DYTA vs. HECA

Last updated Apr 1, 2026

Compare and contrast key facts about SGI Dynamic Tactical ETF (DYTA) and Hedgeye Capital Allocation ETF (HECA).

DYTA and HECA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYTA is an actively managed fund by Summit Global Investments. It was launched on Mar 29, 2023. HECA is an actively managed fund by Hedgeye. It was launched on Jun 30, 2025.

Performance

DYTA vs. HECA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Dynamic Tactical ETF (DYTA) and Hedgeye Capital Allocation ETF (HECA). The values are adjusted to include any dividend payments, if applicable.

DYTA vs. HECA - Yearly Performance Comparison

	2026 (YTD)	2025
DYTA SGI Dynamic Tactical ETF	-4.29%	5.77%
HECA Hedgeye Capital Allocation ETF	4.41%	12.83%

Returns By Period

In the year-to-date period, DYTA achieves a -4.29% return, which is significantly lower than HECA's 4.41% return.

DYTA

• 1D: 3.05%
• 1M: -5.52%
• YTD: -4.29%
• 6M: -2.16%
• 1Y: 2.73%
• 3Y*: 7.76%
• 5Y*: —
• 10Y*: —

HECA

• 1D: -0.10%
• 1M: -5.25%
• YTD: 4.41%
• 6M: 7.77%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DYTA vs. HECA - Expense Ratio Comparison

DYTA has a 1.04% expense ratio, which is higher than HECA's 1.02% expense ratio.

DYTA

SGI Dynamic Tactical ETF

HECA

Hedgeye Capital Allocation ETF

Return for Risk

DYTA vs. HECA — Risk / Return Rank

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

DYTA

DYTA Risk / Return Rank: 20
DYTA Sharpe Ratio Rank: 19
DYTA Sortino Ratio Rank: 17
DYTA Omega Ratio Rank: 19
DYTA Calmar Ratio Rank: 19
DYTA Martin Ratio Rank: 23

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.

DYTA vs. HECA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) and Hedgeye Capital Allocation ETF (HECA). 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.

	DYTA	HECA	Difference
Sharpe ratio Return per unit of total volatility	0.28	—	—
Sortino ratio Return per unit of downside risk	0.45	—	—
Omega ratio Gain probability vs. loss probability	1.07	—	—
Calmar ratio Return relative to maximum drawdown	0.34	—	—
Martin ratio Return relative to average drawdown	1.73	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DYTA	HECA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	1.90	-1.15

Correlation

The correlation between DYTA and HECA is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DYTA vs. HECA - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.71%, less than HECA's 1.93% yield.

	TTM	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	1.71%	1.64%	10.80%	0.89%
HECA Hedgeye Capital Allocation ETF	1.93%	2.02%	0.00%	0.00%

Drawdowns

DYTA vs. HECA - Drawdown Comparison

The maximum DYTA drawdown since its inception was -9.41%, which is greater than HECA's maximum drawdown of -6.33%. Use the drawdown chart below to compare losses from any high point for DYTA and HECA.

Drawdown Indicators

	DYTA	HECA	Difference
Max Drawdown Largest peak-to-trough decline	-9.41%	-6.33%	-3.08%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	—	—
Current Drawdown Current decline from peak	-6.57%	-6.33%	-0.24%
Average Drawdown Average peak-to-trough decline	-2.28%	-1.53%	-0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	—	—

Volatility

Volatility by Period

	DYTA	HECA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.53%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.88%	12.97%	-3.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.87%	12.97%	-2.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.87%	12.97%	-2.10%