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XHC.TO vs. HHLE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHC.TO vs. HHLE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) and Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.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, XHC.TO achieves a -5.65% return, which is significantly higher than HHLE.TO's -10.95% return.


XHC.TO

1D
0.59%
1M
0.77%
YTD
-5.65%
6M
-5.54%
1Y
7.72%
3Y*
2.70%
5Y*
3.54%
10Y*
6.87%

HHLE.TO

1D
0.90%
1M
0.01%
YTD
-10.95%
6M
-10.74%
1Y
4.08%
3Y*
3.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHC.TO vs. HHLE.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
-5.65%10.91%1.22%2.14%4.08%
HHLE.TO
Harvest Healthcare Leaders Enhanced Income ETF - Class A Units
-10.95%11.85%3.28%7.14%5.96%

Correlation

The correlation between XHC.TO and HHLE.TO is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2022

0.89

The correlation between XHC.TO and HHLE.TO has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

XHC.TO vs. HHLE.TO - Sectors Allocation Comparison


Sectors
XHC.TO
HHLE.TO

Healthcare

97.4%
100.0%

Consumer Defensive

0.5%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Energy

-

-

Financial Services

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Healthcare

XHC.TO
97.4%
HHLE.TO
100.0%

Consumer Defensive

XHC.TO
0.5%
HHLE.TO

-

Basic Materials

XHC.TO

-

HHLE.TO

-

Communication Services

XHC.TO

-

HHLE.TO

-

Consumer Cyclical

XHC.TO

-

HHLE.TO

-

Energy

XHC.TO

-

HHLE.TO

-

Financial Services

XHC.TO

-

HHLE.TO

-

Industrials

XHC.TO

-

HHLE.TO

-

Real Estate

XHC.TO

-

HHLE.TO

-

Technology

XHC.TO

-

HHLE.TO

-

Utilities

XHC.TO

-

HHLE.TO

-

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Return for Risk

XHC.TO vs. HHLE.TO — Risk / Return Rank

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

XHC.TO
XHC.TO Risk / Return Rank: 1717
Overall Rank
XHC.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XHC.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
XHC.TO Omega Ratio Rank: 1616
Omega Ratio Rank
XHC.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
XHC.TO Martin Ratio Rank: 1717
Martin Ratio Rank

HHLE.TO
HHLE.TO Risk / Return Rank: 1212
Overall Rank
HHLE.TO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HHLE.TO Sortino Ratio Rank: 1212
Sortino Ratio Rank
HHLE.TO Omega Ratio Rank: 1212
Omega Ratio Rank
HHLE.TO Calmar Ratio Rank: 1212
Calmar Ratio Rank
HHLE.TO Martin Ratio Rank: 1212
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.

XHC.TO vs. HHLE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) and Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.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.


XHC.TOHHLE.TODifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.10

1.05

+0.05

Calmar ratioReturn relative to maximum drawdown

0.72

0.25

+0.47

Martin ratioReturn relative to average drawdown

1.76

0.62

+1.14

XHC.TO vs. HHLE.TO - Sharpe Ratio Comparison

The current XHC.TO Sharpe Ratio is 0.54, which is higher than the HHLE.TO Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of XHC.TO and HHLE.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


XHC.TOHHLE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.22

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.27

+0.41

Drawdowns

XHC.TO vs. HHLE.TO - Drawdown Comparison

The maximum XHC.TO drawdown since its inception was -27.28%, which is greater than HHLE.TO's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for XHC.TO and HHLE.TO.


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Drawdown Indicators


XHC.TOHHLE.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-20.60%

-6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-16.36%

+5.57%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-20.60%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

Current Drawdown

Current decline from peak

-9.76%

-14.87%

+5.11%

Average Drawdown

Average peak-to-trough decline

-4.85%

-6.56%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

6.57%

-2.18%

Volatility

XHC.TO vs. HHLE.TO - Volatility Comparison

The current volatility for iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) is 4.76%, while Harvest Healthcare Leaders Enhanced Income ETF - Class A Units (HHLE.TO) has a volatility of 7.61%. This indicates that XHC.TO experiences smaller price fluctuations and is considered to be less risky than HHLE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHC.TOHHLE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

7.61%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

13.23%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

18.44%

-4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

16.62%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

16.62%

-0.87%

XHC.TO vs. HHLE.TO - Expense Ratio Comparison

XHC.TO has a 0.66% expense ratio, which is lower than HHLE.TO's 0.85% expense ratio.


Dividends

XHC.TO vs. HHLE.TO - Dividend Comparison

XHC.TO's dividend yield for the trailing twelve months is around 1.98%, less than HHLE.TO's 14.25% yield.


PositionTTM20252024202320222021202020192018201720162015
HHLE.TO
Harvest Healthcare Leaders Enhanced Income ETF - Class A Units
14.25%12.01%11.76%10.81%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
1.98%1.87%4.42%2.38%0.84%0.79%0.96%1.07%1.68%1.14%1.63%2.15%

Frequently Asked Questions


With a correlation of 0.91, XHC.TO and HHLE.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XHC.TO is cheaper at 0.66% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XHC.TO is cheaper with a 0.66% expense ratio, compared with 0.85% for HHLE.TO.

They also come from different issuers: iShares and Harvest. Their fees differ too: 0.66% for XHC.TO and 0.85% for HHLE.TO.

Portfolio Optimizer

Find the right allocation for XHC.TO and HHLE.TO

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