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TSLY.TO vs. LLHE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLY.TO vs. LLHE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) and Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.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, TSLY.TO achieves a -4.93% return, which is significantly lower than LLHE.TO's 7.99% return.


TSLY.TO

1D
-0.95%
1M
9.68%
YTD
-4.93%
6M
-6.65%
1Y
38.16%
3Y*
5Y*
10Y*

LLHE.TO

1D
3.87%
1M
15.97%
YTD
7.99%
6M
14.59%
1Y
52.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLY.TO vs. LLHE.TO - Yearly Performance Comparison


Correlation

The correlation between TSLY.TO and LLHE.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2025

0.13

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Return for Risk

TSLY.TO vs. LLHE.TO — Risk / Return Rank

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

TSLY.TO
TSLY.TO Risk / Return Rank: 2525
Overall Rank
TSLY.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TSLY.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
TSLY.TO Omega Ratio Rank: 2525
Omega Ratio Rank
TSLY.TO Calmar Ratio Rank: 2727
Calmar Ratio Rank
TSLY.TO Martin Ratio Rank: 2424
Martin Ratio Rank

LLHE.TO
LLHE.TO Risk / Return Rank: 3838
Overall Rank
LLHE.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
LLHE.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
LLHE.TO Omega Ratio Rank: 4040
Omega Ratio Rank
LLHE.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
LLHE.TO Martin Ratio Rank: 3636
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.

TSLY.TO vs. LLHE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) and Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.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.


TSLY.TOLLHE.TODifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratioReturn relative to maximum drawdown

1.29

2.08

-0.80

Martin ratioReturn relative to average drawdown

3.15

5.35

-2.20

TSLY.TO vs. LLHE.TO - Sharpe Ratio Comparison

The current TSLY.TO Sharpe Ratio is 0.84, which is lower than the LLHE.TO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TSLY.TO and LLHE.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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Sharpe Ratios by Period


TSLY.TOLLHE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.30

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.22

-0.28

Drawdowns

TSLY.TO vs. LLHE.TO - Drawdown Comparison

The maximum TSLY.TO drawdown since its inception was -58.91%, which is greater than LLHE.TO's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for TSLY.TO and LLHE.TO.


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Drawdown Indicators


TSLY.TOLLHE.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-37.80%

-21.11%

Max Drawdown (1Y)

Largest decline over 1 year

-29.78%

-25.14%

-4.64%

Current Drawdown

Current decline from peak

-15.22%

0.00%

-15.22%

Average Drawdown

Average peak-to-trough decline

-26.86%

-13.69%

-13.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.23%

9.78%

+2.45%

Volatility

TSLY.TO vs. LLHE.TO - Volatility Comparison

Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) has a higher volatility of 11.47% compared to Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) at 9.01%. This indicates that TSLY.TO's price experiences larger fluctuations and is considered to be riskier than LLHE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLY.TOLLHE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

9.01%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

27.65%

29.17%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

45.74%

40.35%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.12%

41.83%

+18.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.12%

41.83%

+18.29%

TSLY.TO vs. LLHE.TO - Expense Ratio Comparison

Both TSLY.TO and LLHE.TO have an expense ratio of 0.40%.


Dividends

TSLY.TO vs. LLHE.TO - Dividend Comparison

TSLY.TO's dividend yield for the trailing twelve months is around 38.17%, more than LLHE.TO's 20.52% yield.


Frequently Asked Questions


TSLY.TO and LLHE.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TSLY.TO and LLHE.TO have the same expense ratio: 0.40% per year.

Portfolio Optimizer

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