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MSHE.TO vs. ECHI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSHE.TO vs. ECHI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Microsoft Enhanced High Income Shares ETF - Class A Units (MSHE.TO) and Ninepoint Enhanced Canadian HighShares ETF (ECHI.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, MSHE.TO achieves a -13.46% return, which is significantly lower than ECHI.TO's 16.77% return.


MSHE.TO

1D
-2.54%
1M
6.93%
YTD
-13.46%
6M
-13.17%
1Y
-8.22%
3Y*
5Y*
10Y*

ECHI.TO

1D
-0.95%
1M
4.10%
YTD
16.77%
6M
19.25%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSHE.TO vs. ECHI.TO - Yearly Performance Comparison


Correlation

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


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 25, 2025

0.26

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Return for Risk

MSHE.TO vs. ECHI.TO — Risk / Return Rank

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

MSHE.TO
MSHE.TO Risk / Return Rank: 66
Overall Rank
MSHE.TO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSHE.TO Sortino Ratio Rank: 66
Sortino Ratio Rank
MSHE.TO Omega Ratio Rank: 66
Omega Ratio Rank
MSHE.TO Calmar Ratio Rank: 77
Calmar Ratio Rank
MSHE.TO Martin Ratio Rank: 77
Martin Ratio Rank

ECHI.TO
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.

MSHE.TO vs. ECHI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Microsoft Enhanced High Income Shares ETF - Class A Units (MSHE.TO) and Ninepoint Enhanced Canadian HighShares ETF (ECHI.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.


MSHE.TOECHI.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.97

Calmar ratioReturn relative to maximum drawdown

-0.22

Martin ratioReturn relative to average drawdown

-0.45

MSHE.TO vs. ECHI.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSHE.TOECHI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

3.14

-3.14

Drawdowns

MSHE.TO vs. ECHI.TO - Drawdown Comparison

The maximum MSHE.TO drawdown since its inception was -37.62%, which is greater than ECHI.TO's maximum drawdown of -6.84%. Use the drawdown chart below to compare losses from any high point for MSHE.TO and ECHI.TO.


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Drawdown Indicators


MSHE.TOECHI.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.62%

-6.84%

-30.78%

Max Drawdown (1Y)

Largest decline over 1 year

-37.62%

Current Drawdown

Current decline from peak

-23.77%

-0.95%

-22.82%

Average Drawdown

Average peak-to-trough decline

-11.19%

-1.26%

-9.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.36%

Volatility

MSHE.TO vs. ECHI.TO - Volatility Comparison


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Volatility by Period


MSHE.TOECHI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.24%

Volatility (6M)

Calculated over the trailing 6-month period

24.57%

Volatility (1Y)

Calculated over the trailing 1-year period

27.13%

17.48%

+9.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.27%

17.48%

+10.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.27%

17.48%

+10.79%

MSHE.TO vs. ECHI.TO - Expense Ratio Comparison

MSHE.TO has a 0.40% expense ratio, which is higher than ECHI.TO's 0.29% expense ratio.


Dividends

MSHE.TO vs. ECHI.TO - Dividend Comparison

MSHE.TO's dividend yield for the trailing twelve months is around 21.77%, more than ECHI.TO's 10.90% yield.


Frequently Asked Questions


MSHE.TO and ECHI.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, ECHI.TO is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ECHI.TO is cheaper with a 0.29% expense ratio, compared with 0.40% for MSHE.TO.

They also come from different issuers: Harvest and Ninepoint. Their fees differ too: 0.40% for MSHE.TO and 0.29% for ECHI.TO.

Portfolio Optimizer

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