PortfoliosLab logoPortfoliosLab logo
HAUS vs. FFUT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAUS vs. FFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Residential REIT ETF (HAUS) and Fidelity Managed Futures ETF (FFUT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with HAUS having a 7.50% return and FFUT slightly higher at 7.69%.


HAUS

1D
0.80%
1M
0.30%
YTD
7.50%
6M
7.77%
1Y
7.46%
3Y*
10.32%
5Y*
10Y*

FFUT

1D
-1.06%
1M
-3.71%
YTD
7.69%
6M
8.36%
1Y
17.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAUS vs. FFUT - Yearly Performance Comparison


2026 (YTD)2025
HAUS
Residential REIT ETF
7.50%0.49%
FFUT
Fidelity Managed Futures ETF
7.69%8.58%

Correlation

The correlation between HAUS and FFUT is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2025

-0.13

Compare stocks, funds, or ETFs

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


Return for Risk

HAUS vs. FFUT — Risk / Return Rank

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

HAUS
HAUS Risk / Return Rank: 1919
Overall Rank
HAUS Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HAUS Sortino Ratio Rank: 1717
Sortino Ratio Rank
HAUS Omega Ratio Rank: 1616
Omega Ratio Rank
HAUS Calmar Ratio Rank: 2222
Calmar Ratio Rank
HAUS Martin Ratio Rank: 2222
Martin Ratio Rank

FFUT
FFUT Risk / Return Rank: 6060
Overall Rank
FFUT Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FFUT Sortino Ratio Rank: 5050
Sortino Ratio Rank
FFUT Omega Ratio Rank: 5252
Omega Ratio Rank
FFUT Calmar Ratio Rank: 7272
Calmar Ratio Rank
FFUT Martin Ratio Rank: 7777
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.

HAUS vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Residential REIT ETF (HAUS) and Fidelity Managed Futures ETF (FFUT). 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.


HAUSFFUTDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.10

1.30

-0.20

Calmar ratioReturn relative to maximum drawdown

0.91

3.26

-2.35

Martin ratioReturn relative to average drawdown

2.53

13.04

-10.51

HAUS vs. FFUT - Sharpe Ratio Comparison

The current HAUS Sharpe Ratio is 0.52, which is lower than the FFUT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of HAUS and FFUT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HAUS vs. FFUT - Drawdown Comparison

The maximum HAUS drawdown since its inception was -35.91%, which is greater than FFUT's maximum drawdown of -5.34%. Use the drawdown chart below to compare losses from any high point for HAUS and FFUT.


Loading charts...

Drawdown Indicators


HAUSFFUTDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-5.34%

-30.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.19%

-5.34%

-2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

Current Drawdown

Current decline from peak

-4.53%

-5.34%

+0.81%

Average Drawdown

Average peak-to-trough decline

-17.56%

-0.97%

-16.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.33%

+1.63%

Volatility

HAUS vs. FFUT - Volatility Comparison

Residential REIT ETF (HAUS) has a higher volatility of 4.62% compared to Fidelity Managed Futures ETF (FFUT) at 3.07%. This indicates that HAUS's price experiences larger fluctuations and is considered to be riskier than FFUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HAUSFFUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

3.07%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

9.04%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

14.45%

11.27%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.48%

11.05%

+8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.48%

11.05%

+8.43%

HAUS vs. FFUT - Expense Ratio Comparison

HAUS has a 0.60% expense ratio, which is lower than FFUT's 0.80% expense ratio.


Dividends

HAUS vs. FFUT - Dividend Comparison

HAUS's dividend yield for the trailing twelve months is around 3.37%, more than FFUT's 1.94% yield.


PositionTTM2025202420232022
FFUT
Fidelity Managed Futures ETF
1.94%2.09%0.00%0.00%0.00%
HAUS
Residential REIT ETF
3.37%4.42%2.08%2.61%2.26%

Frequently Asked Questions


HAUS and FFUT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAUS has higher volatility (4.62%) compared to FFUT (3.07%). In terms of maximum drawdown, HAUS dropped -35.91% vs FFUT's -5.34%.

On 1-year performance, FFUT leads with 17.34% vs 7.46% for HAUS. On fees, HAUS is cheaper at 0.60% per year. On volatility, FFUT has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FFUT has performed better with a 17.34% return vs 7.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAUS is cheaper with a 0.60% expense ratio, compared with 0.80% for FFUT.

HAUS has the higher dividend yield at 3.37%, compared with 1.94% for FFUT.

HAUS is categorized as REIT, while FFUT is Systematic Trend. They also come from different issuers: Armada ETF Advisors and Fidelity. Their fees differ too: 0.60% for HAUS and 0.80% for FFUT.

FFUT currently has the higher Sharpe Ratio (1.55 vs 0.52), 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.

Portfolio Optimizer

Find the right allocation for HAUS and FFUT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer