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

LLHE.TO vs. ZWU.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 BMO Covered Call Utilities ETF (ZWU.TO).

LLHE.TO and ZWU.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. ZWU.TO is an actively managed fund by BMO. It was launched on Oct 20, 2011.

Performance

LLHE.TO vs. ZWU.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 BMO Covered Call Utilities ETF (ZWU.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)20252024
LLHE.TO
Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units		-14.25%29.60%-16.36%
ZWU.TO
BMO Covered Call Utilities ETF		11.68%13.18%1.05%

Returns By Period

In the year-to-date period, LLHE.TO achieves a -14.25% return, which is significantly lower than ZWU.TO's 11.68% return.

LLHE.TO

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

ZWU.TO

1D
0.04%
1M
0.62%
YTD
11.68%
6M
9.62%
1Y
17.09%
3Y*
10.60%
5Y*
7.16%
10Y*
6.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BMO Covered Call Utilities ETF

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Often compared with ZWU.TO:
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LLHE.TO vs. ZWU.TO - Expense Ratio Comparison

LLHE.TO has a 0.40% expense ratio, which is lower than ZWU.TO's 0.65% expense ratio.

ZWU.TO
BMO Covered Call Utilities ETF
LLHE.TO
Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units

Return for Risk

LLHE.TO vs. ZWU.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: 1616
Overall Rank
LLHE.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
LLHE.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
LLHE.TO Omega Ratio Rank: 1919
Omega Ratio Rank
LLHE.TO Calmar Ratio Rank: 1616
Calmar Ratio Rank
LLHE.TO Martin Ratio Rank: 1515
Martin Ratio Rank
ZWU.TO
ZWU.TO Risk / Return Rank: 8888
Overall Rank
ZWU.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ZWU.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
ZWU.TO Omega Ratio Rank: 9090
Omega Ratio Rank
ZWU.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
ZWU.TO Martin Ratio Rank: 8787
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. ZWU.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 BMO Covered Call Utilities ETF (ZWU.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.TOZWU.TODifference

Sharpe ratio

Return per unit of total volatility

0.11

1.89

-1.78

Sortino ratio

Return per unit of downside risk

0.48

2.43

-1.96

Omega ratio

Gain probability vs. loss probability

1.07

1.37

-0.30

Calmar ratio

Return relative to maximum drawdown

0.19

2.66

-2.46

Martin ratio

Return relative to average drawdown

0.47

9.91

-9.44

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. ZWU.TO - Sharpe Ratio Comparison

The current LLHE.TO Sharpe Ratio is 0.11, which is lower than the ZWU.TO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of LLHE.TO and ZWU.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.

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Sharpe Ratios by Period

LLHE.TOZWU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

1.89

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.70

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.46

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.43

-0.54

Correlation

The correlation between LLHE.TO and ZWU.TO is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LLHE.TO vs. ZWU.TO - Dividend Comparison

LLHE.TO's dividend yield for the trailing twelve months is around 22.70%, more than ZWU.TO's 6.92% yield.

TTM20252024202320222021202020192018201720162015
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%
ZWU.TO
BMO Covered Call Utilities ETF		6.92%7.59%7.96%8.54%8.35%7.43%7.94%6.29%6.84%6.46%6.77%7.57%

Drawdowns

LLHE.TO vs. ZWU.TO - Drawdown Comparison

The maximum LLHE.TO drawdown since its inception was -37.80%, roughly equal to the maximum ZWU.TO drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for LLHE.TO and ZWU.TO.

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Drawdown Indicators

LLHE.TOZWU.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.80%

-37.41%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-31.71%

-6.71%

-25.00%

Max Drawdown (5Y)

Largest decline over 5 years

—

-23.36%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.41%

—

Current Drawdown

Current decline from peak

-17.81%

-0.37%

-17.44%

Average Drawdown

Average peak-to-trough decline

-13.93%

-5.42%

-8.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.15%

1.80%

+11.35%

Volatility

LLHE.TO vs. ZWU.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 BMO Covered Call Utilities ETF (ZWU.TO) at 2.41%. This indicates that LLHE.TO's price experiences larger fluctuations and is considered to be riskier than ZWU.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.TOZWU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.90%

2.41%

+7.49%

Volatility (6M)

Calculated over the trailing 6-month period

27.33%

5.28%

+22.05%

Volatility (1Y)

Calculated over the trailing 1-year period

46.35%

9.12%

+37.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.78%

10.34%

+31.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.78%

14.15%

+27.63%