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TBNK.TO vs. LLYH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBNK.TO vs. LLYH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Canadian Bank Dividend Index ETF (TBNK.TO) and Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBNK.TO achieves a 33.22% return, which is significantly higher than LLYH.TO's 10.77% return.


TBNK.TO

1D
0.11%
1M
1.83%
6M
35.44%
YTD
33.22%
1Y
67.81%
3Y*
34.49%
5Y*
10Y*
ALL TIME*
32.50%

LLYH.TO

1D
-0.84%
1M
-4.36%
6M
15.51%
YTD
10.77%
1Y
43.15%
3Y*
5Y*
10Y*
ALL TIME*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$29.93KCA$37.11KCA$49.69K
CA$5.97MCA$5.04MCA$3.18M

TBNK.TO vs. LLYH.TO - Yearly Performance Comparison


2026 (YTD)20252024
TBNK.TO
TD Canadian Bank Dividend Index ETF
33.22%44.62%11.67%
LLYH.TO
Harvest Eli Lilly High Income Shares ETF Class A Units
10.77%24.63%-10.44%

Correlation

The correlation between TBNK.TO and LLYH.TO is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2024

0.16

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Return for Risk

TBNK.TO vs. LLYH.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TBNK.TO
TBNK.TO Risk / Return Rank: 9898
Overall Rank
TBNK.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
TBNK.TO Omega Ratio Rank: 9797
Omega Ratio Rank
TBNK.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
TBNK.TO Martin Ratio Rank: 9797
Martin Ratio Rank

LLYH.TO
LLYH.TO Risk / Return Rank: 6060
Overall Rank
LLYH.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
LLYH.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
LLYH.TO Omega Ratio Rank: 6464
Omega Ratio Rank
LLYH.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
LLYH.TO Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TBNK.TO vs. LLYH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Canadian Bank Dividend Index ETF (TBNK.TO) and Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TBNK.TOLLYH.TODifference
Sharpe ratioReturn per unit of total volatility

+3.36

Sortino ratioReturn per unit of downside risk

+4.13

Omega ratioGain probability vs. loss probability

1.83

1.27

+0.56

Calmar ratioReturn relative to maximum drawdown

8.17

2.43

+5.74

Martin ratioReturn relative to average drawdown

33.74

6.57

+27.16

TBNK.TO vs. LLYH.TO - Sharpe Ratio Comparison

The current TBNK.TO Sharpe Ratio is 4.76, which is higher than the LLYH.TO Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of TBNK.TO and LLYH.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TBNK.TO vs. LLYH.TO - Drawdown Comparison

The maximum TBNK.TO drawdown since its inception was -15.03%, smaller than the maximum LLYH.TO drawdown of -31.00%. Use the drawdown chart below to compare losses from any high point for TBNK.TO and LLYH.TO.


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Drawdown Indicators


TBNK.TOLLYH.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.03%

-31.00%

+15.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-19.48%

+11.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.43%

Current Drawdown

Current decline from peak

-2.90%

-6.44%

+3.54%

Average Drawdown

Average peak-to-trough decline

-2.37%

-9.50%

+7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

7.19%

-5.20%

Volatility

TBNK.TO vs. LLYH.TO - Volatility Comparison

The current volatility for TD Canadian Bank Dividend Index ETF (TBNK.TO) is 6.24%, while Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a volatility of 8.72%. This indicates that TBNK.TO experiences smaller price fluctuations and is considered to be less risky than LLYH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBNK.TOLLYH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

8.72%

-2.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

25.25%

-12.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

33.92%

-19.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

33.36%

-20.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.09%

33.36%

-20.27%

TBNK.TO vs. LLYH.TO - Expense Ratio Comparison

TBNK.TO has a 0.28% expense ratio, which is lower than LLYH.TO's 0.40% expense ratio.


Dividends

TBNK.TO vs. LLYH.TO - Dividend Comparison

TBNK.TO's dividend yield for the trailing twelve months is around 2.20%, less than LLYH.TO's 17.06% yield.


PositionTTM202520242023
LLYH.TO
Harvest Eli Lilly High Income Shares ETF Class A Units
17.06%17.54%6.17%0.00%
TBNK.TO
TD Canadian Bank Dividend Index ETF
2.20%2.89%4.03%3.10%

Frequently Asked Questions


TBNK.TO and LLYH.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TBNK.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TBNK.TO is cheaper with a 0.28% expense ratio, compared with 0.40% for LLYH.TO.

They also come from different issuers: TD and Harvest. Their fees differ too: 0.28% for TBNK.TO and 0.40% for LLYH.TO.

Portfolio Optimizer

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