PLTE.TO vs. PLTW
PLTE.TO (Harvest Palantir Enhanced High Income Shares ETF) and PLTW (PLTR WeeklyPay™ ETF) are both Derivative Income funds. Both are actively managed. Over the past year, PLTE.TO returned 10.84% vs 0.43% for PLTW. With a 0.96 correlation, they move nearly in lockstep. PLTE.TO charges 0.40%/yr vs 0.99%/yr for PLTW.
Performance
PLTE.TO vs. PLTW - Performance Comparison
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Different Trading Currencies
PLTE.TO is traded in CAD, while PLTW is traded in USD. To make them comparable, the PLTW values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, PLTE.TO achieves a -21.07% return, which is significantly higher than PLTW's -25.27% return.
PLTE.TO
- 1D
- -6.14%
- 1M
- 1.02%
- YTD
- -21.07%
- 6M
- -20.59%
- 1Y
- 10.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW
- 1D
- -7.44%
- 1M
- -2.48%
- YTD
- -25.27%
- 6M
- -26.32%
- 1Y
- 0.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTE.TO vs. PLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTE.TO Harvest Palantir Enhanced High Income Shares ETF | -21.07% | 57.03% |
PLTW PLTR WeeklyPay™ ETF | -25.27% | 53.76% |
Correlation
The correlation between PLTE.TO and PLTW is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025 | 0.96 |
The correlation between PLTE.TO and PLTW has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
PLTE.TO vs. PLTW — Risk / Return Rank
PLTE.TO
PLTW
PLTE.TO vs. PLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO) and PLTR WeeklyPay™ ETF (PLTW). 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.
| PLTE.TO | PLTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.05 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 0.01 | +0.25 |
| Martin ratioReturn relative to average drawdown | 0.50 | 0.02 | +0.48 |
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
| PLTE.TO | PLTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.01 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.16 | +0.83 |
Drawdowns
PLTE.TO vs. PLTW - Drawdown Comparison
The maximum PLTE.TO drawdown since its inception was -43.92%, smaller than the maximum PLTW drawdown of -47.12%. Use the drawdown chart below to compare losses from any high point for PLTE.TO and PLTW.
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Drawdown Indicators
| PLTE.TO | PLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.92% | -47.12% | +3.20% |
Max Drawdown (1Y)Largest decline over 1 year | -41.32% | -47.12% | +5.80% |
Current DrawdownCurrent decline from peak | -31.82% | -40.33% | +8.51% |
Average DrawdownAverage peak-to-trough decline | -17.25% | -20.08% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.78% | 26.12% | -4.34% |
Volatility
PLTE.TO vs. PLTW - Volatility Comparison
The current volatility for Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO) is 18.90%, while PLTR WeeklyPay™ ETF (PLTW) has a volatility of 22.03%. This indicates that PLTE.TO experiences smaller price fluctuations and is considered to be less risky than PLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLTE.TO | PLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.90% | 22.03% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 42.12% | 45.46% | -3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.11% | 61.04% | -4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.55% | 71.86% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.55% | 71.86% | -2.31% |
PLTE.TO vs. PLTW - Expense Ratio Comparison
PLTE.TO has a 0.40% expense ratio, which is lower than PLTW's 0.99% expense ratio.
Dividends
PLTE.TO vs. PLTW - Dividend Comparison
PLTE.TO's dividend yield for the trailing twelve months is around 40.53%, less than PLTW's 121.30% yield.
| Position | TTM | 2025 |
|---|---|---|
PLTE.TO Harvest Palantir Enhanced High Income Shares ETF | 40.53% | 23.70% |
PLTW PLTR WeeklyPay™ ETF | 121.30% | 72.40% |
Frequently Asked Questions
With a correlation of 0.97, PLTE.TO and PLTW 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, PLTE.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PLTE.TO is cheaper with a 0.40% expense ratio, compared with 0.99% for PLTW.
They also come from different issuers: Harvest and Roundhill. Their fees differ too: 0.40% for PLTE.TO and 0.99% for PLTW.
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