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SIHY vs. DADS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIHY vs. DADS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Scientific Alpha High-Yield ETF (SIHY) and Digital Asset Debt Strategy ETF (DADS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIHY achieves a 1.74% return, which is significantly lower than DADS's 14.37% return.


SIHY

1D
-0.13%
1M
0.88%
YTD
1.74%
6M
2.22%
1Y
8.47%
3Y*
9.23%
5Y*
10Y*

DADS

1D
-0.89%
1M
4.49%
YTD
14.37%
6M
9.44%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIHY vs. DADS - Yearly Performance Comparison


Correlation

The correlation between SIHY and DADS is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 6, 2025

0.49

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Return for Risk

SIHY vs. DADS — Risk / Return Rank

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

SIHY
SIHY Risk / Return Rank: 6363
Overall Rank
SIHY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SIHY Sortino Ratio Rank: 6969
Sortino Ratio Rank
SIHY Omega Ratio Rank: 6666
Omega Ratio Rank
SIHY Calmar Ratio Rank: 5555
Calmar Ratio Rank
SIHY Martin Ratio Rank: 6262
Martin Ratio Rank

DADS
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.

SIHY vs. DADS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha High-Yield ETF (SIHY) and Digital Asset Debt Strategy ETF (DADS). 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.


SIHYDADSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.69

Martin ratioReturn relative to average drawdown

11.10

SIHY vs. DADS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SIHYDADSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.73

-0.09

Drawdowns

SIHY vs. DADS - Drawdown Comparison

The maximum SIHY drawdown since its inception was -13.30%, smaller than the maximum DADS drawdown of -17.07%. Use the drawdown chart below to compare losses from any high point for SIHY and DADS.


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Drawdown Indicators


SIHYDADSDifference

Max Drawdown

Largest peak-to-trough decline

-13.30%

-17.07%

+3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

Current Drawdown

Current decline from peak

-0.13%

-2.77%

+2.64%

Average Drawdown

Average peak-to-trough decline

-2.78%

-7.63%

+4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

Volatility

SIHY vs. DADS - Volatility Comparison


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Volatility by Period


SIHYDADSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

17.58%

-13.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.58%

17.58%

-10.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

17.58%

-10.00%

SIHY vs. DADS - Expense Ratio Comparison

SIHY has a 0.48% expense ratio, which is lower than DADS's 1.04% expense ratio.


Dividends

SIHY vs. DADS - Dividend Comparison

SIHY's dividend yield for the trailing twelve months is around 7.26%, more than DADS's 2.76% yield.


PositionTTM20252024202320222021
DADS
Digital Asset Debt Strategy ETF
2.76%1.83%0.00%0.00%0.00%0.00%
SIHY
Harbor Scientific Alpha High-Yield ETF
7.26%7.61%7.54%7.06%6.31%1.30%

Frequently Asked Questions


SIHY and DADS have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SIHY is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SIHY is cheaper with a 0.48% expense ratio, compared with 1.04% for DADS.

SIHY has the higher dividend yield at 7.26%, compared with 2.76% for DADS.

They also come from different issuers: Harbor and Alphabit. Their fees differ too: 0.48% for SIHY and 1.04% for DADS.

Portfolio Optimizer

Find the right allocation for SIHY and DADS

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