YGOG.NEO vs. AVGY.TO
YGOG.NEO (Alphabet (GOOGL) Yield Shares Purpose ETF) and AVGY.TO (Harvest Broadcom Enhanced High Income Shares ETF - Class A Units) are both Derivative Income funds. Both are actively managed. Over the past year, YGOG.NEO returned 119.67% vs 107.90% for AVGY.TO. At a 0.38 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
YGOG.NEO vs. AVGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, YGOG.NEO achieves a 10.76% return, which is significantly lower than AVGY.TO's 42.92% return.
YGOG.NEO
- 1D
- -0.97%
- 1M
- -7.79%
- YTD
- 10.76%
- 6M
- 8.82%
- 1Y
- 119.67%
- 3Y*
- 45.35%
- 5Y*
- —
- 10Y*
- —
AVGY.TO
- 1D
- -0.45%
- 1M
- 19.17%
- YTD
- 42.92%
- 6M
- 27.21%
- 1Y
- 107.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YGOG.NEO vs. AVGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YGOG.NEO Alphabet (GOOGL) Yield Shares Purpose ETF | 10.76% | 87.32% |
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 42.92% | 83.42% |
Correlation
The correlation between YGOG.NEO and AVGY.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.38 |
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Return for Risk
YGOG.NEO vs. AVGY.TO — Risk / Return Rank
YGOG.NEO
AVGY.TO
YGOG.NEO vs. AVGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) and Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.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.
| YGOG.NEO | AVGY.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.77 | 2.39 | +1.38 |
Sortino ratioReturn per unit of downside risk | 4.77 | 2.93 | +1.84 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.38 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 5.52 | 3.81 | +1.71 |
Martin ratioReturn relative to average drawdown | 20.61 | 8.81 | +11.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YGOG.NEO | AVGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.77 | 2.39 | +1.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.62 | 2.30 | -0.68 |
Drawdowns
YGOG.NEO vs. AVGY.TO - Drawdown Comparison
The maximum YGOG.NEO drawdown since its inception was -33.45%, which is greater than AVGY.TO's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for YGOG.NEO and AVGY.TO.
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Drawdown Indicators
| YGOG.NEO | AVGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.45% | -28.78% | -4.67% |
Max Drawdown (1Y)Largest decline over 1 year | -21.82% | -28.50% | +6.68% |
Max Drawdown (3Y)Largest decline over 3 years | -33.45% | — | — |
Current DrawdownCurrent decline from peak | -11.86% | -0.45% | -11.41% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -8.43% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.83% | 12.29% | -6.46% |
Volatility
YGOG.NEO vs. AVGY.TO - Volatility Comparison
The current volatility for Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) is 11.10%, while Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a volatility of 13.20%. This indicates that YGOG.NEO experiences smaller price fluctuations and is considered to be less risky than AVGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YGOG.NEO | AVGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.10% | 13.20% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 22.75% | 33.23% | -10.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.02% | 45.46% | -13.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.94% | 51.13% | -18.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.94% | 51.13% | -18.19% |
YGOG.NEO vs. AVGY.TO - Expense Ratio Comparison
Both YGOG.NEO and AVGY.TO have an expense ratio of 0.40%.
Dividends
YGOG.NEO vs. AVGY.TO - Dividend Comparison
YGOG.NEO's dividend yield for the trailing twelve months is around 8.15%, less than AVGY.TO's 19.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 19.08% | 14.82% | 0.00% | 0.00% | 0.00% |
YGOG.NEO Alphabet (GOOGL) Yield Shares Purpose ETF | 8.15% | 5.84% | 14.19% | 7.22% | 0.91% |
Frequently Asked Questions
YGOG.NEO and AVGY.TO have a correlation of 0.31, 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.
YGOG.NEO and AVGY.TO have the same expense ratio: 0.40% per year.
They also come from different issuers: Purpose and Harvest.
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