SOXY vs. HPYM.TO
SOXY (YieldMax Target 12™ Semiconductor Option Income ETF) and HPYM.TO (Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units) are both exchange-traded funds - SOXY is a Derivative Income fund actively managed by YieldMax, while HPYM.TO is a Government Bonds fund actively managed by Harvest. Both are actively managed. Over the past year, SOXY returned 154.02% vs 1.47% for HPYM.TO. At a 0.06 correlation, their price movements are largely independent. SOXY charges 0.99%/yr vs 0.45%/yr for HPYM.TO.
Performance
SOXY vs. HPYM.TO - Performance Comparison
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Different Trading Currencies
SOXY is traded in USD, while HPYM.TO is traded in CAD. To make them comparable, the HPYM.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SOXY achieves a 89.69% return, which is significantly higher than HPYM.TO's -2.48% return.
SOXY
- 1D
- 0.87%
- 1M
- 31.46%
- YTD
- 89.69%
- 6M
- 88.39%
- 1Y
- 154.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HPYM.TO
- 1D
- -0.60%
- 1M
- -2.09%
- YTD
- -2.48%
- 6M
- -1.33%
- 1Y
- 1.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXY vs. HPYM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SOXY YieldMax Target 12™ Semiconductor Option Income ETF | 89.69% | 37.00% | -1.18% |
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | -2.48% | 11.83% | -4.10% |
Correlation
The correlation between SOXY and HPYM.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | 0.06 |
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Return for Risk
SOXY vs. HPYM.TO — Risk / Return Rank
SOXY
HPYM.TO
SOXY vs. HPYM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Target 12™ Semiconductor Option Income ETF (SOXY) and Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.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.
| SOXY | HPYM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.10 | ||
| Sortino ratioReturn per unit of downside risk | +5.18 | ||
| Omega ratioGain probability vs. loss probability | 1.75 | 1.04 | +0.71 |
| Calmar ratioReturn relative to maximum drawdown | 11.33 | 0.30 | +11.03 |
| Martin ratioReturn relative to average drawdown | 42.65 | 0.81 | +41.85 |
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
| SOXY | HPYM.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.32 | 0.21 | +5.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.57 | 0.10 | +2.47 |
Drawdowns
SOXY vs. HPYM.TO - Drawdown Comparison
The maximum SOXY drawdown since its inception was -30.22%, which is greater than HPYM.TO's maximum drawdown of -12.28%. Use the drawdown chart below to compare losses from any high point for SOXY and HPYM.TO.
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Drawdown Indicators
| SOXY | HPYM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -12.28% | -17.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -4.96% | -8.72% |
Current DrawdownCurrent decline from peak | 0.00% | -4.45% | +4.45% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -3.92% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 1.82% | +1.81% |
Volatility
SOXY vs. HPYM.TO - Volatility Comparison
YieldMax Target 12™ Semiconductor Option Income ETF (SOXY) has a higher volatility of 12.85% compared to Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) at 2.28%. This indicates that SOXY's price experiences larger fluctuations and is considered to be riskier than HPYM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXY | HPYM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.85% | 2.28% | +10.57% |
Volatility (6M)Calculated over the trailing 6-month period | 24.06% | 4.93% | +19.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.20% | 6.92% | +22.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.56% | 8.33% | +26.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.56% | 8.33% | +26.23% |
SOXY vs. HPYM.TO - Expense Ratio Comparison
SOXY has a 0.99% expense ratio, which is higher than HPYM.TO's 0.45% expense ratio.
Dividends
SOXY vs. HPYM.TO - Dividend Comparison
SOXY's dividend yield for the trailing twelve months is around 7.74%, less than HPYM.TO's 9.38% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | 9.38% | 9.01% | 8.07% |
SOXY YieldMax Target 12™ Semiconductor Option Income ETF | 7.74% | 11.47% | 0.00% |
Frequently Asked Questions
SOXY and HPYM.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HPYM.TO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HPYM.TO is cheaper with a 0.45% expense ratio, compared with 0.99% for SOXY.
SOXY is categorized as Derivative Income, while HPYM.TO is Government Bonds. They also come from different issuers: YieldMax and Harvest. Their fees differ too: 0.99% for SOXY and 0.45% for HPYM.TO.
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