HEMI vs. ULTI
HEMI (Hartford Equity Premium Income ETF) and ULTI (REX IncomeMax Option Strategy ETF) are both Derivative Income funds. Both are actively managed. A 0.53 correlation means they provide meaningful diversification when combined. HEMI charges 0.49%/yr vs 1.25%/yr for ULTI.
Performance
HEMI vs. ULTI - Performance Comparison
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Returns By Period
In the year-to-date period, HEMI achieves a 5.99% return, which is significantly lower than ULTI's 14.78% return.
HEMI
- 1D
- 0.07%
- 1M
- -1.03%
- YTD
- 5.99%
- 6M
- 5.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ULTI
- 1D
- -4.27%
- 1M
- -17.66%
- YTD
- 14.78%
- 6M
- 6.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HEMI vs. ULTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HEMI Hartford Equity Premium Income ETF | 5.99% | 0.75% |
ULTI REX IncomeMax Option Strategy ETF | 14.78% | -4.74% |
Correlation
The correlation between HEMI and ULTI is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 17, 2025 | 0.53 |
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Return for Risk
HEMI vs. ULTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Equity Premium Income ETF (HEMI) and REX IncomeMax Option Strategy ETF (ULTI). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
HEMI vs. ULTI - Drawdown Comparison
The maximum HEMI drawdown since its inception was -7.80%, smaller than the maximum ULTI drawdown of -42.09%. Use the drawdown chart below to compare losses from any high point for HEMI and ULTI.
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Drawdown Indicators
| HEMI | ULTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.80% | -42.09% | +34.29% |
Current DrawdownCurrent decline from peak | -2.71% | -29.61% | +26.90% |
Average DrawdownAverage peak-to-trough decline | -1.36% | -27.81% | +26.45% |
Volatility
HEMI vs. ULTI - Volatility Comparison
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Volatility by Period
| HEMI | ULTI | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 62.20% | -48.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.58% | 62.20% | -48.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.58% | 62.20% | -48.62% |
HEMI vs. ULTI - Expense Ratio Comparison
HEMI has a 0.49% expense ratio, which is lower than ULTI's 1.25% expense ratio.
Dividends
HEMI vs. ULTI - Dividend Comparison
HEMI's dividend yield for the trailing twelve months is around 3.54%, less than ULTI's 60.21% yield.
| Position | TTM | 2025 |
|---|---|---|
HEMI Hartford Equity Premium Income ETF | 3.54% | 0.00% |
ULTI REX IncomeMax Option Strategy ETF | 60.21% | 14.96% |
Frequently Asked Questions
HEMI and ULTI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HEMI is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HEMI is cheaper with a 0.49% expense ratio, compared with 1.25% for ULTI.
ULTI has the higher dividend yield at 60.21%, compared with 3.54% for HEMI.
They also come from different issuers: Hartford Funds and REX Shares. Their fees differ too: 0.49% for HEMI and 1.25% for ULTI.
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