LLHE.TO vs. YGOG.NEO
LLHE.TO (Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units) and YGOG.NEO (Alphabet (GOOGL) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, LLHE.TO returned 49.98% vs 119.67% for YGOG.NEO. At a 0.13 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
LLHE.TO vs. YGOG.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 YGOG.NEO's 10.76% return.
LLHE.TO
- 1D
- 1.73%
- 1M
- 14.44%
- YTD
- 3.96%
- 6M
- 8.11%
- 1Y
- 49.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YGOG.NEO
- 1D
- -0.97%
- 1M
- -7.79%
- YTD
- 10.76%
- 6M
- 8.82%
- 1Y
- 119.67%
- 3Y*
- 45.35%
- 5Y*
- —
- 10Y*
- —
LLHE.TO vs. YGOG.NEO - 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% |
YGOG.NEO Alphabet (GOOGL) Yield Shares Purpose ETF | 10.76% | 69.45% | 24.33% |
Correlation
The correlation between LLHE.TO and YGOG.NEO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024 | 0.13 |
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Return for Risk
LLHE.TO vs. YGOG.NEO — Risk / Return Rank
LLHE.TO
YGOG.NEO
LLHE.TO vs. YGOG.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 Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.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 | YGOG.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.61 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 5.52 | -3.52 |
| Martin ratioReturn relative to average drawdown | 5.13 | 20.61 | -15.48 |
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 | YGOG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 3.77 | -2.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.62 | -1.45 |
Drawdowns
LLHE.TO vs. YGOG.NEO - Drawdown Comparison
The maximum LLHE.TO drawdown since its inception was -37.80%, which is greater than YGOG.NEO's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for LLHE.TO and YGOG.NEO.
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Drawdown Indicators
| LLHE.TO | YGOG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.80% | -33.45% | -4.35% |
Max Drawdown (1Y)Largest decline over 1 year | -25.14% | -21.82% | -3.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -33.45% | — |
Current DrawdownCurrent decline from peak | -2.88% | -11.86% | +8.98% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -7.59% | -6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 5.83% | +3.95% |
Volatility
LLHE.TO vs. YGOG.NEO - Volatility Comparison
The current volatility for Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) is 8.63%, while Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) has a volatility of 11.10%. This indicates that LLHE.TO experiences smaller price fluctuations and is considered to be less risky than YGOG.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 | YGOG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.63% | 11.10% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 28.97% | 22.75% | +6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.18% | 32.02% | +8.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.78% | 32.94% | +8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.78% | 32.94% | +8.84% |
LLHE.TO vs. YGOG.NEO - Expense Ratio Comparison
Both LLHE.TO and YGOG.NEO have an expense ratio of 0.40%.
Dividends
LLHE.TO vs. YGOG.NEO - Dividend Comparison
LLHE.TO's dividend yield for the trailing twelve months is around 21.31%, more than YGOG.NEO's 8.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 21.31% | 20.89% | 7.40% | 0.00% | 0.00% |
YGOG.NEO Alphabet (GOOGL) Yield Shares Purpose ETF | 8.15% | 5.84% | 14.19% | 7.22% | 0.91% |
Frequently Asked Questions
LLHE.TO and YGOG.NEO have a correlation of 0.14, 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 YGOG.NEO have the same expense ratio: 0.40% per year.
They also come from different issuers: Harvest and Purpose.
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