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

Performance

NVHE.TO vs. ZPH.TO - 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 BMO US Put Write Hedged to CAD ETF (ZPH.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, NVHE.TO achieves a 21.09% return, which is significantly higher than ZPH.TO's 2.35% return.


NVHE.TO

1D
0.15%
1M
1.42%
6M
21.77%
YTD
21.09%
1Y
37.25%
3Y*
5Y*
10Y*

ZPH.TO

1D
0.58%
1M
1.11%
6M
2.71%
YTD
2.35%
1Y
8.24%
3Y*
8.00%
5Y*
5.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVHE.TO vs. ZPH.TO - Yearly Performance Comparison


2026 (YTD)20252024
NVHE.TO
Harvest NVIDIA Enhanced High Income Shares ETF
21.09%31.47%9.90%
ZPH.TO
BMO US Put Write Hedged to CAD ETF
2.35%9.47%1.31%

Correlation

The correlation between NVHE.TO and ZPH.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2024

0.37

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Return for Risk

NVHE.TO vs. ZPH.TO — 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: 3737
Overall Rank
NVHE.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
NVHE.TO Sortino Ratio Rank: 3434
Sortino Ratio Rank
NVHE.TO Omega Ratio Rank: 3232
Omega Ratio Rank
NVHE.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
NVHE.TO Martin Ratio Rank: 3737
Martin Ratio Rank

ZPH.TO
ZPH.TO Risk / Return Rank: 4040
Overall Rank
ZPH.TO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ZPH.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
ZPH.TO Omega Ratio Rank: 4343
Omega Ratio Rank
ZPH.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
ZPH.TO Martin Ratio Rank: 3939
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. ZPH.TO - 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 BMO US Put Write Hedged to CAD ETF (ZPH.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.

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.


NVHE.TOZPH.TODifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.05

Calmar ratioReturn relative to maximum drawdown

2.03

1.36

+0.67

Martin ratioReturn relative to average drawdown

4.42

5.15

-0.73

NVHE.TO vs. ZPH.TO - Sharpe Ratio Comparison

The current NVHE.TO Sharpe Ratio is 1.01, which is comparable to the ZPH.TO Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of NVHE.TO and ZPH.TO, 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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Drawdowns

NVHE.TO vs. ZPH.TO - Drawdown Comparison

The maximum NVHE.TO drawdown since its inception was -40.87%, which is greater than ZPH.TO's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for NVHE.TO and ZPH.TO.


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Drawdown Indicators


NVHE.TOZPH.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.87%

-33.38%

-7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-18.41%

-6.07%

-12.34%

Max Drawdown (3Y)

Largest decline over 3 years

-11.83%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

Current Drawdown

Current decline from peak

-5.32%

0.00%

-5.32%

Average Drawdown

Average peak-to-trough decline

-9.57%

-4.23%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

1.60%

+6.84%

Volatility

NVHE.TO vs. ZPH.TO - Volatility Comparison

Harvest NVIDIA Enhanced High Income Shares ETF (NVHE.TO) has a higher volatility of 12.57% compared to BMO US Put Write Hedged to CAD ETF (ZPH.TO) at 2.42%. This indicates that NVHE.TO's price experiences larger fluctuations and is considered to be riskier than ZPH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVHE.TOZPH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.57%

2.42%

+10.15%

Volatility (6M)

Calculated over the trailing 6-month period

28.99%

5.63%

+23.36%

Volatility (1Y)

Calculated over the trailing 1-year period

37.28%

6.55%

+30.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.80%

11.18%

+37.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.80%

12.60%

+36.20%

NVHE.TO vs. ZPH.TO - Expense Ratio Comparison

NVHE.TO has a 0.40% expense ratio, which is lower than ZPH.TO's 0.65% expense ratio.


Dividends

NVHE.TO vs. ZPH.TO - Dividend Comparison

NVHE.TO's dividend yield for the trailing twelve months is around 21.49%, more than ZPH.TO's 10.35% yield.


PositionTTM202520242023202220212020201920182017
NVHE.TO
Harvest NVIDIA Enhanced High Income Shares ETF
21.49%21.62%7.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZPH.TO
BMO US Put Write Hedged to CAD ETF
10.35%10.06%9.95%8.18%8.83%7.27%7.67%7.26%6.98%5.94%

Frequently Asked Questions


NVHE.TO and ZPH.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.65% for ZPH.TO.

They also come from different issuers: Harvest and BMO. Their fees differ too: 0.40% for NVHE.TO and 0.65% for ZPH.TO.

Portfolio Optimizer

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