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METE.TO vs. UMAX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

METE.TO vs. UMAX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Meta Enhanced High Income Shares ETF - Class A Units (METE.TO) and Hamilton Utilities YIELD MAXIMIZER ETF (UMAX.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, METE.TO achieves a -4.55% return, which is significantly lower than UMAX.TO's 8.78% return.


METE.TO

1D
5.47%
1M
4.67%
YTD
-4.55%
6M
-2.86%
1Y
-5.95%
3Y*
5Y*
10Y*

UMAX.TO

1D
0.19%
1M
3.71%
YTD
8.78%
6M
8.52%
1Y
13.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

METE.TO vs. UMAX.TO - Yearly Performance Comparison


Correlation

The correlation between METE.TO and UMAX.TO is -0.05, 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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2025

0.00

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Return for Risk

METE.TO vs. UMAX.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

METE.TO
METE.TO Risk / Return Rank: 88
Overall Rank
METE.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
METE.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
METE.TO Omega Ratio Rank: 88
Omega Ratio Rank
METE.TO Calmar Ratio Rank: 88
Calmar Ratio Rank
METE.TO Martin Ratio Rank: 77
Martin Ratio Rank

UMAX.TO
UMAX.TO Risk / Return Rank: 5858
Overall Rank
UMAX.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
UMAX.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
UMAX.TO Omega Ratio Rank: 6060
Omega Ratio Rank
UMAX.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
UMAX.TO Martin Ratio Rank: 5353
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.

METE.TO vs. UMAX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Meta Enhanced High Income Shares ETF - Class A Units (METE.TO) and Hamilton Utilities YIELD MAXIMIZER ETF (UMAX.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.


METE.TOUMAX.TODifference

Sharpe ratio

Return per unit of total volatility

-0.16

2.03

-2.19

Sortino ratio

Return per unit of downside risk

0.02

3.16

-3.14

Omega ratio

Gain probability vs. loss probability

1.00

1.37

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.17

2.64

-2.81

Martin ratio

Return relative to average drawdown

-0.36

9.13

-9.49

METE.TO vs. UMAX.TO - Sharpe Ratio Comparison

The current METE.TO Sharpe Ratio is -0.16, which is lower than the UMAX.TO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of METE.TO and UMAX.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


METE.TOUMAX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

2.03

-2.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

1.00

-1.09

Drawdowns

METE.TO vs. UMAX.TO - Drawdown Comparison

The maximum METE.TO drawdown since its inception was -40.10%, which is greater than UMAX.TO's maximum drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for METE.TO and UMAX.TO.


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Drawdown Indicators


METE.TOUMAX.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.10%

-10.09%

-30.01%

Max Drawdown (1Y)

Largest decline over 1 year

-35.48%

-5.11%

-30.37%

Current Drawdown

Current decline from peak

-22.07%

-0.47%

-21.60%

Average Drawdown

Average peak-to-trough decline

-15.68%

-2.06%

-13.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.51%

1.50%

+15.01%

Volatility

METE.TO vs. UMAX.TO - Volatility Comparison

Harvest Meta Enhanced High Income Shares ETF - Class A Units (METE.TO) has a higher volatility of 9.99% compared to Hamilton Utilities YIELD MAXIMIZER ETF (UMAX.TO) at 1.93%. This indicates that METE.TO's price experiences larger fluctuations and is considered to be riskier than UMAX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


METE.TOUMAX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.99%

1.93%

+8.06%

Volatility (6M)

Calculated over the trailing 6-month period

28.26%

5.54%

+22.72%

Volatility (1Y)

Calculated over the trailing 1-year period

36.57%

6.65%

+29.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.08%

8.68%

+33.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.08%

8.68%

+33.40%

METE.TO vs. UMAX.TO - Expense Ratio Comparison

METE.TO has a 0.40% expense ratio, which is lower than UMAX.TO's 0.65% expense ratio.


Dividends

METE.TO vs. UMAX.TO - Dividend Comparison

METE.TO's dividend yield for the trailing twelve months is around 25.77%, more than UMAX.TO's 14.00% yield.


PositionTTM202520242023
METE.TO
Harvest Meta Enhanced High Income Shares ETF - Class A Units
25.77%21.31%0.00%0.00%
UMAX.TO
Hamilton Utilities YIELD MAXIMIZER ETF
14.00%14.86%14.81%6.96%

Frequently Asked Questions


METE.TO and UMAX.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, METE.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

METE.TO is cheaper with a 0.40% expense ratio, compared with 0.65% for UMAX.TO.

They also come from different issuers: Harvest Portfolios Group and Hamilton Capital. Their fees differ too: 0.40% for METE.TO and 0.65% for UMAX.TO.

Portfolio Optimizer

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