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YTSL.NEO vs. HLIF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YTSL.NEO vs. HLIF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) and Harvest Canadian Equity Income Leaders ETF Class A (HLIF.TO). The values are adjusted to include any dividend payments, if applicable.

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YTSL.NEO vs. HLIF.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
YTSL.NEO
Tesla (TSLA) Yield Shares Purpose ETF
-15.65%27.43%46.11%106.56%-20.20%
HLIF.TO
Harvest Canadian Equity Income Leaders ETF Class A
9.41%25.43%17.21%6.13%1.80%

Returns By Period

In the year-to-date period, YTSL.NEO achieves a -15.65% return, which is significantly lower than HLIF.TO's 9.41% return.


YTSL.NEO

1D
7.76%
1M
-6.01%
YTD
-15.65%
6M
-4.28%
1Y
71.44%
3Y*
26.06%
5Y*
10Y*

HLIF.TO

1D
0.21%
1M
0.34%
YTD
9.41%
6M
16.84%
1Y
33.00%
3Y*
18.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YTSL.NEO vs. HLIF.TO - Expense Ratio Comparison

YTSL.NEO has a 1.65% expense ratio, which is higher than HLIF.TO's 0.79% expense ratio.


Return for Risk

YTSL.NEO vs. HLIF.TO — Risk / Return Rank

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

YTSL.NEO
YTSL.NEO Risk / Return Rank: 7676
Overall Rank
YTSL.NEO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
YTSL.NEO Sortino Ratio Rank: 7272
Sortino Ratio Rank
YTSL.NEO Omega Ratio Rank: 6666
Omega Ratio Rank
YTSL.NEO Calmar Ratio Rank: 9191
Calmar Ratio Rank
YTSL.NEO Martin Ratio Rank: 7777
Martin Ratio Rank

HLIF.TO
HLIF.TO Risk / Return Rank: 9797
Overall Rank
HLIF.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HLIF.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HLIF.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HLIF.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
HLIF.TO Martin Ratio Rank: 9898
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.

YTSL.NEO vs. HLIF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) and Harvest Canadian Equity Income Leaders ETF Class A (HLIF.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.


YTSL.NEOHLIF.TODifference

Sharpe ratio

Return per unit of total volatility

1.33

3.46

-2.13

Sortino ratio

Return per unit of downside risk

1.88

4.36

-2.48

Omega ratio

Gain probability vs. loss probability

1.25

1.80

-0.55

Calmar ratio

Return relative to maximum drawdown

3.25

3.95

-0.71

Martin ratio

Return relative to average drawdown

8.75

24.28

-15.53

YTSL.NEO vs. HLIF.TO - Sharpe Ratio Comparison

The current YTSL.NEO Sharpe Ratio is 1.33, which is lower than the HLIF.TO Sharpe Ratio of 3.46. The chart below compares the historical Sharpe Ratios of YTSL.NEO and HLIF.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YTSL.NEOHLIF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

3.46

-2.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.35

-0.81

Correlation

The correlation between YTSL.NEO and HLIF.TO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

YTSL.NEO vs. HLIF.TO - Dividend Comparison

YTSL.NEO's dividend yield for the trailing twelve months is around 47.25%, more than HLIF.TO's 6.13% yield.


TTM2025202420232022
YTSL.NEO
Tesla (TSLA) Yield Shares Purpose ETF
47.25%36.11%12.80%24.07%1.96%
HLIF.TO
Harvest Canadian Equity Income Leaders ETF Class A
6.13%6.26%7.33%7.96%3.91%

Drawdowns

YTSL.NEO vs. HLIF.TO - Drawdown Comparison

The maximum YTSL.NEO drawdown since its inception was -58.40%, which is greater than HLIF.TO's maximum drawdown of -11.12%. Use the drawdown chart below to compare losses from any high point for YTSL.NEO and HLIF.TO.


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Drawdown Indicators


YTSL.NEOHLIF.TODifference

Max Drawdown

Largest peak-to-trough decline

-58.40%

-11.12%

-47.28%

Max Drawdown (1Y)

Largest decline over 1 year

-23.95%

-8.43%

-15.52%

Current Drawdown

Current decline from peak

-16.60%

0.00%

-16.60%

Average Drawdown

Average peak-to-trough decline

-20.85%

-2.10%

-18.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.89%

1.38%

+7.51%

Volatility

YTSL.NEO vs. HLIF.TO - Volatility Comparison

Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) has a higher volatility of 14.81% compared to Harvest Canadian Equity Income Leaders ETF Class A (HLIF.TO) at 3.12%. This indicates that YTSL.NEO's price experiences larger fluctuations and is considered to be riskier than HLIF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YTSL.NEOHLIF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.81%

3.12%

+11.69%

Volatility (6M)

Calculated over the trailing 6-month period

32.59%

5.56%

+27.03%

Volatility (1Y)

Calculated over the trailing 1-year period

53.99%

9.58%

+44.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.89%

10.58%

+52.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.89%

10.58%

+52.31%