MSTE.TO vs. AVGY.TO
MSTE.TO (Harvest MicroStrategy Enhanced High Income Shares ETF) and AVGY.TO (Harvest Broadcom Enhanced High Income Shares ETF - Class A Units) are both Derivative Income funds from Harvest. Both are actively managed. Over the past year, MSTE.TO returned -71.76% vs 107.90% for AVGY.TO. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
MSTE.TO vs. AVGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, MSTE.TO achieves a -20.32% return, which is significantly lower than AVGY.TO's 42.92% return.
MSTE.TO
- 1D
- -8.67%
- 1M
- -33.14%
- YTD
- -20.32%
- 6M
- -37.71%
- 1Y
- -71.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGY.TO
- 1D
- -0.45%
- 1M
- 19.17%
- YTD
- 42.92%
- 6M
- 27.21%
- 1Y
- 107.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTE.TO vs. AVGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | -20.32% | -55.56% |
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 42.92% | 83.42% |
Correlation
The correlation between MSTE.TO and AVGY.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.28 |
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Return for Risk
MSTE.TO vs. AVGY.TO — Risk / Return Rank
MSTE.TO
AVGY.TO
MSTE.TO vs. AVGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest MicroStrategy Enhanced High Income Shares ETF (MSTE.TO) and Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.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.
| MSTE.TO | AVGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.32 | ||
| Sortino ratioReturn per unit of downside risk | -4.70 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.38 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 3.81 | -4.70 |
| Martin ratioReturn relative to average drawdown | -1.33 | 8.81 | -10.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSTE.TO | AVGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | 2.39 | -3.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.67 | 2.30 | -2.97 |
Drawdowns
MSTE.TO vs. AVGY.TO - Drawdown Comparison
The maximum MSTE.TO drawdown since its inception was -80.35%, which is greater than AVGY.TO's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for MSTE.TO and AVGY.TO.
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Drawdown Indicators
| MSTE.TO | AVGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.35% | -28.78% | -51.57% |
Max Drawdown (1Y)Largest decline over 1 year | -80.35% | -28.50% | -51.85% |
Current DrawdownCurrent decline from peak | -76.21% | -0.45% | -75.76% |
Average DrawdownAverage peak-to-trough decline | -39.63% | -8.43% | -31.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.78% | 12.29% | +41.49% |
Volatility
MSTE.TO vs. AVGY.TO - Volatility Comparison
Harvest MicroStrategy Enhanced High Income Shares ETF (MSTE.TO) has a higher volatility of 23.39% compared to Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) at 13.20%. This indicates that MSTE.TO's price experiences larger fluctuations and is considered to be riskier than AVGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTE.TO | AVGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.39% | 13.20% | +10.19% |
Volatility (6M)Calculated over the trailing 6-month period | 63.14% | 33.23% | +29.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.31% | 45.46% | +31.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.31% | 51.13% | +33.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 84.31% | 51.13% | +33.18% |
MSTE.TO vs. AVGY.TO - Expense Ratio Comparison
Both MSTE.TO and AVGY.TO have an expense ratio of 0.40%.
Dividends
MSTE.TO vs. AVGY.TO - Dividend Comparison
MSTE.TO's dividend yield for the trailing twelve months is around 149.64%, more than AVGY.TO's 19.08% yield.
| Position | TTM | 2025 |
|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 19.08% | 14.82% |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 149.64% | 121.40% |
Frequently Asked Questions
MSTE.TO and AVGY.TO have a correlation of 0.25, 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.
MSTE.TO and AVGY.TO have the same expense ratio: 0.40% per year.
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