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LLHE.TO vs. TXF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LLHE.TO vs. TXF.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 CI Tech Giants Covered Call Common (TXF.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with LLHE.TO having a 15.28% return and TXF.TO slightly higher at 15.69%.


LLHE.TO

1D
0.19%
1M
6.27%
6M
17.76%
YTD
15.28%
1Y
59.32%
3Y*
5Y*
10Y*

TXF.TO

1D
-1.01%
1M
-8.60%
6M
12.82%
YTD
15.69%
1Y
35.03%
3Y*
24.60%
5Y*
14.76%
10Y*
17.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
LLHE.TO
Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units
15.28%29.60%-15.34%
TXF.TO
CI Tech Giants Covered Call Common
15.69%24.80%2.08%

Correlation

The correlation between LLHE.TO and TXF.TO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2024

0.13

The correlation between LLHE.TO and TXF.TO shifts across timeframes, from -0.01 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LLHE.TO vs. TXF.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: 5555
Overall Rank
LLHE.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LLHE.TO Sortino Ratio Rank: 5252
Sortino Ratio Rank
LLHE.TO Omega Ratio Rank: 6060
Omega Ratio Rank
LLHE.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
LLHE.TO Martin Ratio Rank: 4747
Martin Ratio Rank

TXF.TO
TXF.TO Risk / Return Rank: 5252
Overall Rank
TXF.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TXF.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
TXF.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TXF.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
TXF.TO Martin Ratio Rank: 5656
Martin Ratio Rank
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. TXF.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 CI Tech Giants Covered Call Common (TXF.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.

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.


LLHE.TOTXF.TODifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.37

2.28

+0.09

Martin ratioReturn relative to average drawdown

6.08

7.49

-1.41

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

The current LLHE.TO Sharpe Ratio is 1.47, which is comparable to the TXF.TO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of LLHE.TO and TXF.TO, 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

LLHE.TO vs. TXF.TO - Drawdown Comparison

The maximum LLHE.TO drawdown since its inception was -37.80%, smaller than the maximum TXF.TO drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for LLHE.TO and TXF.TO.


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Drawdown Indicators


LLHE.TOTXF.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.80%

-41.23%

+3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-25.14%

-15.43%

-9.71%

Max Drawdown (3Y)

Largest decline over 3 years

-27.38%

Max Drawdown (5Y)

Largest decline over 5 years

-41.23%

Max Drawdown (10Y)

Largest decline over 10 years

-41.23%

Current Drawdown

Current decline from peak

-5.24%

-12.19%

+6.95%

Average Drawdown

Average peak-to-trough decline

-12.94%

-6.17%

-6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.78%

4.69%

+5.09%

Volatility

LLHE.TO vs. TXF.TO - Volatility Comparison

The current volatility for Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) is 9.48%, while CI Tech Giants Covered Call Common (TXF.TO) has a volatility of 12.32%. This indicates that LLHE.TO experiences smaller price fluctuations and is considered to be less risky than TXF.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.TOTXF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.48%

12.32%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

28.81%

21.78%

+7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

40.77%

24.80%

+15.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.08%

25.47%

+15.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.08%

23.93%

+17.15%

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

LLHE.TO has a 0.40% expense ratio, which is lower than TXF.TO's 0.71% expense ratio.


Dividends

LLHE.TO vs. TXF.TO - Dividend Comparison

LLHE.TO's dividend yield for the trailing twelve months is around 19.37%, more than TXF.TO's 9.82% yield.


PositionTTM20252024202320222021202020192018201720162015
LLHE.TO
Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units
19.37%20.89%7.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TXF.TO
CI Tech Giants Covered Call Common
9.82%10.59%9.75%7.48%14.13%7.77%11.01%7.29%9.29%4.89%6.16%6.15%

Frequently Asked Questions


LLHE.TO and TXF.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LLHE.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LLHE.TO is cheaper with a 0.40% expense ratio, compared with 0.71% for TXF.TO.

LLHE.TO is categorized as Derivative Income, while TXF.TO is Technology Equities. They also come from different issuers: Harvest and CI Investments. Their fees differ too: 0.40% for LLHE.TO and 0.71% for TXF.TO.

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