LLYH.TO vs. HHL.TO
LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) and HHL.TO (Harvest Healthcare Leaders Income ETF) are both exchange-traded funds - LLYH.TO is a Dividend fund actively managed by Harvest, while HHL.TO is a Health & Biotech Equities fund actively managed by Harvest. Both are actively managed. Over the past year, LLYH.TO returned 39.69% vs 4.65% for HHL.TO. A 0.51 correlation means they provide meaningful diversification when combined. LLYH.TO charges 0.40%/yr vs 0.85%/yr for HHL.TO.
Performance
LLYH.TO vs. HHL.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 higher than HHL.TO's -8.20% return.
LLYH.TO
- 1D
- 1.49%
- 1M
- 11.47%
- YTD
- 3.76%
- 6M
- 6.93%
- 1Y
- 39.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HHL.TO
- 1D
- 1.04%
- 1M
- 0.43%
- YTD
- -8.20%
- 6M
- -8.09%
- 1Y
- 4.65%
- 3Y*
- 3.74%
- 5Y*
- 5.39%
- 10Y*
- 6.53%
LLYH.TO vs. HHL.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% |
HHL.TO Harvest Healthcare Leaders Income ETF | -8.20% | 10.47% | -10.08% |
Correlation
The correlation between LLYH.TO and HHL.TO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024 | 0.51 |
The correlation between LLYH.TO and HHL.TO has been stable across timeframes, ranging from 0.51 to 0.51 - a consistent structural relationship.
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Return for Risk
LLYH.TO vs. HHL.TO — Risk / Return Rank
LLYH.TO
HHL.TO
LLYH.TO vs. HHL.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 Healthcare Leaders Income ETF (HHL.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 | HHL.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.07 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 0.36 | +1.54 |
| Martin ratioReturn relative to average drawdown | 5.21 | 0.90 | +4.31 |
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 | HHL.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.32 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.38 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.33 | -0.09 |
Drawdowns
LLYH.TO vs. HHL.TO - Drawdown Comparison
The maximum LLYH.TO drawdown since its inception was -31.00%, which is greater than HHL.TO's maximum drawdown of -26.70%. Use the drawdown chart below to compare losses from any high point for LLYH.TO and HHL.TO.
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Drawdown Indicators
| LLYH.TO | HHL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.00% | -26.70% | -4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -20.97% | -12.88% | -8.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.01% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.01% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.70% | — |
Current DrawdownCurrent decline from peak | -2.39% | -11.20% | +8.81% |
Average DrawdownAverage peak-to-trough decline | -10.18% | -6.23% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.64% | 5.18% | +2.46% |
Volatility
LLYH.TO vs. HHL.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 Healthcare Leaders Income ETF (HHL.TO) at 5.49%. This indicates that LLYH.TO's price experiences larger fluctuations and is considered to be riskier than HHL.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 | HHL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 5.49% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 24.78% | 10.11% | +14.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.04% | 14.40% | +18.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.82% | 14.11% | +19.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.82% | 15.79% | +18.03% |
LLYH.TO vs. HHL.TO - Expense Ratio Comparison
LLYH.TO has a 0.40% expense ratio, which is lower than HHL.TO's 0.85% expense ratio.
Dividends
LLYH.TO vs. HHL.TO - Dividend Comparison
LLYH.TO's dividend yield for the trailing twelve months is around 17.81%, more than HHL.TO's 10.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HHL.TO Harvest Healthcare Leaders Income ETF | 10.64% | 9.36% | 9.27% | 8.71% | 8.51% | 7.91% | 9.02% | 8.65% | 9.00% | 8.45% | 8.83% | 8.19% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
LLYH.TO and HHL.TO have a correlation of 0.51, 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 0.85% for HHL.TO.
LLYH.TO is categorized as Dividend, while HHL.TO is Health & Biotech Equities. Their fees differ too: 0.40% for LLYH.TO and 0.85% for HHL.TO.
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