LLYH.TO vs. CWIN.TO
LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) and CWIN.TO (HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units) are both Dividend funds. LLYH.TO is actively managed, while CWIN.TO is passively managed. Over the past year, LLYH.TO returned 39.69% vs 32.57% for CWIN.TO. At a 0.20 correlation, their price movements are largely independent. LLYH.TO charges 0.40%/yr vs 0.65%/yr for CWIN.TO.
Performance
LLYH.TO vs. CWIN.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LLYH.TO achieves a 3.76% return, which is significantly lower than CWIN.TO's 15.75% return.
LLYH.TO
- 1D
- 1.49%
- 1M
- 11.47%
- YTD
- 3.76%
- 6M
- 6.93%
- 1Y
- 39.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CWIN.TO
- 1D
- 0.99%
- 1M
- 4.14%
- YTD
- 15.75%
- 6M
- 18.53%
- 1Y
- 32.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLYH.TO vs. CWIN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 3.76% | 21.01% |
CWIN.TO HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units | 15.75% | 25.14% |
Correlation
The correlation between LLYH.TO and CWIN.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2025 | 0.20 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LLYH.TO vs. CWIN.TO — Risk / Return Rank
LLYH.TO
CWIN.TO
LLYH.TO vs. CWIN.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 HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.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.
| LLYH.TO | CWIN.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.51 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 4.57 | -2.67 |
| Martin ratioReturn relative to average drawdown | 5.21 | 16.73 | -11.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LLYH.TO | CWIN.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.69 | -1.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 2.30 | -2.05 |
Drawdowns
LLYH.TO vs. CWIN.TO - Drawdown Comparison
The maximum LLYH.TO drawdown since its inception was -31.00%, which is greater than CWIN.TO's maximum drawdown of -10.87%. Use the drawdown chart below to compare losses from any high point for LLYH.TO and CWIN.TO.
Loading charts...
Drawdown Indicators
| LLYH.TO | CWIN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.00% | -10.87% | -20.13% |
Max Drawdown (1Y)Largest decline over 1 year | -20.97% | -7.15% | -13.82% |
Current DrawdownCurrent decline from peak | -2.39% | -0.38% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -10.18% | -1.43% | -8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.64% | 1.96% | +5.68% |
Volatility
LLYH.TO vs. CWIN.TO - Volatility Comparison
Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a higher volatility of 6.85% compared to HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) at 3.52%. This indicates that LLYH.TO's price experiences larger fluctuations and is considered to be riskier than CWIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLYH.TO | CWIN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 3.52% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 24.78% | 9.69% | +15.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.04% | 12.16% | +20.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.82% | 13.89% | +19.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.82% | 13.89% | +19.93% |
LLYH.TO vs. CWIN.TO - Expense Ratio Comparison
LLYH.TO has a 0.40% expense ratio, which is lower than CWIN.TO's 0.65% expense ratio.
Dividends
LLYH.TO vs. CWIN.TO - Dividend Comparison
LLYH.TO's dividend yield for the trailing twelve months is around 17.81%, more than CWIN.TO's 3.19% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CWIN.TO HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units | 3.19% | 3.21% | 0.00% |
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 17.81% | 17.54% | 6.17% |
Frequently Asked Questions
LLYH.TO and CWIN.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LLYH.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LLYH.TO is cheaper with a 0.40% expense ratio, compared with 0.65% for CWIN.TO.
They also come from different issuers: Harvest and Hamilton. Their fees differ too: 0.40% for LLYH.TO and 0.65% for CWIN.TO.
Find the right allocation for LLYH.TO and CWIN.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer