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LLYH.TO vs. DXU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LLYH.TO vs. DXU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) and Dynamic Active U.S. Dividend ETF (DXU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LLYH.TO achieves a 3.76% return, which is significantly lower than DXU.TO's 27.69% return.


LLYH.TO

1D
1.49%
1M
11.47%
YTD
3.76%
6M
6.93%
1Y
39.69%
3Y*
5Y*
10Y*

DXU.TO

1D
0.40%
1M
14.78%
YTD
27.69%
6M
24.84%
1Y
44.54%
3Y*
28.47%
5Y*
14.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLYH.TO vs. DXU.TO - Yearly Performance Comparison


2026 (YTD)20252024
LLYH.TO
Harvest Eli Lilly High Income Shares ETF Class A Units
3.76%24.63%-11.16%
DXU.TO
Dynamic Active U.S. Dividend ETF
27.69%9.36%9.84%

Correlation

The correlation between LLYH.TO and DXU.TO is 0.07, 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

0.07

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2024

0.21

The correlation between LLYH.TO and DXU.TO shifts across timeframes, from 0.07 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LLYH.TO vs. DXU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LLYH.TO
LLYH.TO Risk / Return Rank: 3636
Overall Rank
LLYH.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LLYH.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
LLYH.TO Omega Ratio Rank: 3838
Omega Ratio Rank
LLYH.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
LLYH.TO Martin Ratio Rank: 3535
Martin Ratio Rank

DXU.TO
DXU.TO Risk / Return Rank: 7878
Overall Rank
DXU.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DXU.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
DXU.TO Omega Ratio Rank: 7676
Omega Ratio Rank
DXU.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
DXU.TO Martin Ratio Rank: 7979
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.

LLYH.TO vs. DXU.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 Dynamic Active U.S. Dividend ETF (DXU.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.TODXU.TODifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.25

1.45

-0.20

Calmar ratioReturn relative to maximum drawdown

1.90

4.89

-2.99

Martin ratioReturn relative to average drawdown

5.21

15.14

-9.93

LLYH.TO vs. DXU.TO - Sharpe Ratio Comparison

The current LLYH.TO Sharpe Ratio is 1.21, which is lower than the DXU.TO Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of LLYH.TO and DXU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LLYH.TODXU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.46

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.88

-0.63

Drawdowns

LLYH.TO vs. DXU.TO - Drawdown Comparison

The maximum LLYH.TO drawdown since its inception was -31.00%, which is greater than DXU.TO's maximum drawdown of -27.05%. Use the drawdown chart below to compare losses from any high point for LLYH.TO and DXU.TO.


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Drawdown Indicators


LLYH.TODXU.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.00%

-27.05%

-3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-20.97%

-9.15%

-11.82%

Max Drawdown (3Y)

Largest decline over 3 years

-23.80%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

Current Drawdown

Current decline from peak

-2.39%

0.00%

-2.39%

Average Drawdown

Average peak-to-trough decline

-10.18%

-6.47%

-3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.64%

2.95%

+4.69%

Volatility

LLYH.TO vs. DXU.TO - Volatility Comparison

Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a higher volatility of 6.85% compared to Dynamic Active U.S. Dividend ETF (DXU.TO) at 4.83%. This indicates that LLYH.TO's price experiences larger fluctuations and is considered to be riskier than DXU.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.TODXU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

4.83%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

24.78%

14.07%

+10.71%

Volatility (1Y)

Calculated over the trailing 1-year period

33.04%

18.19%

+14.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.82%

18.16%

+15.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.82%

19.34%

+14.48%

LLYH.TO vs. DXU.TO - Expense Ratio Comparison

LLYH.TO has a 0.40% expense ratio, which is lower than DXU.TO's 0.75% expense ratio.


Dividends

LLYH.TO vs. DXU.TO - Dividend Comparison

LLYH.TO's dividend yield for the trailing twelve months is around 17.81%, while DXU.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DXU.TO
Dynamic Active U.S. Dividend ETF
0.00%0.00%0.00%0.00%0.22%0.00%0.00%0.00%0.00%0.10%
LLYH.TO
Harvest Eli Lilly High Income Shares ETF Class A Units
17.81%17.54%6.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LLYH.TO and DXU.TO have a correlation of 0.07, 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 0.75% for DXU.TO.

They also come from different issuers: Harvest and Dynamic. Their fees differ too: 0.40% for LLYH.TO and 0.75% for DXU.TO.

Portfolio Optimizer

Find the right allocation for LLYH.TO and DXU.TO

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