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PLTW vs. PLTE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLTW vs. PLTE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLTR WeeklyPay™ ETF (PLTW) and Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO). The values are adjusted to include any dividend payments, if applicable.

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PLTW vs. PLTE.TO - Yearly Performance Comparison


2026 (YTD)2025
PLTW
PLTR WeeklyPay™ ETF
-22.36%59.45%
PLTE.TO
Harvest Palantir Enhanced High Income Shares ETF
-23.81%62.84%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, PLTW achieves a -22.36% return, which is significantly higher than PLTE.TO's -23.81% return.


PLTW

1D
7.69%
1M
6.93%
YTD
-22.36%
6M
-26.84%
1Y
75.79%
3Y*
5Y*
10Y*

PLTE.TO

1D
3.52%
1M
3.21%
YTD
-23.81%
6M
-22.17%
1Y
72.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLTW vs. PLTE.TO - Expense Ratio Comparison

PLTW has a 0.99% expense ratio, which is higher than PLTE.TO's 0.40% expense ratio.


Return for Risk

PLTW vs. PLTE.TO — Risk / Return Rank

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

PLTW
PLTW Risk / Return Rank: 6161
Overall Rank
PLTW Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 7171
Sortino Ratio Rank
PLTW Omega Ratio Rank: 6565
Omega Ratio Rank
PLTW Calmar Ratio Rank: 6363
Calmar Ratio Rank
PLTW Martin Ratio Rank: 4040
Martin Ratio Rank

PLTE.TO
PLTE.TO Risk / Return Rank: 6060
Overall Rank
PLTE.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PLTE.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
PLTE.TO Omega Ratio Rank: 6161
Omega Ratio Rank
PLTE.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
PLTE.TO Martin Ratio Rank: 4343
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.

PLTW vs. PLTE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and Harvest Palantir Enhanced High Income Shares ETF (PLTE.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.


PLTWPLTE.TODifference

Sharpe ratio

Return per unit of total volatility

1.10

1.14

-0.04

Sortino ratio

Return per unit of downside risk

1.72

1.75

-0.03

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.47

1.79

-0.31

Martin ratio

Return relative to average drawdown

3.51

4.44

-0.93

PLTW vs. PLTE.TO - Sharpe Ratio Comparison

The current PLTW Sharpe Ratio is 1.10, which is comparable to the PLTE.TO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of PLTW and PLTE.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PLTWPLTE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.14

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

1.18

-0.89

Correlation

The correlation between PLTW and PLTE.TO is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PLTW vs. PLTE.TO - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 114.73%, more than PLTE.TO's 35.10% yield.


Drawdowns

PLTW vs. PLTE.TO - Drawdown Comparison

The maximum PLTW drawdown since its inception was -45.33%, roughly equal to the maximum PLTE.TO drawdown of -44.04%. Use the drawdown chart below to compare losses from any high point for PLTW and PLTE.TO.


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Drawdown Indicators


PLTWPLTE.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.33%

-43.92%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-45.33%

-41.32%

-4.01%

Current Drawdown

Current decline from peak

-36.49%

-33.33%

-3.16%

Average Drawdown

Average peak-to-trough decline

-16.36%

-14.81%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.06%

16.62%

+2.44%

Volatility

PLTW vs. PLTE.TO - Volatility Comparison

PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 18.41% compared to Harvest Palantir Enhanced High Income Shares ETF (PLTE.TO) at 14.48%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than PLTE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLTWPLTE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.41%

14.48%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

45.17%

41.51%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

69.45%

63.45%

+6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.38%

71.49%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.38%

71.49%

+1.89%