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XFR.TO vs. HHIC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFR.TO vs. HHIC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Floating Rate Index ETF (XFR.TO) and Harvest Canadian High Income Shares ETF (HHIC.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, XFR.TO achieves a 1.15% return, which is significantly lower than HHIC.TO's 12.03% return.


XFR.TO

1D
0.05%
1M
0.26%
YTD
1.15%
6M
1.33%
1Y
3.02%
3Y*
3.98%
5Y*
3.24%
10Y*
2.26%

HHIC.TO

1D
0.93%
1M
2.73%
YTD
12.03%
6M
13.19%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFR.TO vs. HHIC.TO - Yearly Performance Comparison


2026 (YTD)2025
XFR.TO
iShares Floating Rate Index ETF
1.15%1.14%
HHIC.TO
Harvest Canadian High Income Shares ETF
12.03%16.60%

Correlation

The correlation between XFR.TO and HHIC.TO is 0.06, 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 (All Time)
Calculated using the full available price history since Aug 21, 2025

0.06

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Return for Risk

XFR.TO vs. HHIC.TO — Risk / Return Rank

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

XFR.TO
XFR.TO Risk / Return Rank: 9898
Overall Rank
XFR.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XFR.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XFR.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XFR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XFR.TO Martin Ratio Rank: 9999
Martin Ratio Rank

HHIC.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

XFR.TO vs. HHIC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Index ETF (XFR.TO) and Harvest Canadian High Income Shares ETF (HHIC.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.


XFR.TOHHIC.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.98

Calmar ratioReturn relative to maximum drawdown

29.79

Martin ratioReturn relative to average drawdown

90.21

XFR.TO vs. HHIC.TO - Sharpe Ratio Comparison


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Drawdowns

XFR.TO vs. HHIC.TO - Drawdown Comparison

The maximum XFR.TO drawdown since its inception was -4.12%, smaller than the maximum HHIC.TO drawdown of -7.30%. Use the drawdown chart below to compare losses from any high point for XFR.TO and HHIC.TO.


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Drawdown Indicators


XFR.TOHHIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-7.30%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-4.12%

Current Drawdown

Current decline from peak

0.00%

-2.35%

+2.35%

Average Drawdown

Average peak-to-trough decline

-0.06%

-1.52%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

Volatility

XFR.TO vs. HHIC.TO - Volatility Comparison


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Volatility by Period


XFR.TOHHIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.23%

Volatility (6M)

Calculated over the trailing 6-month period

0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

0.72%

16.93%

-16.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.85%

16.93%

-16.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.86%

16.93%

-15.07%

XFR.TO vs. HHIC.TO - Expense Ratio Comparison

XFR.TO has a 0.14% expense ratio, which is lower than HHIC.TO's 0.40% expense ratio.


Dividends

XFR.TO vs. HHIC.TO - Dividend Comparison

XFR.TO's dividend yield for the trailing twelve months is around 2.77%, less than HHIC.TO's 11.06% yield.


PositionTTM20252024202320222021202020192018201720162015
HHIC.TO
Harvest Canadian High Income Shares ETF
11.06%4.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XFR.TO
iShares Floating Rate Index ETF
2.77%3.23%4.93%4.91%1.84%0.30%1.07%1.99%1.64%0.92%0.65%0.95%

Frequently Asked Questions


XFR.TO and HHIC.TO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XFR.TO is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFR.TO is cheaper with a 0.14% expense ratio, compared with 0.40% for HHIC.TO.

XFR.TO is categorized as Canadian Government Bonds, while HHIC.TO is Canada Equities. They also come from different issuers: iShares and Harvest. Their fees differ too: 0.14% for XFR.TO and 0.40% for HHIC.TO.

Portfolio Optimizer

Find the right allocation for XFR.TO and HHIC.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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