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

ETF Info

ISIN

US3015058064

CUSIP

301505806

Issuer

Exchange Traded Concepts

Inception Date

Jun 25, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

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

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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.26%
8.53%
HTUS (Hull Tactical US ETF)
Benchmark (^GSPC)

Returns By Period

Hull Tactical US ETF had a return of 26.44% year-to-date (YTD) and 26.60% in the last 12 months.


HTUS

YTD

26.44%

1M

-0.80%

6M

9.26%

1Y

26.60%

5Y*

15.76%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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%-0.62%6.04%26.44%
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

With an overall rank of 82, HTUS is among the top 18% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HTUS is 8282
Overall Rank
The Sharpe Ratio Rank of HTUS is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of HTUS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of HTUS is 8080
Omega Ratio Rank
The Calmar Ratio Rank of HTUS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of HTUS is 8888
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for HTUS, currently valued at 1.84, compared to the broader market0.002.004.001.842.10
The chart of Sortino ratio for HTUS, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.0010.002.512.80
The chart of Omega ratio for HTUS, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.39
The chart of Calmar ratio for HTUS, currently valued at 3.39, compared to the broader market0.005.0010.0015.003.393.09
The chart of Martin ratio for HTUS, currently valued at 15.07, compared to the broader market0.0020.0040.0060.0080.00100.0015.0713.49
HTUS
^GSPC

The current Hull Tactical US ETF Sharpe ratio is 1.84. 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.84
2.10
HTUS (Hull Tactical US ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Hull Tactical US ETF provided a 0.94% dividend yield over the last twelve months, with an annual payout of $0.42 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.42$0.42$2.19$2.43$1.10$0.25$2.37$2.25$0.78

Dividend yield

0.94%1.18%7.86%7.21%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$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%JulyAugustSeptemberOctoberNovemberDecember
-3.21%
-2.62%
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.

The current Hull Tactical US ETF drawdown is 3.21%.


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 3.62%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.62%
3.79%
HTUS (Hull Tactical US ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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