LLYH.TO vs. BLOV.TO
LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. Both are actively managed. Over the past year, LLYH.TO returned 44.77% vs 20.35% for BLOV.TO. At a 0.13 correlation, their price movements are largely independent.
Performance
LLYH.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LLYH.TO having a 13.56% return and BLOV.TO slightly lower at 13.33%.
LLYH.TO
- 1D
- 3.27%
- 1M
- 5.52%
- 6M
- 16.73%
- YTD
- 13.56%
- 1Y
- 44.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BLOV.TO
- 1D
- 0.15%
- 1M
- 2.36%
- 6M
- 11.57%
- YTD
- 13.33%
- 1Y
- 20.35%
- 3Y*
- 12.86%
- 5Y*
- 8.17%
- 10Y*
- —
LLYH.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 13.56% | 24.63% | -10.44% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.33% | 14.08% | -0.83% |
Correlation
The correlation between LLYH.TO and BLOV.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024 | 0.13 |
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Return for Risk
LLYH.TO vs. BLOV.TO — Risk / Return Rank
LLYH.TO
BLOV.TO
LLYH.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
| LLYH.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.45 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.91 | -1.76 |
| Martin ratioReturn relative to average drawdown | 5.86 | 13.07 | -7.21 |
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Drawdowns
LLYH.TO vs. BLOV.TO - Drawdown Comparison
The maximum LLYH.TO drawdown since its inception was -31.00%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for LLYH.TO and BLOV.TO.
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Drawdown Indicators
| LLYH.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.00% | -46.98% | +15.98% |
Max Drawdown (1Y)Largest decline over 1 year | -20.97% | -5.23% | -15.74% |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.98% | — |
Current DrawdownCurrent decline from peak | -4.08% | -1.47% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -9.63% | -4.48% | -5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 1.56% | +6.10% |
Volatility
LLYH.TO vs. BLOV.TO - Volatility Comparison
Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a higher volatility of 8.16% compared to Brompton North American Low Volatility Dividend ETF (BLOV.TO) at 4.85%. This indicates that LLYH.TO's price experiences larger fluctuations and is considered to be riskier than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLYH.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 4.85% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 25.03% | 7.78% | +17.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.77% | 9.18% | +24.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.39% | 33.19% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.39% | 30.16% | +3.23% |
Dividends
LLYH.TO vs. BLOV.TO - Dividend Comparison
LLYH.TO's dividend yield for the trailing twelve months is around 16.39%, more than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% |
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 16.39% | 17.54% | 6.17% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LLYH.TO and BLOV.TO have a correlation of 0.19, 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 Brompton.
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