DRAI vs. TUG

Last updated Jul 15, 2026

DRAI (Draco Evolution AI ETF) and TUG (STF Tactical Growth ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past year, DRAI returned 21.99% vs 29.88% for TUG. Their correlation of 0.84 suggests significant overlap in exposure. DRAI charges 1.50%/yr vs 0.65%/yr for TUG.

Performance

DRAI vs. TUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Draco Evolution AI ETF (DRAI) and STF Tactical Growth ETF (TUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRAI achieves a 11.54% return, which is significantly lower than TUG's 17.39% return.

DRAI

• 1D: 0.35%
• 1M: -1.11%
• 6M: 9.69%
• YTD: 11.54%
• 1Y: 21.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TUG

• 1D: 1.03%
• 1M: 0.76%
• 6M: 15.27%
• YTD: 17.39%
• 1Y: 29.88%
• 3Y*: 21.09%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRAI vs. TUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DRAI Draco Evolution AI ETF	11.54%	33.68%	-6.79%
TUG STF Tactical Growth ETF	17.39%	20.43%	-1.53%

Correlation

The correlation between DRAI and TUG is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jul 10, 2024	0.84

The correlation between DRAI and TUG has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

Return for Risk

DRAI vs. TUG — Risk / Return Rank

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

DRAI

DRAI Risk / Return Rank: 57
DRAI Sharpe Ratio Rank: 53
DRAI Sortino Ratio Rank: 49
DRAI Omega Ratio Rank: 57
DRAI Calmar Ratio Rank: 75
DRAI Martin Ratio Rank: 51

TUG

TUG Risk / Return Rank: 60
TUG Sharpe Ratio Rank: 62
TUG Sortino Ratio Rank: 58
TUG Omega Ratio Rank: 58
TUG Calmar Ratio Rank: 61
TUG Martin Ratio Rank: 62

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.

DRAI vs. TUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Draco Evolution AI ETF (DRAI) and STF Tactical Growth ETF (TUG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DRAI	TUG	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.65	-0.18
Sortino ratio: Return per unit of downside risk	1.99	2.21	-0.22
Omega ratio: Gain probability vs. loss probability	1.28	1.29	0.00
Calmar ratio: Return relative to maximum drawdown	3.06	2.44	+0.62
Martin ratio: Return relative to average drawdown	7.05	8.68	-1.63

DRAI vs. TUG - Sharpe Ratio Comparison

The current DRAI Sharpe Ratio is 1.47, which is comparable to the TUG Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DRAI and TUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DRAI vs. TUG - Drawdown Comparison

The maximum DRAI drawdown since its inception was -13.69%, smaller than the maximum TUG drawdown of -22.27%. Use the drawdown chart below to compare losses from any high point for DRAI and TUG.

Drawdown Indicators

	DRAI	TUG	Difference
Max Drawdown Largest peak-to-trough decline	-13.69%	-22.27%	+8.58%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-12.31%	+5.09%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.27%	—
Current Drawdown Current decline from peak	-6.35%	-2.94%	-3.41%
Average Drawdown Average peak-to-trough decline	-4.14%	-4.29%	+0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	3.45%	-0.32%

Volatility

DRAI vs. TUG - Volatility Comparison

The current volatility for Draco Evolution AI ETF (DRAI) is 6.19%, while STF Tactical Growth ETF (TUG) has a volatility of 7.30%. This indicates that DRAI experiences smaller price fluctuations and is considered to be less risky than TUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRAI	TUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.19%	7.30%	-1.11%
Volatility (6M) Calculated over the trailing 6-month period	12.36%	14.92%	-2.56%
Volatility (1Y) Calculated over the trailing 1-year period	15.07%	18.25%	-3.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.22%	18.37%	-1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.22%	18.37%	-1.15%

DRAI vs. TUG - Expense Ratio Comparison

DRAI has a 1.50% expense ratio, which is higher than TUG's 0.65% expense ratio.

Dividends

DRAI vs. TUG - Dividend Comparison

DRAI's dividend yield for the trailing twelve months is around 1.70%, more than TUG's 1.44% yield.

Position	TTM	2025	2024	2023	2022
DRAI Draco Evolution AI ETF	1.70%	1.48%	2.18%	0.00%	0.00%
TUG STF Tactical Growth ETF	1.44%	1.75%	4.97%	1.34%	1.14%

Frequently Asked Questions

Can I hold both DRAI and TUG in my portfolio?

DRAI and TUG have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRAI or TUG?

TUG has higher volatility (7.30%) compared to DRAI (6.19%). In terms of maximum drawdown, DRAI dropped -13.69% vs TUG's -22.27%.

Which ETF is better, DRAI or TUG?

On 1-year performance, TUG leads with 29.88% vs 21.99% for DRAI. On fees, TUG is cheaper at 0.65% per year. On volatility, DRAI has been the lower-risk option at 6.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRAI or TUG?

Over the 1-year period, TUG has performed better with a 29.88% return vs 21.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRAI or TUG?

TUG is cheaper with a 0.65% expense ratio, compared with 1.50% for DRAI.

Which ETF pays a higher dividend yield, DRAI or TUG?

DRAI has the higher dividend yield at 1.70%, compared with 1.44% for TUG.

What is the main difference between DRAI and TUG?

They also come from different issuers: Draco Evolution and STF. Their fees differ too: 1.50% for DRAI and 0.65% for TUG.

Which has better risk-adjusted returns?

TUG currently has the higher Sharpe Ratio (1.65 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.