sharpe Ratio Rank: 8
HHL.TO Sortino Ratio Rank: 8
HHL.TO Omega Ratio Rank: 8
HHL.TO Calmar Ratio Rank: 8
HHL.TO Martin Ratio Rank: 8

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.

LLHE.TO vs. HHL.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 Healthcare Leaders Income ETF (HHL.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	HHL.TO	Difference
Sharpe ratio Return per unit of total volatility	0.11	-0.19	+0.30
Sortino ratio Return per unit of downside risk	0.48	-0.15	+0.62
Omega ratio Gain probability vs. loss probability	1.07	0.98	+0.09
Calmar ratio Return relative to maximum drawdown	0.19	-0.22	+0.41
Martin ratio Return relative to average drawdown	0.47	-0.42	+0.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LLHE.TO vs. HHL.TO - Sharpe Ratio Comparison

The current LLHE.TO Sharpe Ratio is 0.11, which is higher than the HHL.TO Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of LLHE.TO and HHL.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

	LLHE.TO	HHL.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.11	-0.19	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.34	-0.45

Correlation

The correlation between LLHE.TO and HHL.TO is 0.56, 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

LLHE.TO vs. HHL.TO - Dividend Comparison

LLHE.TO's dividend yield for the trailing twelve months is around 22.70%, more than HHL.TO's 10.30% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units	22.70%	20.89%	7.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HHL.TO Harvest Healthcare Leaders Income ETF	10.30%	9.36%	9.27%	8.71%	8.51%	7.91%	9.02%	8.65%	9.00%	8.45%	8.83%	8.19%

Drawdowns

LLHE.TO vs. HHL.TO - Drawdown Comparison

The maximum LLHE.TO drawdown since its inception was -37.80%, which is greater than HHL.TO's maximum drawdown of -26.70%. Use the drawdown chart below to compare losses from any high point for LLHE.TO and HHL.TO.

Drawdown Indicators

	LLHE.TO	HHL.TO	Difference
Max Drawdown Largest peak-to-trough decline	-37.80%	-26.70%	-11.10%
Max Drawdown (1Y) Largest decline over 1 year	-31.71%	-10.87%	-20.84%
Max Drawdown (5Y) Largest decline over 5 years	—	-16.01%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-26.70%	—
Current Drawdown Current decline from peak	-17.81%	-10.68%	-7.13%
Average Drawdown Average peak-to-trough decline	-13.93%	-6.17%	-7.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.15%	5.57%	+7.58%

Volatility

LLHE.TO vs. HHL.TO - Volatility Comparison

Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) has a higher volatility of 9.90% compared to Harvest Healthcare Leaders Income ETF (HHL.TO) at 3.96%. This indicates that LLHE.TO's price experiences larger fluctuations and is considered to be riskier than HHL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LLHE.TO	HHL.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.90%	3.96%	+5.94%
Volatility (6M) Calculated over the trailing 6-month period	27.33%	9.59%	+17.74%
Volatility (1Y) Calculated over the trailing 1-year period	46.35%	16.87%	+29.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.78%	13.84%	+27.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.78%	15.72%	+26.06%