PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
LLYH.TO vs. XDUH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LLYH.TO vs. XDUH.TO

Last updated Jun 4, 2026

LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) and XDUH.TO (iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)) are both exchange-traded funds - LLYH.TO is a Dividend fund actively managed by Harvest, while XDUH.TO is a Large Cap Value Equities fund tracking the Morningstar US Market TR CAD. LLYH.TO is actively managed, while XDUH.TO is passively managed. Over the past year, LLYH.TO returned 39.69% vs 15.05% for XDUH.TO. At a 0.18 correlation, their price movements are largely independent. LLYH.TO charges 0.40%/yr vs 0.16%/yr for XDUH.TO.

Performance

LLYH.TO vs. XDUH.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 iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LLYH.TO achieves a 3.76% return, which is significantly lower than XDUH.TO's 8.93% return.

LLYH.TO

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

XDUH.TO

1D
-0.10%
1M
3.40%
YTD
8.93%
6M
7.07%
1Y
15.05%
3Y*
11.66%
5Y*
6.48%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLYH.TO vs. XDUH.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%
XDUH.TO
iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)		8.93%8.02%-1.46%

Correlation

The correlation between LLYH.TO and XDUH.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

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

0.18

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Harvest Eli Lilly High Income Shares ETF Class A Units

iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)

Often compared with LLYH.TO:
LLYH.TO vs. LLHE.TOLLYH.TO vs. FCID.TOLLYH.TO vs. HHIC.TOLLYH.TO vs. CWIN.TOLLYH.TO vs. HHIS.TOLLYH.TO vs. XDU.TOLLYH.TO vs. VDY.TO
Often compared with XDUH.TO:
XDUH.TO vs. SCHDXDUH.TO vs. XDGH.TOXDUH.TO vs. XDU.TOXDUH.TO vs. XDIV.TOXDUH.TO vs. ZDY.TOXDUH.TO vs. XHD.TOXDUH.TO vs. XDV.TO

Return for Risk

LLYH.TO vs. XDUH.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
XDUH.TO
XDUH.TO Risk / Return Rank: 4343
Overall Rank
XDUH.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDUH.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
XDUH.TO Omega Ratio Rank: 3939
Omega Ratio Rank
XDUH.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDUH.TO Martin Ratio Rank: 4343
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. XDUH.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 iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.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.TOXDUH.TODifference
Sharpe ratioReturn per unit of total volatility
1.21
1.43

-0.22

Sortino ratioReturn per unit of downside risk
1.72
2.11

-0.39

Omega ratioGain probability vs. loss probability

1.25

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.90

2.49

-0.58

Martin ratioReturn relative to average drawdown

5.21

6.87

-1.66

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LLYH.TO Sharpe Ratio is 1.21, which is comparable to the XDUH.TO Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of LLYH.TO and XDUH.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.

Loading charts...

Sharpe Ratios by Period

LLYH.TOXDUH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.43

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.49

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.41

-0.17

Drawdowns

LLYH.TO vs. XDUH.TO - Drawdown Comparison

The maximum LLYH.TO drawdown since its inception was -31.00%, smaller than the maximum XDUH.TO drawdown of -34.91%. Use the drawdown chart below to compare losses from any high point for LLYH.TO and XDUH.TO.

Loading charts...

Drawdown Indicators

LLYH.TOXDUH.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.00%

-34.91%

+3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-20.97%

-6.08%

-14.89%

Max Drawdown (3Y)

Largest decline over 3 years

—

-14.37%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.40%

—

Current Drawdown

Current decline from peak

-2.39%

-1.39%

-1.00%

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%

2.20%

+5.44%

Volatility

LLYH.TO vs. XDUH.TO - Volatility Comparison

Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a higher volatility of 6.85% compared to iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.TO) at 2.98%. This indicates that LLYH.TO's price experiences larger fluctuations and is considered to be riskier than XDUH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

LLYH.TOXDUH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

2.98%

+3.87%

Volatility (6M)

Calculated over the trailing 6-month period

24.78%

7.50%

+17.28%

Volatility (1Y)

Calculated over the trailing 1-year period

33.04%

10.60%

+22.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.82%

13.39%

+20.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.82%

16.55%

+17.27%

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

LLYH.TO has a 0.40% expense ratio, which is higher than XDUH.TO's 0.16% expense ratio.

Dividends

LLYH.TO vs. XDUH.TO - Dividend Comparison

LLYH.TO's dividend yield for the trailing twelve months is around 17.81%, more than XDUH.TO's 2.26% yield.

PositionTTM20252024202320222021202020192018
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%
XDUH.TO
iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)		2.26%2.41%2.61%2.49%2.35%2.56%2.62%2.31%2.69%

Frequently Asked Questions

LLYH.TO and XDUH.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDUH.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDUH.TO is cheaper with a 0.16% expense ratio, compared with 0.40% for LLYH.TO.

LLYH.TO is categorized as Dividend, while XDUH.TO is Large Cap Value Equities. They also come from different issuers: Harvest and iShares. Their fees differ too: 0.40% for LLYH.TO and 0.16% for XDUH.TO.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer