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MSTE.TO vs. QDAY.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSTE.TO vs. QDAY.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Strategy Inc. Enhanced High Income Shares ETF (MSTE.TO) and Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.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, MSTE.TO achieves a -21.78% return, which is significantly lower than QDAY.NEO's 26.01% return.


MSTE.TO

1D
5.49%
1M
-33.44%
YTD
-21.78%
6M
-33.78%
1Y
-71.87%
3Y*
5Y*
10Y*

QDAY.NEO

1D
1.20%
1M
3.71%
YTD
26.01%
6M
26.05%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTE.TO vs. QDAY.NEO - Yearly Performance Comparison


Correlation

The correlation between MSTE.TO and QDAY.NEO is 0.39, 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 Jul 14, 2025

0.39

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Return for Risk

MSTE.TO vs. QDAY.NEO — Risk / Return Rank

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

MSTE.TO
MSTE.TO Risk / Return Rank: 22
Overall Rank
MSTE.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MSTE.TO Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTE.TO Omega Ratio Rank: 11
Omega Ratio Rank
MSTE.TO Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTE.TO Martin Ratio Rank: 33
Martin Ratio Rank

QDAY.NEO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

MSTE.TO vs. QDAY.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Strategy Inc. Enhanced High Income Shares ETF (MSTE.TO) and Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MSTE.TOQDAY.NEODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.81

Calmar ratioReturn relative to maximum drawdown

-0.89

Martin ratioReturn relative to average drawdown

-1.30

MSTE.TO vs. QDAY.NEO - Sharpe Ratio Comparison


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Drawdowns

MSTE.TO vs. QDAY.NEO - Drawdown Comparison

The maximum MSTE.TO drawdown since its inception was -80.35%, which is greater than QDAY.NEO's maximum drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for MSTE.TO and QDAY.NEO.


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Drawdown Indicators


MSTE.TOQDAY.NEODifference

Max Drawdown

Largest peak-to-trough decline

-80.35%

-19.44%

-60.91%

Max Drawdown (1Y)

Largest decline over 1 year

-80.35%

Current Drawdown

Current decline from peak

-76.64%

-4.21%

-72.43%

Average Drawdown

Average peak-to-trough decline

-40.32%

-5.25%

-35.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.29%

Volatility

MSTE.TO vs. QDAY.NEO - Volatility Comparison


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Volatility by Period


MSTE.TOQDAY.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

26.36%

Volatility (6M)

Calculated over the trailing 6-month period

64.10%

Volatility (1Y)

Calculated over the trailing 1-year period

78.35%

24.16%

+54.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.90%

24.16%

+60.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.90%

24.16%

+60.74%

MSTE.TO vs. QDAY.NEO - Expense Ratio Comparison

MSTE.TO has a 1.89% expense ratio, which is higher than QDAY.NEO's 0.85% expense ratio.


Dividends

MSTE.TO vs. QDAY.NEO - Dividend Comparison

MSTE.TO's dividend yield for the trailing twelve months is around 152.42%, more than QDAY.NEO's 14.53% yield.


Frequently Asked Questions


MSTE.TO and QDAY.NEO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDAY.NEO is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDAY.NEO is cheaper with a 0.85% expense ratio, compared with 1.89% for MSTE.TO.

They also come from different issuers: Harvest and Hamilton Capital. Their fees differ too: 1.89% for MSTE.TO and 0.85% for QDAY.NEO.

Portfolio Optimizer

Find the right allocation for MSTE.TO and QDAY.NEO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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