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

Performance

LLYH.TO vs. HTAE.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 Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.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 HTAE.TO's 32.62% return.


LLYH.TO

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

HTAE.TO

1D
-1.02%
1M
20.35%
YTD
32.62%
6M
33.74%
1Y
56.12%
3Y*
31.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between LLYH.TO and HTAE.TO is -0.01, 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

-0.01

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

0.11

The correlation between LLYH.TO and HTAE.TO shifts across timeframes, from -0.01 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LLYH.TO vs. HTAE.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

HTAE.TO
HTAE.TO Risk / Return Rank: 6666
Overall Rank
HTAE.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 6565
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 5757
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. HTAE.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 Tech Achievers Enhanced Income ETF - Class A Units (HTAE.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.TOHTAE.TODifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.25

1.40

-0.16

Calmar ratioReturn relative to maximum drawdown

1.90

3.07

-1.17

Martin ratioReturn relative to average drawdown

5.21

10.12

-4.91

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

The current LLYH.TO Sharpe Ratio is 1.21, which is lower than the HTAE.TO Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of LLYH.TO and HTAE.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.TOHTAE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.57

-1.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.39

-1.15

Drawdowns

LLYH.TO vs. HTAE.TO - Drawdown Comparison

The maximum LLYH.TO drawdown since its inception was -31.00%, roughly equal to the maximum HTAE.TO drawdown of -30.83%. Use the drawdown chart below to compare losses from any high point for LLYH.TO and HTAE.TO.


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Drawdown Indicators


LLYH.TOHTAE.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.00%

-30.83%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-20.97%

-18.39%

-2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

Current Drawdown

Current decline from peak

-2.39%

-1.02%

-1.37%

Average Drawdown

Average peak-to-trough decline

-10.18%

-4.57%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.64%

5.56%

+2.08%

Volatility

LLYH.TO vs. HTAE.TO - Volatility Comparison

Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) and Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) have volatilities of 6.85% and 6.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LLYH.TOHTAE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

6.89%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

24.78%

17.54%

+7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

33.04%

21.98%

+11.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.82%

26.99%

+6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.82%

26.99%

+6.83%

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

LLYH.TO has a 0.40% expense ratio, which is lower than HTAE.TO's 2.49% expense ratio.


Dividends

LLYH.TO vs. HTAE.TO - Dividend Comparison

LLYH.TO's dividend yield for the trailing twelve months is around 17.81%, more than HTAE.TO's 9.31% yield.


PositionTTM2025202420232022
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
9.31%11.28%10.01%9.38%2.20%
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 HTAE.TO have a correlation of -0.01, 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 2.49% for HTAE.TO.

LLYH.TO is categorized as Dividend, while HTAE.TO is Technology Equities. Their fees differ too: 0.40% for LLYH.TO and 2.49% for HTAE.TO.

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