LLYH.TO vs. HHIS.TO
LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) and HHIS.TO (Harvest Diversified High Income Shares ETF) are both exchange-traded funds - LLYH.TO is a Dividend fund actively managed by Harvest, while HHIS.TO is a Derivative Income fund actively managed by Harvest. Both are actively managed. Over the past year, LLYH.TO returned 39.69% vs 31.98% for HHIS.TO. At a 0.19 correlation, their price movements are largely independent. LLYH.TO charges 0.40%/yr vs 0.00%/yr for HHIS.TO.
Performance
LLYH.TO vs. HHIS.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 HHIS.TO's 9.32% return.
LLYH.TO
- 1D
- 1.49%
- 1M
- 11.47%
- YTD
- 3.76%
- 6M
- 6.93%
- 1Y
- 39.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HHIS.TO
- 1D
- -1.25%
- 1M
- 7.52%
- YTD
- 9.32%
- 6M
- 4.61%
- 1Y
- 31.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLYH.TO vs. HHIS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LLYH.TO Harvest Eli Lilly High Income Shares ETF Class A Units | 3.76% | 25.36% |
HHIS.TO Harvest Diversified High Income Shares ETF | 9.32% | 24.40% |
Correlation
The correlation between LLYH.TO and HHIS.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2025 | 0.19 |
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Return for Risk
LLYH.TO vs. HHIS.TO — Risk / Return Rank
LLYH.TO
HHIS.TO
LLYH.TO vs. HHIS.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 High Income Shares ETF (HHIS.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 | HHIS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.31 | +0.59 |
| Martin ratioReturn relative to average drawdown | 5.21 | 3.27 | +1.94 |
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 | HHIS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.38 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.74 | -0.50 |
Drawdowns
LLYH.TO vs. HHIS.TO - Drawdown Comparison
The maximum LLYH.TO drawdown since its inception was -31.00%, roughly equal to the maximum HHIS.TO drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for LLYH.TO and HHIS.TO.
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Drawdown Indicators
| LLYH.TO | HHIS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.00% | -31.83% | +0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -20.97% | -24.43% | +3.46% |
Current DrawdownCurrent decline from peak | -2.39% | -2.95% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -10.18% | -8.70% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.64% | 9.79% | -2.15% |
Volatility
LLYH.TO vs. HHIS.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 High Income Shares ETF (HHIS.TO) at 5.51%. This indicates that LLYH.TO's price experiences larger fluctuations and is considered to be riskier than HHIS.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 | HHIS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 5.51% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 24.78% | 16.97% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.04% | 23.36% | +9.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.82% | 33.78% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.82% | 33.78% | +0.04% |
LLYH.TO vs. HHIS.TO - Expense Ratio Comparison
LLYH.TO has a 0.40% expense ratio, which is higher than HHIS.TO's 0.00% expense ratio.
Dividends
LLYH.TO vs. HHIS.TO - Dividend Comparison
LLYH.TO's dividend yield for the trailing twelve months is around 17.81%, less than HHIS.TO's 26.63% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 26.63% | 22.88% | 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 HHIS.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HHIS.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HHIS.TO is cheaper with a 0.00% expense ratio, compared with 0.40% for LLYH.TO.
LLYH.TO is categorized as Dividend, while HHIS.TO is Derivative Income. Their fees differ too: 0.40% for LLYH.TO and 0.00% for HHIS.TO.
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