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METE.TO vs. YGOG.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

METE.TO vs. YGOG.NEO - 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 Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO). 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 YGOG.NEO's 10.76% return.


METE.TO

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

YGOG.NEO

1D
-0.97%
1M
-7.79%
YTD
10.76%
6M
8.82%
1Y
119.67%
3Y*
45.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

METE.TO vs. YGOG.NEO - Yearly Performance Comparison


Correlation

The correlation between METE.TO and YGOG.NEO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.41

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Return for Risk

METE.TO vs. YGOG.NEO — 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

YGOG.NEO
YGOG.NEO Risk / Return Rank: 9292
Overall Rank
YGOG.NEO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
YGOG.NEO Sortino Ratio Rank: 9494
Sortino Ratio Rank
YGOG.NEO Omega Ratio Rank: 9292
Omega Ratio Rank
YGOG.NEO Calmar Ratio Rank: 9090
Calmar Ratio Rank
YGOG.NEO Martin Ratio Rank: 9090
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. YGOG.NEO - 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 Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO). 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.TOYGOG.NEODifference

Sharpe ratio

Return per unit of total volatility

-0.16

3.77

-3.93

Sortino ratio

Return per unit of downside risk

0.02

4.77

-4.75

Omega ratio

Gain probability vs. loss probability

1.00

1.61

-0.60

Calmar ratio

Return relative to maximum drawdown

-0.17

5.52

-5.69

Martin ratio

Return relative to average drawdown

-0.36

20.61

-20.97

METE.TO vs. YGOG.NEO - Sharpe Ratio Comparison

The current METE.TO Sharpe Ratio is -0.16, which is lower than the YGOG.NEO Sharpe Ratio of 3.77. The chart below compares the historical Sharpe Ratios of METE.TO and YGOG.NEO, 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.TOYGOG.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

3.77

-3.93

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

1.62

-1.71

Drawdowns

METE.TO vs. YGOG.NEO - Drawdown Comparison

The maximum METE.TO drawdown since its inception was -40.10%, which is greater than YGOG.NEO's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for METE.TO and YGOG.NEO.


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Drawdown Indicators


METE.TOYGOG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-40.10%

-33.45%

-6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-35.48%

-21.82%

-13.66%

Max Drawdown (3Y)

Largest decline over 3 years

-33.45%

Current Drawdown

Current decline from peak

-22.07%

-11.86%

-10.21%

Average Drawdown

Average peak-to-trough decline

-15.68%

-7.59%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.51%

5.83%

+10.68%

Volatility

METE.TO vs. YGOG.NEO - Volatility Comparison

The current volatility for Harvest Meta Enhanced High Income Shares ETF - Class A Units (METE.TO) is 9.99%, while Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) has a volatility of 11.10%. This indicates that METE.TO experiences smaller price fluctuations and is considered to be less risky than YGOG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


METE.TOYGOG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.99%

11.10%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

28.26%

22.75%

+5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

36.57%

32.02%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.08%

32.94%

+9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.08%

32.94%

+9.14%

METE.TO vs. YGOG.NEO - Expense Ratio Comparison

Both METE.TO and YGOG.NEO have an expense ratio of 0.40%.


Dividends

METE.TO vs. YGOG.NEO - Dividend Comparison

METE.TO's dividend yield for the trailing twelve months is around 25.77%, more than YGOG.NEO's 8.15% yield.


PositionTTM2025202420232022
METE.TO
Harvest Meta Enhanced High Income Shares ETF - Class A Units
25.77%21.31%0.00%0.00%0.00%
YGOG.NEO
Alphabet (GOOGL) Yield Shares Purpose ETF
8.15%5.84%14.19%7.22%0.91%

Frequently Asked Questions


METE.TO and YGOG.NEO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

METE.TO and YGOG.NEO have the same expense ratio: 0.40% per year.

They also come from different issuers: Harvest Portfolios Group and Purpose.

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