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NVHE.TO vs. NVII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVHE.TO vs. NVII - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest NVIDIA Enhanced High Income Shares ETF (NVHE.TO) and REX NVDA Growth & Income ETF (NVII). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NVHE.TO is traded in CAD, while NVII is traded in USD. To make them comparable, the NVII values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NVHE.TO achieves a 19.13% return, which is significantly higher than NVII's 16.97% return.


NVHE.TO

1D
-3.24%
1M
10.90%
YTD
19.13%
6M
22.99%
1Y
63.05%
3Y*
5Y*
10Y*

NVII

1D
-2.96%
1M
8.37%
YTD
16.97%
6M
18.15%
1Y
64.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVHE.TO vs. NVII - Yearly Performance Comparison


Correlation

The correlation between NVHE.TO and NVII is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

Correlation (All Time)
Calculated using the full available price history since May 29, 2025

0.92

The correlation between NVHE.TO and NVII has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

NVHE.TO vs. NVII — Risk / Return Rank

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

NVHE.TO
NVHE.TO Risk / Return Rank: 5353
Overall Rank
NVHE.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NVHE.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
NVHE.TO Omega Ratio Rank: 4747
Omega Ratio Rank
NVHE.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
NVHE.TO Martin Ratio Rank: 4949
Martin Ratio Rank

NVII
NVII Risk / Return Rank: 5252
Overall Rank
NVII Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
NVII Sortino Ratio Rank: 4747
Sortino Ratio Rank
NVII Omega Ratio Rank: 4646
Omega Ratio Rank
NVII Calmar Ratio Rank: 6767
Calmar Ratio Rank
NVII Martin Ratio Rank: 5050
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.

NVHE.TO vs. NVII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest NVIDIA Enhanced High Income Shares ETF (NVHE.TO) and REX NVDA Growth & Income ETF (NVII). 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.


NVHE.TONVIIDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

3.44

3.37

+0.08

Martin ratioReturn relative to average drawdown

8.22

7.85

+0.37

NVHE.TO vs. NVII - Sharpe Ratio Comparison

The current NVHE.TO Sharpe Ratio is 1.82, which is comparable to the NVII Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of NVHE.TO and NVII, 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


NVHE.TONVIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.88

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

2.05

-1.32

Drawdowns

NVHE.TO vs. NVII - Drawdown Comparison

The maximum NVHE.TO drawdown since its inception was -40.87%, which is greater than NVII's maximum drawdown of -19.24%. Use the drawdown chart below to compare losses from any high point for NVHE.TO and NVII.


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Drawdown Indicators


NVHE.TONVIIDifference

Max Drawdown

Largest peak-to-trough decline

-40.87%

-19.24%

-21.63%

Max Drawdown (1Y)

Largest decline over 1 year

-18.41%

-19.24%

+0.83%

Current Drawdown

Current decline from peak

-6.82%

-7.36%

+0.54%

Average Drawdown

Average peak-to-trough decline

-9.56%

-6.25%

-3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.69%

8.23%

-0.54%

Volatility

NVHE.TO vs. NVII - Volatility Comparison

Harvest NVIDIA Enhanced High Income Shares ETF (NVHE.TO) and REX NVDA Growth & Income ETF (NVII) have volatilities of 11.69% and 12.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVHE.TONVIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.69%

12.15%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

26.62%

25.21%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

34.87%

34.54%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.11%

34.70%

+14.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.11%

34.70%

+14.41%

NVHE.TO vs. NVII - Expense Ratio Comparison

NVHE.TO has a 0.40% expense ratio, which is lower than NVII's 0.99% expense ratio.


Dividends

NVHE.TO vs. NVII - Dividend Comparison

NVHE.TO's dividend yield for the trailing twelve months is around 21.19%, less than NVII's 51.55% yield.


PositionTTM20252024
NVHE.TO
Harvest NVIDIA Enhanced High Income Shares ETF
21.19%21.62%7.29%
NVII
REX NVDA Growth & Income ETF
51.55%29.17%0.00%

Frequently Asked Questions


With a correlation of 0.92, NVHE.TO and NVII move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, NVHE.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NVHE.TO is cheaper with a 0.40% expense ratio, compared with 0.99% for NVII.

They also come from different issuers: Harvest and REX. Their fees differ too: 0.40% for NVHE.TO and 0.99% for NVII.

Portfolio Optimizer

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