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XEI.TO vs. HHIS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEI.TO vs. HHIS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) and Harvest Diversified High Income Shares ETF (HHIS.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, XEI.TO achieves a 23.25% return, which is significantly higher than HHIS.TO's 9.41% return.


XEI.TO

1D
0.85%
1M
3.41%
YTD
23.25%
6M
23.82%
1Y
45.53%
3Y*
22.82%
5Y*
15.75%
10Y*
12.30%

HHIS.TO

1D
0.08%
1M
7.23%
YTD
9.41%
6M
4.62%
1Y
32.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEI.TO vs. HHIS.TO - Yearly Performance Comparison


Correlation

The correlation between XEI.TO and HHIS.TO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.22

The correlation between XEI.TO and HHIS.TO shifts across timeframes, from 0.04 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XEI.TO vs. HHIS.TO — Risk / Return Rank

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

XEI.TO
XEI.TO Risk / Return Rank: 9898
Overall Rank
XEI.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XEI.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
XEI.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XEI.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XEI.TO Martin Ratio Rank: 9898
Martin Ratio Rank

HHIS.TO
HHIS.TO Risk / Return Rank: 3434
Overall Rank
HHIS.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HHIS.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
HHIS.TO Omega Ratio Rank: 3939
Omega Ratio Rank
HHIS.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
HHIS.TO Martin Ratio Rank: 2525
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.

XEI.TO vs. HHIS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) and Harvest Diversified High Income Shares ETF (HHIS.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.


XEI.TOHHIS.TODifference
Sharpe ratioReturn per unit of total volatility

+4.94

Sortino ratioReturn per unit of downside risk

+7.56

Omega ratioGain probability vs. loss probability

2.34

1.25

+1.10

Calmar ratioReturn relative to maximum drawdown

20.39

1.33

+19.06

Martin ratioReturn relative to average drawdown

69.23

3.32

+65.91

XEI.TO vs. HHIS.TO - Sharpe Ratio Comparison

The current XEI.TO Sharpe Ratio is 6.34, which is higher than the HHIS.TO Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of XEI.TO and HHIS.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


XEI.TOHHIS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.34

1.40

+4.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.74

-0.08

Drawdowns

XEI.TO vs. HHIS.TO - Drawdown Comparison

The maximum XEI.TO drawdown since its inception was -45.51%, which is greater than HHIS.TO's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for XEI.TO and HHIS.TO.


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Drawdown Indicators


XEI.TOHHIS.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-31.83%

-13.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.24%

-24.43%

+22.19%

Max Drawdown (3Y)

Largest decline over 3 years

-9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.32%

Max Drawdown (10Y)

Largest decline over 10 years

-45.51%

Current Drawdown

Current decline from peak

0.00%

-2.87%

+2.87%

Average Drawdown

Average peak-to-trough decline

-5.05%

-8.68%

+3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

9.80%

-9.14%

Volatility

XEI.TO vs. HHIS.TO - Volatility Comparison

The current volatility for iShares S&P/TSX Composite High Dividend Index ETF (XEI.TO) is 2.89%, while Harvest Diversified High Income Shares ETF (HHIS.TO) has a volatility of 5.52%. This indicates that XEI.TO experiences smaller price fluctuations and is considered to be less risky than HHIS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEI.TOHHIS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

5.52%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

6.03%

16.96%

-10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

7.24%

23.32%

-16.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.24%

33.73%

-22.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

33.73%

-17.72%

XEI.TO vs. HHIS.TO - Expense Ratio Comparison

XEI.TO has a 0.22% expense ratio, which is higher than HHIS.TO's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XEI.TO vs. HHIS.TO - Dividend Comparison

XEI.TO's dividend yield for the trailing twelve months is around 3.53%, less than HHIS.TO's 26.60% yield.


PositionTTM20252024202320222021202020192018201720162015
HHIS.TO
Harvest Diversified High Income Shares ETF
26.60%22.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF
3.53%4.39%5.56%5.08%4.78%3.65%5.13%4.71%5.53%4.37%4.51%5.75%

Frequently Asked Questions


XEI.TO and HHIS.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HHIS.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HHIS.TO is cheaper with a 0.00% expense ratio, compared with 0.22% for XEI.TO.

XEI.TO is categorized as Canada Equities, while HHIS.TO is Derivative Income. They also come from different issuers: iShares and Harvest. Their fees differ too: 0.22% for XEI.TO and 0.00% for HHIS.TO.

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