LLHE.TO vs. LLYH.TO
LLHE.TO (Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units) and LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) are both exchange-traded funds - LLHE.TO is a Derivative Income fund actively managed by Harvest, while LLYH.TO is a Dividend fund actively managed by Harvest. Both are actively managed. Over the past year, LLHE.TO returned 49.98% vs 39.69% for LLYH.TO. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.40% expense ratio.
Performance
LLHE.TO vs. LLYH.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 higher than LLYH.TO's 3.76% return.
LLHE.TO
- 1D
- 1.73%
- 1M
- 14.44%
- YTD
- 3.96%
- 6M
- 8.11%
- 1Y
- 49.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLYH.TO
- 1D
- 1.49%
- 1M
- 11.47%
- YTD
- 3.76%
- 6M
- 6.93%
- 1Y
- 39.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLHE.TO vs. LLYH.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 3.96% | 29.60% | -16.36% |
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 3.76% | 24.63% | -11.16% |
Correlation
The correlation between LLHE.TO and LLYH.TO is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024 | 0.93 |
The correlation between LLHE.TO and LLYH.TO has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
LLHE.TO vs. LLYH.TO — Risk / Return Rank
LLHE.TO
LLYH.TO
LLHE.TO vs. LLYH.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 Eli Lilly High Income Shares ETF Class A Units (LLYH.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 | LLYH.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.90 | +0.10 |
| Martin ratioReturn relative to average drawdown | 5.13 | 5.21 | -0.08 |
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 | LLYH.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.21 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.24 | -0.07 |
Drawdowns
LLHE.TO vs. LLYH.TO - Drawdown Comparison
The maximum LLHE.TO drawdown since its inception was -37.80%, which is greater than LLYH.TO's maximum drawdown of -31.00%. Use the drawdown chart below to compare losses from any high point for LLHE.TO and LLYH.TO.
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Drawdown Indicators
| LLHE.TO | LLYH.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.80% | -31.00% | -6.80% |
Max Drawdown (1Y)Largest decline over 1 year | -25.14% | -20.97% | -4.17% |
Current DrawdownCurrent decline from peak | -2.88% | -2.39% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -10.18% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 7.64% | +2.14% |
Volatility
LLHE.TO vs. LLYH.TO - Volatility Comparison
Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) has a higher volatility of 8.63% compared to Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) at 6.85%. This indicates that LLHE.TO's price experiences larger fluctuations and is considered to be riskier than LLYH.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 | LLYH.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.63% | 6.85% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 28.97% | 24.78% | +4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.18% | 33.04% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.78% | 33.82% | +7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.78% | 33.82% | +7.96% |
LLHE.TO vs. LLYH.TO - Expense Ratio Comparison
Both LLHE.TO and LLYH.TO have an expense ratio of 0.40%.
Dividends
LLHE.TO vs. LLYH.TO - Dividend Comparison
LLHE.TO's dividend yield for the trailing twelve months is around 21.31%, more than LLYH.TO's 17.81% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 21.31% | 20.89% | 7.40% |
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 17.81% | 17.54% | 6.17% |
Frequently Asked Questions
With a correlation of 0.95, LLHE.TO and LLYH.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 LLYH.TO have the same expense ratio: 0.40% per year.
LLHE.TO is categorized as Derivative Income, while LLYH.TO is Dividend.
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