MSTE.TO vs. LLHE.TO
MSTE.TO (Harvest MicroStrategy Enhanced High Income Shares ETF) and LLHE.TO (Harvest Eli Lilly 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 49.98% for LLHE.TO. At a 0.11 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
MSTE.TO vs. LLHE.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 LLHE.TO's 3.96% return.
MSTE.TO
- 1D
- -8.67%
- 1M
- -33.14%
- YTD
- -20.32%
- 6M
- -37.71%
- 1Y
- -71.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLHE.TO
- 1D
- 1.73%
- 1M
- 14.44%
- YTD
- 3.96%
- 6M
- 8.11%
- 1Y
- 49.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTE.TO vs. LLHE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | -20.32% | -55.56% |
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 3.96% | 9.24% |
Correlation
The correlation between MSTE.TO and LLHE.TO is 0.04, 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 | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.11 |
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Return for Risk
MSTE.TO vs. LLHE.TO — Risk / Return Rank
MSTE.TO
LLHE.TO
MSTE.TO vs. LLHE.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 Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.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 | LLHE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.25 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.00 | -2.89 |
| Martin ratioReturn relative to average drawdown | -1.33 | 5.13 | -6.46 |
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 | LLHE.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | 1.25 | -2.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.67 | 0.17 | -0.84 |
Drawdowns
MSTE.TO vs. LLHE.TO - Drawdown Comparison
The maximum MSTE.TO drawdown since its inception was -80.35%, which is greater than LLHE.TO's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for MSTE.TO and LLHE.TO.
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Drawdown Indicators
| MSTE.TO | LLHE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.35% | -37.80% | -42.55% |
Max Drawdown (1Y)Largest decline over 1 year | -80.35% | -25.14% | -55.21% |
Current DrawdownCurrent decline from peak | -76.21% | -2.88% | -73.33% |
Average DrawdownAverage peak-to-trough decline | -39.63% | -13.72% | -25.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.78% | 9.78% | +44.00% |
Volatility
MSTE.TO vs. LLHE.TO - Volatility Comparison
Harvest MicroStrategy Enhanced High Income Shares ETF (MSTE.TO) has a higher volatility of 23.39% compared to Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) at 8.63%. This indicates that MSTE.TO's price experiences larger fluctuations and is considered to be riskier than LLHE.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 | LLHE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.39% | 8.63% | +14.76% |
Volatility (6M)Calculated over the trailing 6-month period | 63.14% | 28.97% | +34.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.31% | 40.18% | +37.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.31% | 41.78% | +42.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 84.31% | 41.78% | +42.53% |
MSTE.TO vs. LLHE.TO - Expense Ratio Comparison
Both MSTE.TO and LLHE.TO have an expense ratio of 0.40%.
Dividends
MSTE.TO vs. LLHE.TO - Dividend Comparison
MSTE.TO's dividend yield for the trailing twelve months is around 149.64%, more than LLHE.TO's 21.31% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 21.31% | 20.89% | 7.40% |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 149.64% | 121.40% | 0.00% |
Frequently Asked Questions
MSTE.TO and LLHE.TO have a correlation of 0.04, 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 LLHE.TO have the same expense ratio: 0.40% per year.
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