EHLS vs. FTLS

In the year-to-date period, EHLS achieves a -0.94% return, which is significantly lower than FTLS's -0.19% return.

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EHLS has a 1.58% expense ratio, which is lower than FTLS's 1.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Even Herd Long Short ETF (EHLS) and First Trust Long/Short Equity ETF (FTLS). 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.

The current EHLS Sharpe Ratio is 0.17, which is lower than the FTLS Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of EHLS and FTLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EHLS's dividend yield for the trailing twelve months is around 1.05%, less than FTLS's 1.54% yield.

The maximum EHLS drawdown since its inception was -18.96%, smaller than the maximum FTLS drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for EHLS and FTLS.

Even Herd Long Short ETF (EHLS) has a higher volatility of 3.23% compared to First Trust Long/Short Equity ETF (FTLS) at 2.43%. This indicates that EHLS's price experiences larger fluctuations and is considered to be riskier than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.