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FTLS vs. HTUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, FTLS achieves a 5.55% return, which is significantly lower than HTUS's 10.28% return. Over the past 10 years, FTLS has underperformed HTUS with an annualized return of 10.02%, while HTUS has yielded a comparatively higher 12.34% annualized return.


FTLS

1D
0.48%
1M
0.28%
YTD
5.55%
6M
5.16%
1Y
16.53%
3Y*
14.35%
5Y*
10.26%
10Y*
10.02%

HTUS

1D
-0.50%
1M
0.21%
YTD
10.28%
6M
10.25%
1Y
27.09%
3Y*
20.84%
5Y*
15.01%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTLS vs. HTUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTLS
First Trust Long/Short Equity ETF
5.55%9.09%18.80%16.94%-5.56%19.65%2.56%16.16%-4.81%14.41%
HTUS
Hull Tactical US ETF
10.28%16.57%25.02%30.11%-13.00%24.29%13.21%20.27%-10.04%14.19%

Correlation

The correlation between FTLS and HTUS is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2015

0.62

The correlation between FTLS and HTUS shifts across timeframes, from 0.62 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FTLS vs. HTUS — Risk / Return Rank

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

FTLS
FTLS Risk / Return Rank: 6969
Overall Rank
FTLS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTLS Sortino Ratio Rank: 6464
Sortino Ratio Rank
FTLS Omega Ratio Rank: 6161
Omega Ratio Rank
FTLS Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTLS Martin Ratio Rank: 7575
Martin Ratio Rank

HTUS
HTUS Risk / Return Rank: 7575
Overall Rank
HTUS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 7878
Sortino Ratio Rank
HTUS Omega Ratio Rank: 7878
Omega Ratio Rank
HTUS Calmar Ratio Rank: 6565
Calmar Ratio Rank
HTUS Martin Ratio Rank: 8181
Martin Ratio Rank
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.

FTLS vs. HTUS - Risk-Adjusted Trends 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.

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.


FTLSHTUSDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.36

1.44

-0.08

Calmar ratioReturn relative to maximum drawdown

4.39

3.13

+1.25

Martin ratioReturn relative to average drawdown

13.59

15.60

-2.00

FTLS vs. HTUS - Sharpe Ratio Comparison

The current FTLS Sharpe Ratio is 1.99, which is comparable to the HTUS Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of FTLS and HTUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTLS vs. HTUS - Drawdown Comparison

The maximum FTLS drawdown since its inception was -20.54%, smaller than the maximum HTUS drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for FTLS and HTUS.


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Drawdown Indicators


FTLSHTUSDifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-47.50%

+26.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.79%

-8.68%

+4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-11.69%

-24.41%

+12.72%

Max Drawdown (5Y)

Largest decline over 5 years

-11.69%

-24.41%

+12.72%

Max Drawdown (10Y)

Largest decline over 10 years

-20.54%

-47.50%

+26.96%

Current Drawdown

Current decline from peak

-0.02%

-1.49%

+1.47%

Average Drawdown

Average peak-to-trough decline

-2.69%

-4.05%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.74%

-0.52%

Volatility

FTLS vs. HTUS - Volatility Comparison

The current volatility for First Trust Long/Short Equity ETF (FTLS) is 2.41%, while Hull Tactical US ETF (HTUS) has a volatility of 3.89%. 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.


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Volatility by Period


FTLSHTUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

3.89%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

5.91%

9.95%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

8.37%

12.00%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.57%

19.09%

-8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.30%

21.49%

-10.19%

FTLS vs. HTUS - Expense Ratio Comparison

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


Dividends

FTLS vs. HTUS - Dividend Comparison

FTLS's dividend yield for the trailing twelve months is around 0.90%, less than HTUS's 10.78% yield.


PositionTTM20252024202320222021202020192018201720162015
FTLS
First Trust Long/Short Equity ETF
0.90%1.07%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%
HTUS
Hull Tactical US ETF
10.78%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%0.00%

Frequently Asked Questions


FTLS and HTUS have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTUS has higher volatility (3.89%) compared to FTLS (2.41%). In terms of maximum drawdown, FTLS dropped -20.54% vs HTUS's -47.50%.

On 10-year performance, HTUS leads with 12.34% vs 10.02% for FTLS. On fees, HTUS is cheaper at 0.97% per year. On volatility, FTLS has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HTUS has performed better with a 12.34% return vs 10.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HTUS is cheaper with a 0.97% expense ratio, compared with 1.60% for FTLS.

HTUS has the higher dividend yield at 10.78%, compared with 0.90% for FTLS.

They also come from different issuers: First Trust and Exchange Traded Concepts. Their fees differ too: 1.60% for FTLS and 0.97% for HTUS.

HTUS currently has the higher Sharpe Ratio (2.27 vs 1.99), 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.

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