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

Performance

XDUH.TO vs. LLYH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.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, XDUH.TO achieves a 13.00% return, which is significantly higher than LLYH.TO's 10.77% return.


XDUH.TO

1D
0.22%
1M
0.51%
6M
7.89%
YTD
13.00%
1Y
18.77%
3Y*
10.83%
5Y*
7.12%
10Y*
ALL TIME*
7.75%

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$63.30KCA$42.57KCA$56.92K

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


Correlation

The correlation between XDUH.TO and LLYH.TO is 0.20, which is low. Their historical price movements had little consistent relationship.


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

0.20

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

0.20

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Return for Risk

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

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

XDUH.TO
XDUH.TO Risk / Return Rank: 6868
Overall Rank
XDUH.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDUH.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
XDUH.TO Omega Ratio Rank: 6666
Omega Ratio Rank
XDUH.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
XDUH.TO Martin Ratio Rank: 6464
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.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.


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

+0.09

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.28

1.27

0.00

Calmar ratioReturn relative to maximum drawdown

2.90

2.43

+0.47

Martin ratioReturn relative to average drawdown

7.77

6.57

+1.20

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

The current XDUH.TO Sharpe Ratio is 1.49, which is comparable to the LLYH.TO Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of XDUH.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

XDUH.TO vs. LLYH.TO - Drawdown Comparison

The maximum XDUH.TO drawdown since its inception was -34.91%, which is greater than LLYH.TO's maximum drawdown of -31.00%. Use the drawdown chart below to compare losses from any high point for XDUH.TO and LLYH.TO.


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Drawdown Indicators


XDUH.TOLLYH.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.91%

-31.00%

-3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.08%

-19.48%

+13.40%

Max Drawdown (3Y)

Largest decline over 3 years

-14.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.33%

Current Drawdown

Current decline from peak

-1.41%

-6.44%

+5.03%

Average Drawdown

Average peak-to-trough decline

-4.38%

-9.50%

+5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

7.19%

-4.92%

Volatility

XDUH.TO vs. LLYH.TO - Volatility Comparison

The current volatility for iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.TO) is 4.00%, while Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a volatility of 8.72%. This indicates that XDUH.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


XDUH.TOLLYH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

8.72%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

25.25%

-17.65%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

33.92%

-21.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.58%

33.36%

-19.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

33.36%

-16.95%

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

XDUH.TO has a 0.16% expense ratio, which is lower than LLYH.TO's 0.40% expense ratio.


Dividends

XDUH.TO vs. LLYH.TO - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
LLYH.TO
Harvest Eli Lilly High Income Shares ETF Class A Units
17.06%17.54%6.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDUH.TO
iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)
2.20%2.46%2.67%2.55%2.40%2.62%2.67%2.36%2.75%0.76%

Frequently Asked Questions


XDUH.TO and LLYH.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDUH.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDUH.TO is cheaper with a 0.16% expense ratio, compared with 0.40% for LLYH.TO.

XDUH.TO is categorized as Quality Factor, while LLYH.TO is Dividend. They also come from different issuers: iShares and Harvest. Their fees differ too: 0.16% for XDUH.TO and 0.40% for LLYH.TO.

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