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YGOG.NEO vs. METE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YGOG.NEO vs. METE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) and Harvest Meta Enhanced High Income Shares ETF - Class A Units (METE.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, YGOG.NEO achieves a 10.76% return, which is significantly higher than METE.TO's -4.55% return.


YGOG.NEO

1D
-0.97%
1M
-7.79%
YTD
10.76%
6M
8.82%
1Y
119.67%
3Y*
45.35%
5Y*
10Y*

METE.TO

1D
5.47%
1M
4.67%
YTD
-4.55%
6M
-2.86%
1Y
-5.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YGOG.NEO vs. METE.TO - Yearly Performance Comparison


Correlation

The correlation between YGOG.NEO and METE.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.41

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Return for Risk

YGOG.NEO vs. METE.TO — Risk / Return Rank

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

YGOG.NEO
YGOG.NEO Risk / Return Rank: 9292
Overall Rank
YGOG.NEO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
YGOG.NEO Sortino Ratio Rank: 9494
Sortino Ratio Rank
YGOG.NEO Omega Ratio Rank: 9292
Omega Ratio Rank
YGOG.NEO Calmar Ratio Rank: 9090
Calmar Ratio Rank
YGOG.NEO Martin Ratio Rank: 9090
Martin Ratio Rank

METE.TO
METE.TO Risk / Return Rank: 88
Overall Rank
METE.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
METE.TO Sortino Ratio Rank: 88
Sortino Ratio Rank
METE.TO Omega Ratio Rank: 88
Omega Ratio Rank
METE.TO Calmar Ratio Rank: 88
Calmar Ratio Rank
METE.TO Martin Ratio Rank: 77
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.

YGOG.NEO vs. METE.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 Meta Enhanced High Income Shares ETF - Class A Units (METE.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.NEOMETE.TODifference

Sharpe ratio

Return per unit of total volatility

3.77

-0.16

+3.93

Sortino ratio

Return per unit of downside risk

4.77

0.02

+4.75

Omega ratio

Gain probability vs. loss probability

1.61

1.00

+0.60

Calmar ratio

Return relative to maximum drawdown

5.52

-0.17

+5.69

Martin ratio

Return relative to average drawdown

20.61

-0.36

+20.97

YGOG.NEO vs. METE.TO - Sharpe Ratio Comparison

The current YGOG.NEO Sharpe Ratio is 3.77, which is higher than the METE.TO Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of YGOG.NEO and METE.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


YGOG.NEOMETE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.77

-0.16

+3.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

-0.09

+1.71

Drawdowns

YGOG.NEO vs. METE.TO - Drawdown Comparison

The maximum YGOG.NEO drawdown since its inception was -33.45%, smaller than the maximum METE.TO drawdown of -40.10%. Use the drawdown chart below to compare losses from any high point for YGOG.NEO and METE.TO.


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Drawdown Indicators


YGOG.NEOMETE.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.45%

-40.10%

+6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-21.82%

-35.48%

+13.66%

Max Drawdown (3Y)

Largest decline over 3 years

-33.45%

Current Drawdown

Current decline from peak

-11.86%

-22.07%

+10.21%

Average Drawdown

Average peak-to-trough decline

-7.59%

-15.68%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.83%

16.51%

-10.68%

Volatility

YGOG.NEO vs. METE.TO - Volatility Comparison

Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) has a higher volatility of 11.10% compared to Harvest Meta Enhanced High Income Shares ETF - Class A Units (METE.TO) at 9.99%. This indicates that YGOG.NEO's price experiences larger fluctuations and is considered to be riskier than METE.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.NEOMETE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.10%

9.99%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

22.75%

28.26%

-5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

32.02%

36.57%

-4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.94%

42.08%

-9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.94%

42.08%

-9.14%

YGOG.NEO vs. METE.TO - Expense Ratio Comparison

Both YGOG.NEO and METE.TO have an expense ratio of 0.40%.


Dividends

YGOG.NEO vs. METE.TO - Dividend Comparison

YGOG.NEO's dividend yield for the trailing twelve months is around 8.15%, less than METE.TO's 25.77% yield.


PositionTTM2025202420232022
METE.TO
Harvest Meta Enhanced High Income Shares ETF - Class A Units
25.77%21.31%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 METE.TO have a correlation of 0.34, 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 METE.TO have the same expense ratio: 0.40% per year.

They also come from different issuers: Purpose and Harvest Portfolios Group.

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