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

Correlation

The correlation between FTLS and HTUS is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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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Key characteristics

Sharpe Ratio

FTLS:

0.65

HTUS:

0.51

Sortino Ratio

FTLS:

1.05

HTUS:

0.96

Omega Ratio

FTLS:

1.15

HTUS:

1.15

Calmar Ratio

FTLS:

0.72

HTUS:

0.50

Martin Ratio

FTLS:

2.51

HTUS:

2.43

Ulcer Index

FTLS:

3.36%

HTUS:

5.03%

Daily Std Dev

FTLS:

11.70%

HTUS:

23.22%

Max Drawdown

FTLS:

-20.53%

HTUS:

-47.47%

Current Drawdown

FTLS:

-4.87%

HTUS:

-4.09%

Returns By Period

In the year-to-date period, FTLS achieves a -1.46% return, which is significantly lower than HTUS's 0.23% return.


FTLS

YTD

-1.46%

1M

3.52%

6M

-0.73%

1Y

7.56%

5Y*

11.09%

10Y*

7.83%

HTUS

YTD

0.23%

1M

8.13%

6M

-2.40%

1Y

11.68%

5Y*

20.25%

10Y*

N/A

*Annualized

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FTLS vs. HTUS - Expense Ratio Comparison

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


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 6464
Overall Rank
The Sharpe Ratio Rank of FTLS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FTLS is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FTLS is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FTLS is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FTLS is 6565
Martin Ratio Rank

HTUS
The Risk-Adjusted Performance Rank of HTUS is 5858
Overall Rank
The Sharpe Ratio Rank of HTUS is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of HTUS is 5757
Sortino Ratio Rank
The Omega Ratio Rank of HTUS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of HTUS is 5454
Calmar Ratio Rank
The Martin Ratio Rank of HTUS is 6262
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.


The current FTLS Sharpe Ratio is 0.65, which is comparable to the HTUS Sharpe Ratio of 0.51. 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.


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Dividends

FTLS vs. HTUS - Dividend Comparison

FTLS's dividend yield for the trailing twelve months is around 1.57%, less than HTUS's 17.76% yield.


TTM20242023202220212020201920182017201620152014
FTLS
First Trust Long/Short Equity ETF
1.57%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
17.76%17.80%1.18%7.86%7.20%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.


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Volatility

FTLS vs. HTUS - Volatility Comparison

The current volatility for First Trust Long/Short Equity ETF (FTLS) is 3.60%, while Hull Tactical US ETF (HTUS) has a volatility of 6.71%. 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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