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FTLS vs. HTUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTLS and HTUS is 0.59, 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.


-0.50.00.51.00.6

Performance

FTLS vs. HTUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Long/Short Equity ETF (FTLS) and Hull Tactical US ETF (HTUS). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%AugustSeptemberOctoberNovemberDecember2025
125.24%
181.61%
FTLS
HTUS

Key characteristics

Sharpe Ratio

FTLS:

1.80

HTUS:

2.12

Sortino Ratio

FTLS:

2.47

HTUS:

2.86

Omega Ratio

FTLS:

1.33

HTUS:

1.42

Calmar Ratio

FTLS:

4.19

HTUS:

3.79

Martin Ratio

FTLS:

13.14

HTUS:

15.31

Ulcer Index

FTLS:

1.41%

HTUS:

1.75%

Daily Std Dev

FTLS:

10.30%

HTUS:

12.63%

Max Drawdown

FTLS:

-20.53%

HTUS:

-47.47%

Current Drawdown

FTLS:

-0.15%

HTUS:

-0.86%

Returns By Period

The year-to-date returns for both investments are quite close, with FTLS having a 3.43% return and HTUS slightly higher at 3.60%.


FTLS

YTD

3.43%

1M

1.69%

6M

10.07%

1Y

18.50%

5Y*

10.57%

10Y*

9.04%

HTUS

YTD

3.60%

1M

1.25%

6M

11.90%

1Y

26.06%

5Y*

16.10%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FTLS vs. HTUS - Expense Ratio Comparison

FTLS has a 1.60% expense ratio, which is higher than HTUS's 0.97% expense ratio.


FTLS
First Trust Long/Short Equity ETF
Expense ratio chart for FTLS: current value at 1.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.60%
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%

Risk-Adjusted Performance

FTLS vs. HTUS — Risk-Adjusted Performance Rank

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

FTLS
The Risk-Adjusted Performance Rank of FTLS is 7878
Overall Rank
The Sharpe Ratio Rank of FTLS is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FTLS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FTLS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FTLS is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FTLS is 8484
Martin Ratio Rank

HTUS
The Risk-Adjusted Performance Rank of HTUS is 8585
Overall Rank
The Sharpe Ratio Rank of HTUS is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of HTUS is 8181
Sortino Ratio Rank
The Omega Ratio Rank of HTUS is 8585
Omega Ratio Rank
The Calmar Ratio Rank of HTUS is 8989
Calmar Ratio Rank
The Martin Ratio Rank of HTUS is 8989
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.

FTLS vs. HTUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Long/Short Equity ETF (FTLS) and Hull Tactical US ETF (HTUS). 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.


Sharpe ratio
The chart of Sharpe ratio for FTLS, currently valued at 1.80, compared to the broader market0.002.004.001.802.12
The chart of Sortino ratio for FTLS, currently valued at 2.47, compared to the broader market0.005.0010.002.472.86
The chart of Omega ratio for FTLS, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.42
The chart of Calmar ratio for FTLS, currently valued at 4.19, compared to the broader market0.005.0010.0015.0020.004.193.79
The chart of Martin ratio for FTLS, currently valued at 13.14, compared to the broader market0.0020.0040.0060.0080.00100.0013.1415.31
FTLS
HTUS

The current FTLS Sharpe Ratio is 1.80, which is comparable to the HTUS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FTLS and HTUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.80
2.12
FTLS
HTUS

Dividends

FTLS vs. HTUS - Dividend Comparison

FTLS's dividend yield for the trailing twelve months is around 1.45%, less than HTUS's 17.18% yield.


TTM20242023202220212020201920182017201620152014
FTLS
First Trust Long/Short Equity ETF
1.45%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%0.51%
HTUS
Hull Tactical US ETF
17.18%17.80%1.18%7.86%7.21%3.77%0.92%10.57%8.29%3.02%0.00%0.00%

Drawdowns

FTLS vs. HTUS - Drawdown Comparison

The maximum FTLS drawdown since its inception was -20.53%, smaller than the maximum HTUS drawdown of -47.47%. Use the drawdown chart below to compare losses from any high point for FTLS and HTUS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.15%
-0.86%
FTLS
HTUS

Volatility

FTLS vs. HTUS - Volatility Comparison

The current volatility for First Trust Long/Short Equity ETF (FTLS) is 2.84%, while Hull Tactical US ETF (HTUS) has a volatility of 3.35%. This indicates that FTLS experiences smaller price fluctuations and is considered to be less risky than HTUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
2.84%
3.35%
FTLS
HTUS
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Disclaimer

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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