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

LLYH.TO vs. ZDY.TO

Last updated Jun 4, 2026

LLYH.TO (Harvest Eli Lilly High Income Shares ETF Class A Units) and ZDY.TO (BMO US Dividend ETF (CAD)) are both Dividend funds. Both are actively managed. Over the past year, LLYH.TO returned 39.69% vs 26.90% for ZDY.TO. At a 0.32 correlation, their price movements are largely independent. LLYH.TO charges 0.40%/yr vs 0.30%/yr for ZDY.TO.

Performance

LLYH.TO vs. ZDY.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 BMO US Dividend ETF (CAD) (ZDY.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 ZDY.TO's 18.13% return.

LLYH.TO

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

ZDY.TO

1D
-0.12%
1M
9.13%
YTD
18.13%
6M
10.45%
1Y
26.90%
3Y*
18.28%
5Y*
13.55%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLYH.TO vs. ZDY.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%
ZDY.TO
BMO US Dividend ETF (CAD)		18.13%4.45%8.19%

Correlation

The correlation between LLYH.TO and ZDY.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

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

0.32

Compare stocks, funds, or ETFs

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Harvest Eli Lilly High Income Shares ETF Class A Units

BMO US Dividend ETF (CAD)

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Often compared with ZDY.TO:
ZDY.TO vs. VDY.TOZDY.TO vs. ZDV.TOZDY.TO vs. SCHDZDY.TO vs. ZLU.TOZDY.TO vs. VIGZDY.TO vs. ZGRO.TOZDY.TO vs. XEI.TO

Return for Risk

LLYH.TO vs. ZDY.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
ZDY.TO
ZDY.TO Risk / Return Rank: 7171
Overall Rank
ZDY.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ZDY.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
ZDY.TO Omega Ratio Rank: 7272
Omega Ratio Rank
ZDY.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
ZDY.TO Martin Ratio Rank: 7373
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. ZDY.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 BMO US Dividend ETF (CAD) (ZDY.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.TOZDY.TODifference
Sharpe ratioReturn per unit of total volatility
1.21
2.28

-1.08

Sortino ratioReturn per unit of downside risk
1.72
2.97

-1.25

Omega ratioGain probability vs. loss probability

1.25

1.44

-0.19

Calmar ratioReturn relative to maximum drawdown

1.90

3.98

-2.08

Martin ratioReturn relative to average drawdown

5.21

13.78

-8.57

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. ZDY.TO - Sharpe Ratio Comparison

The current LLYH.TO Sharpe Ratio is 1.21, which is lower than the ZDY.TO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of LLYH.TO and ZDY.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.TOZDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.28

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.12

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.73

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.95

-0.71

Drawdowns

LLYH.TO vs. ZDY.TO - Drawdown Comparison

The maximum LLYH.TO drawdown since its inception was -31.00%, smaller than the maximum ZDY.TO drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for LLYH.TO and ZDY.TO.

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Drawdown Indicators

LLYH.TOZDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.00%

-33.01%

+2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-20.97%

-6.78%

-14.19%

Max Drawdown (3Y)

Largest decline over 3 years

—

-15.32%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-15.32%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.01%

—

Current Drawdown

Current decline from peak

-2.39%

-0.19%

-2.20%

Average Drawdown

Average peak-to-trough decline

-10.18%

-3.30%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.64%

1.96%

+5.68%

Volatility

LLYH.TO vs. ZDY.TO - Volatility Comparison

Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a higher volatility of 6.85% compared to BMO US Dividend ETF (CAD) (ZDY.TO) at 4.73%. This indicates that LLYH.TO's price experiences larger fluctuations and is considered to be riskier than ZDY.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.TOZDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

4.73%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

24.78%

9.85%

+14.93%

Volatility (1Y)

Calculated over the trailing 1-year period

33.04%

11.85%

+21.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.82%

12.17%

+21.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.82%

15.18%

+18.64%

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

LLYH.TO has a 0.40% expense ratio, which is higher than ZDY.TO's 0.30% expense ratio.

Dividends

LLYH.TO vs. ZDY.TO - Dividend Comparison

LLYH.TO's dividend yield for the trailing twelve months is around 17.81%, more than ZDY.TO's 1.46% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
ZDY.TO
BMO US Dividend ETF (CAD)		1.46%1.72%1.97%2.43%2.48%2.33%3.65%3.02%2.80%2.63%2.46%2.54%

Frequently Asked Questions

LLYH.TO and ZDY.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZDY.TO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZDY.TO is cheaper with a 0.30% expense ratio, compared with 0.40% for LLYH.TO.

They also come from different issuers: Harvest and BMO. Their fees differ too: 0.40% for LLYH.TO and 0.30% for ZDY.TO.

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