LLYH.TO vs. HDIF.TO
LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) and HDIF.TO (Harvest Diversified Monthly Income ETF - Class A Units) are both exchange-traded funds - LLYH.TO is a Dividend fund actively managed by Harvest, while HDIF.TO is a Derivative Income fund actively managed by Harvest. Both are actively managed. Over the past year, LLYH.TO returned 39.69% vs 28.86% for HDIF.TO. At a 0.27 correlation, their price movements are largely independent. LLYH.TO charges 0.40%/yr vs 2.47%/yr for HDIF.TO.
Performance
LLYH.TO vs. HDIF.TO - Performance Comparison
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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 HDIF.TO's 11.54% return.
LLYH.TO
- 1D
- 1.49%
- 1M
- 11.47%
- YTD
- 3.76%
- 6M
- 6.93%
- 1Y
- 39.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HDIF.TO
- 1D
- -0.73%
- 1M
- 6.52%
- YTD
- 11.54%
- 6M
- 12.52%
- 1Y
- 28.86%
- 3Y*
- 18.30%
- 5Y*
- —
- 10Y*
- —
LLYH.TO vs. HDIF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 3.76% | 24.63% | -11.16% |
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | 11.54% | 15.61% | 5.10% |
Correlation
The correlation between LLYH.TO and HDIF.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024 | 0.27 |
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Return for Risk
LLYH.TO vs. HDIF.TO — Risk / Return Rank
LLYH.TO
HDIF.TO
LLYH.TO vs. HDIF.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 Harvest Diversified Monthly Income ETF - Class A Units (HDIF.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 | HDIF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 3.30 | -1.40 |
| Martin ratioReturn relative to average drawdown | 5.21 | 13.66 | -8.45 |
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
| LLYH.TO | HDIF.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.29 | -1.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.53 | -0.29 |
Drawdowns
LLYH.TO vs. HDIF.TO - Drawdown Comparison
The maximum LLYH.TO drawdown since its inception was -31.00%, which is greater than HDIF.TO's maximum drawdown of -24.07%. Use the drawdown chart below to compare losses from any high point for LLYH.TO and HDIF.TO.
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Drawdown Indicators
| LLYH.TO | HDIF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.00% | -24.07% | -6.93% |
Max Drawdown (1Y)Largest decline over 1 year | -20.97% | -8.79% | -12.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.60% | — |
Current DrawdownCurrent decline from peak | -2.39% | -0.73% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -10.18% | -6.65% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.64% | 2.12% | +5.52% |
Volatility
LLYH.TO vs. HDIF.TO - Volatility Comparison
Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a higher volatility of 6.85% compared to Harvest Diversified Monthly Income ETF - Class A Units (HDIF.TO) at 3.50%. This indicates that LLYH.TO's price experiences larger fluctuations and is considered to be riskier than HDIF.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 | HDIF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 3.50% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 24.78% | 10.37% | +14.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.04% | 12.67% | +20.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.82% | 17.49% | +16.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.82% | 17.49% | +16.33% |
LLYH.TO vs. HDIF.TO - Expense Ratio Comparison
LLYH.TO has a 0.40% expense ratio, which is lower than HDIF.TO's 2.47% expense ratio.
Dividends
LLYH.TO vs. HDIF.TO - Dividend Comparison
LLYH.TO's dividend yield for the trailing twelve months is around 17.81%, more than HDIF.TO's 10.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | 10.21% | 9.93% | 10.15% | 10.62% | 8.95% |
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 17.81% | 17.54% | 6.17% | 0.00% | 0.00% |
Frequently Asked Questions
LLYH.TO and HDIF.TO have a correlation of 0.17, 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 2.47% for HDIF.TO.
LLYH.TO is categorized as Dividend, while HDIF.TO is Derivative Income. Their fees differ too: 0.40% for LLYH.TO and 2.47% for HDIF.TO.
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