PLTY vs. HHIS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about YieldMax PLTR Option Income Strategy ETF (PLTY) and Harvest Diversified High Income Shares ETF (HHIS.TO).

PLTY and HHIS.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PLTY is an actively managed fund by YieldMax. It was launched on Oct 7, 2024. HHIS.TO is an actively managed fund by Harvest. It was launched on Jan 16, 2025.

Performance

PLTY vs. HHIS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax PLTR Option Income Strategy ETF (PLTY) and Harvest Diversified High Income Shares ETF (HHIS.TO). The values are adjusted to include any dividend payments, if applicable.

PLTY vs. HHIS.TO - Yearly Performance Comparison

	2026 (YTD)	2025
PLTY YieldMax PLTR Option Income Strategy ETF	-13.43%	92.92%
HHIS.TO Harvest Diversified High Income Shares ETF	-15.68%	30.47%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, PLTY achieves a -13.43% return, which is significantly higher than HHIS.TO's -15.68% return.

PLTY

• 1D: 5.38%
• 1M: 6.96%
• YTD: -13.43%
• 6M: -15.39%
• 1Y: 46.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HHIS.TO

• 1D: 1.95%
• 1M: -6.64%
• YTD: -15.68%
• 6M: -15.45%
• 1Y: 26.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTY vs. HHIS.TO - Expense Ratio Comparison

PLTY has a 0.99% expense ratio, which is higher than HHIS.TO's 0.00% expense ratio.

PLTY

YieldMax PLTR Option Income Strategy ETF

HHIS.TO

Harvest Diversified High Income Shares ETF

Return for Risk

PLTY vs. HHIS.TO — Risk / Return Rank

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

PLTY

PLTY Risk / Return Rank: 55
PLTY Sharpe Ratio Rank: 61
PLTY Sortino Ratio Rank: 61
PLTY Omega Ratio Rank: 58
PLTY Calmar Ratio Rank: 56
PLTY Martin Ratio Rank: 38

HHIS.TO

HHIS.TO Risk / Return Rank: 41
HHIS.TO Sharpe Ratio Rank: 41
HHIS.TO Sortino Ratio Rank: 48
HHIS.TO Omega Ratio Rank: 45
HHIS.TO Calmar Ratio Rank: 41
HHIS.TO Martin Ratio Rank: 31

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.

PLTY vs. HHIS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax PLTR Option Income Strategy ETF (PLTY) and Harvest Diversified High Income Shares ETF (HHIS.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.

	PLTY	HHIS.TO	Difference
Sharpe ratio Return per unit of total volatility	1.01	0.82	+0.19
Sortino ratio Return per unit of downside risk	1.47	1.42	+0.05
Omega ratio Gain probability vs. loss probability	1.20	1.19	+0.02
Calmar ratio Return relative to maximum drawdown	1.28	1.12	+0.16
Martin ratio Return relative to average drawdown	3.21	3.24	-0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PLTY vs. HHIS.TO - Sharpe Ratio Comparison

The current PLTY Sharpe Ratio is 1.01, which is comparable to the HHIS.TO Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PLTY and HHIS.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.

Sharpe Ratios by Period

	PLTY	HHIS.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	0.82	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.23	+1.21

Correlation

The correlation between PLTY and HHIS.TO is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PLTY vs. HHIS.TO - Dividend Comparison

PLTY's dividend yield for the trailing twelve months is around 120.04%, more than HHIS.TO's 28.51% yield.

	TTM	2025	2024
PLTY YieldMax PLTR Option Income Strategy ETF	120.04%	112.44%	7.85%
HHIS.TO Harvest Diversified High Income Shares ETF	28.51%	22.88%	0.00%

Drawdowns

PLTY vs. HHIS.TO - Drawdown Comparison

The maximum PLTY drawdown since its inception was -36.61%, which is greater than HHIS.TO's maximum drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for PLTY and HHIS.TO.

Drawdown Indicators

	PLTY	HHIS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-36.61%	-31.83%	-4.78%
Max Drawdown (1Y) Largest decline over 1 year	-34.41%	-24.43%	-9.98%
Current Drawdown Current decline from peak	-24.92%	-23.04%	-1.88%
Average Drawdown Average peak-to-trough decline	-11.08%	-8.76%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.72%	9.10%	+4.62%

Volatility

PLTY vs. HHIS.TO - Volatility Comparison

YieldMax PLTR Option Income Strategy ETF (PLTY) has a higher volatility of 11.97% compared to Harvest Diversified High Income Shares ETF (HHIS.TO) at 8.41%. This indicates that PLTY's price experiences larger fluctuations and is considered to be riskier than HHIS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLTY	HHIS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.97%	8.41%	+3.56%
Volatility (6M) Calculated over the trailing 6-month period	32.39%	19.21%	+13.18%
Volatility (1Y) Calculated over the trailing 1-year period	46.37%	32.82%	+13.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.61%	36.21%	+17.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.61%	36.21%	+17.40%