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Hull Tactical US ETF (HTUS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS3015058064
CUSIP301505806
IssuerExchange Traded Concepts
Inception DateJun 25, 2015
RegionNorth America (U.S.)
CategoryLong-Short, Actively Managed
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassAlternatives

Expense Ratio

HTUS has a high expense ratio of 0.97%, indicating higher-than-average management fees.


Expense ratio chart for HTUS: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: HTUS vs. LBAY, HTUS vs. DFND, HTUS vs. ARGT, HTUS vs. SPY, HTUS vs. FTLS, HTUS vs. EPI, HTUS vs. VTI, HTUS vs. QQQ, HTUS vs. VUG, HTUS vs. VTV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hull Tactical US ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
15.48%
15.77%
HTUS (Hull Tactical US ETF)
Benchmark (^GSPC)

Returns By Period

Hull Tactical US ETF had a return of 24.91% year-to-date (YTD) and 42.44% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date24.91%22.85%
1 month3.90%4.16%
6 months15.48%15.77%
1 year42.44%35.40%
5 years (annualized)16.58%14.46%
10 years (annualized)N/A12.04%

Monthly Returns

The table below presents the monthly returns of HTUS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.00%6.36%3.99%-3.03%4.39%2.42%1.41%3.08%1.58%24.91%
20235.13%-0.85%4.25%3.19%0.51%6.50%3.26%-2.57%-6.07%-3.12%11.95%5.76%30.11%
2022-8.33%-0.46%4.26%-4.84%0.27%-8.43%11.03%-3.58%-8.31%8.49%3.59%-3.00%-11.05%
2021-2.34%2.98%3.70%5.04%1.76%1.73%1.37%2.28%-3.70%5.76%-0.56%4.39%24.29%
20200.75%-9.93%-15.57%6.88%2.53%4.91%9.48%4.48%-0.59%1.35%5.49%5.72%13.21%
20197.53%0.36%0.68%1.39%-6.23%7.30%1.48%-1.12%2.40%1.94%2.34%1.23%20.28%
20182.91%-5.33%-1.91%1.48%1.90%1.09%1.36%1.43%0.07%-3.36%2.05%-9.67%-8.45%
20172.14%1.41%0.75%0.11%0.47%1.07%0.39%0.02%1.32%2.21%2.13%1.36%14.19%
20161.32%1.14%0.31%0.16%0.97%1.27%-0.81%-0.28%0.84%-0.04%1.83%-0.98%5.83%
2015-1.20%1.30%-1.28%-0.20%-0.24%0.69%1.29%0.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HTUS is 89, placing it in the top 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HTUS is 8989
Combined Rank
The Sharpe Ratio Rank of HTUS is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of HTUS is 8888Sortino Ratio Rank
The Omega Ratio Rank of HTUS is 8989Omega Ratio Rank
The Calmar Ratio Rank of HTUS is 8686Calmar Ratio Rank
The Martin Ratio Rank of HTUS is 9393Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


HTUS
Sharpe ratio
The chart of Sharpe ratio for HTUS, currently valued at 2.98, compared to the broader market0.002.004.006.002.98
Sortino ratio
The chart of Sortino ratio for HTUS, currently valued at 4.05, compared to the broader market-2.000.002.004.006.008.0010.0012.004.05
Omega ratio
The chart of Omega ratio for HTUS, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for HTUS, currently valued at 3.06, compared to the broader market0.005.0010.0015.003.06
Martin ratio
The chart of Martin ratio for HTUS, currently valued at 22.70, compared to the broader market0.0020.0040.0060.0080.00100.0022.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market-2.000.002.004.006.008.0010.0012.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.005.0010.0015.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0020.0040.0060.0080.00100.0016.98

Sharpe Ratio

The current Hull Tactical US ETF Sharpe ratio is 2.98. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Hull Tactical US ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.98
2.78
HTUS (Hull Tactical US ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Hull Tactical US ETF granted a 0.95% dividend yield in the last twelve months. The annual payout for that period amounted to $0.42 per share.


PeriodTTM20232022202120202019201820172016
Dividend$0.42$0.42$2.19$2.43$1.10$0.25$2.37$2.25$0.78

Dividend yield

0.95%1.18%7.86%7.20%3.77%0.92%10.57%8.29%3.02%

Monthly Dividends

The table displays the monthly dividend distributions for Hull Tactical US ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$1.65$2.19
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$2.27$2.43
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.10$1.10
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$2.16$2.37
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$2.00$2.25
2016$0.00$0.00$0.00$0.00$0.77$0.78

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
HTUS (Hull Tactical US ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Hull Tactical US ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hull Tactical US ETF was 47.47%, occurring on Mar 18, 2020. Recovery took 137 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.47%Feb 14, 202023Mar 18, 2020137Oct 8, 2020160
-21.33%Nov 23, 2021223Oct 12, 2022160Jun 2, 2023383
-18.99%Jan 29, 2018225Dec 24, 2018178Sep 12, 2019403
-13.65%Jul 31, 202364Oct 27, 202329Dec 8, 202393
-7.05%Jul 17, 202414Aug 5, 20248Aug 15, 202422

Volatility

Volatility Chart

The current Hull Tactical US ETF volatility is 2.77%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
2.77%
2.86%
HTUS (Hull Tactical US ETF)
Benchmark (^GSPC)