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HFND vs. YALL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFND vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unlimited HFND Multi-Strategy Return Tracker ETF (HFND) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

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HFND vs. YALL - Yearly Performance Comparison


2026 (YTD)2025202420232022
HFND
Unlimited HFND Multi-Strategy Return Tracker ETF
3.46%8.93%8.34%3.58%2.38%
YALL
God Bless America ETF
-2.75%14.36%29.99%40.74%8.62%

Returns By Period

In the year-to-date period, HFND achieves a 3.46% return, which is significantly higher than YALL's -2.75% return.


HFND

1D
0.52%
1M
-2.20%
YTD
3.46%
6M
3.64%
1Y
14.43%
3Y*
8.14%
5Y*
10Y*

YALL

1D
0.45%
1M
-5.70%
YTD
-2.75%
6M
-6.76%
1Y
15.21%
3Y*
21.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFND vs. YALL - Expense Ratio Comparison

HFND has a 1.22% expense ratio, which is higher than YALL's 0.65% expense ratio.


Return for Risk

HFND vs. YALL — Risk / Return Rank

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

HFND
HFND Risk / Return Rank: 6767
Overall Rank
HFND Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
HFND Sortino Ratio Rank: 6969
Sortino Ratio Rank
HFND Omega Ratio Rank: 6767
Omega Ratio Rank
HFND Calmar Ratio Rank: 5959
Calmar Ratio Rank
HFND Martin Ratio Rank: 7373
Martin Ratio Rank

YALL
YALL Risk / Return Rank: 4343
Overall Rank
YALL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 4343
Sortino Ratio Rank
YALL Omega Ratio Rank: 4040
Omega Ratio Rank
YALL Calmar Ratio Rank: 4747
Calmar Ratio Rank
YALL Martin Ratio Rank: 4848
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.

HFND vs. YALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unlimited HFND Multi-Strategy Return Tracker ETF (HFND) and God Bless America ETF (YALL). 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.


HFNDYALLDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.78

+0.44

Sortino ratio

Return per unit of downside risk

1.80

1.26

+0.55

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

1.61

1.28

+0.33

Martin ratio

Return relative to average drawdown

8.22

4.84

+3.38

HFND vs. YALL - Sharpe Ratio Comparison

The current HFND Sharpe Ratio is 1.21, which is higher than the YALL Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of HFND and YALL, 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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Sharpe Ratios by Period


HFNDYALLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.78

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.46

-0.64

Correlation

The correlation between HFND and YALL is 0.68, 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.


Dividends

HFND vs. YALL - Dividend Comparison

HFND's dividend yield for the trailing twelve months is around 4.91%, more than YALL's 0.51% yield.


TTM2025202420232022
HFND
Unlimited HFND Multi-Strategy Return Tracker ETF
4.91%5.08%3.70%1.41%0.43%
YALL
God Bless America ETF
0.51%0.49%0.50%3.51%0.19%

Drawdowns

HFND vs. YALL - Drawdown Comparison

The maximum HFND drawdown since its inception was -13.31%, smaller than the maximum YALL drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for HFND and YALL.


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Drawdown Indicators


HFNDYALLDifference

Max Drawdown

Largest peak-to-trough decline

-13.31%

-19.72%

+6.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-12.24%

+3.17%

Current Drawdown

Current decline from peak

-2.94%

-7.10%

+4.16%

Average Drawdown

Average peak-to-trough decline

-2.16%

-2.91%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

3.24%

-1.46%

Volatility

HFND vs. YALL - Volatility Comparison

The current volatility for Unlimited HFND Multi-Strategy Return Tracker ETF (HFND) is 4.22%, while God Bless America ETF (YALL) has a volatility of 4.92%. This indicates that HFND experiences smaller price fluctuations and is considered to be less risky than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFNDYALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.92%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

10.77%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

19.66%

-7.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.50%

17.70%

-8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.50%

17.70%

-8.20%