LLHE.TO vs. YAVG.NEO
LLHE.TO (Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units) and YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, LLHE.TO returned 49.98% vs 133.32% for YAVG.NEO. At a 0.05 correlation, their price movements are largely independent.
Performance
LLHE.TO vs. YAVG.NEO - 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 YAVG.NEO's 59.96% return.
LLHE.TO
- 1D
- 1.73%
- 1M
- 14.44%
- YTD
- 3.96%
- 6M
- 8.11%
- 1Y
- 49.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YAVG.NEO
- 1D
- -0.50%
- 1M
- 16.03%
- YTD
- 59.96%
- 6M
- 46.17%
- 1Y
- 133.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLHE.TO vs. YAVG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 3.96% | 17.12% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 59.96% | 57.91% |
Correlation
The correlation between LLHE.TO and YAVG.NEO 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 Feb 21, 2025 | 0.05 |
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Return for Risk
LLHE.TO vs. YAVG.NEO — Risk / Return Rank
LLHE.TO
YAVG.NEO
LLHE.TO vs. YAVG.NEO - 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 Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO). 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 | YAVG.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.50 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 5.18 | -3.18 |
| Martin ratioReturn relative to average drawdown | 5.13 | 15.35 | -10.22 |
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 | YAVG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.81 | -1.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 2.03 | -1.87 |
Drawdowns
LLHE.TO vs. YAVG.NEO - Drawdown Comparison
The maximum LLHE.TO drawdown since its inception was -37.80%, roughly equal to the maximum YAVG.NEO drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for LLHE.TO and YAVG.NEO.
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Drawdown Indicators
| LLHE.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.80% | -39.57% | +1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -25.14% | -25.90% | +0.76% |
Current DrawdownCurrent decline from peak | -2.88% | -0.50% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -8.26% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 8.72% | +1.06% |
Volatility
LLHE.TO vs. YAVG.NEO - Volatility Comparison
The current volatility for Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) is 8.63%, while Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a volatility of 11.15%. This indicates that LLHE.TO experiences smaller price fluctuations and is considered to be less risky than YAVG.NEO 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 | YAVG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.63% | 11.15% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 28.97% | 37.61% | -8.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.18% | 47.84% | -7.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.78% | 52.43% | -10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.78% | 52.43% | -10.65% |
Dividends
LLHE.TO vs. YAVG.NEO - Dividend Comparison
LLHE.TO's dividend yield for the trailing twelve months is around 21.31%, less than YAVG.NEO's 21.76% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 21.31% | 20.89% | 7.40% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 21.76% | 8.90% | 0.00% |
Frequently Asked Questions
LLHE.TO and YAVG.NEO 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.
They also come from different issuers: Harvest and Purpose Investments.
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