HLAL vs. FTCS
Compare and contrast key facts about Wahed FTSE USA Shariah ETF (HLAL) and First Trust Capital Strength ETF (FTCS).
HLAL and FTCS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HLAL is a passively managed fund by Wahed that tracks the performance of the FTSE Shariah USA Index. It was launched on Jul 16, 2019. FTCS is a passively managed fund by First Trust that tracks the performance of the The NASDAQ Capital Strength Index. It was launched on Jul 6, 2006. Both HLAL and FTCS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HLAL vs. FTCS - Performance Comparison
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HLAL vs. FTCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HLAL Wahed FTSE USA Shariah ETF | -4.25% | 18.30% | 16.70% | 30.13% | -17.56% | 28.64% | 24.65% | 10.96% |
FTCS First Trust Capital Strength ETF | 0.58% | 6.46% | 11.19% | 8.48% | -10.22% | 26.75% | 13.05% | 5.03% |
Returns By Period
In the year-to-date period, HLAL achieves a -4.25% return, which is significantly lower than FTCS's 0.58% return.
HLAL
- 1D
- 3.24%
- 1M
- -5.69%
- YTD
- -4.25%
- 6M
- 0.23%
- 1Y
- 22.13%
- 3Y*
- 15.73%
- 5Y*
- 11.68%
- 10Y*
- —
FTCS
- 1D
- 0.97%
- 1M
- -6.34%
- YTD
- 0.58%
- 6M
- -0.35%
- 1Y
- 4.65%
- 3Y*
- 9.74%
- 5Y*
- 6.80%
- 10Y*
- 10.24%
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HLAL vs. FTCS - Expense Ratio Comparison
HLAL has a 0.50% expense ratio, which is lower than FTCS's 0.56% expense ratio.
Return for Risk
HLAL vs. FTCS — Risk / Return Rank
HLAL
FTCS
HLAL vs. FTCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wahed FTSE USA Shariah ETF (HLAL) and First Trust Capital Strength ETF (FTCS). 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.
| HLAL | FTCS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.34 | +0.79 |
Sortino ratioReturn per unit of downside risk | 1.76 | 0.60 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.08 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.63 | +1.09 |
Martin ratioReturn relative to average drawdown | 7.90 | 2.42 | +5.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HLAL | FTCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.34 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.52 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.51 | +0.22 |
Correlation
The correlation between HLAL and FTCS is 0.76, 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.
Dividends
HLAL vs. FTCS - Dividend Comparison
HLAL's dividend yield for the trailing twelve months is around 0.55%, less than FTCS's 1.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLAL Wahed FTSE USA Shariah ETF | 0.55% | 0.53% | 0.58% | 0.72% | 1.15% | 0.78% | 0.97% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% |
FTCS First Trust Capital Strength ETF | 1.11% | 1.04% | 1.33% | 1.47% | 1.23% | 1.06% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% |
Drawdowns
HLAL vs. FTCS - Drawdown Comparison
The maximum HLAL drawdown since its inception was -33.57%, smaller than the maximum FTCS drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for HLAL and FTCS.
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Drawdown Indicators
| HLAL | FTCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -53.64% | +20.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -9.38% | -3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.18% | -20.93% | -2.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.93% | — |
Current DrawdownCurrent decline from peak | -7.30% | -6.42% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -6.93% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.42% | +0.44% |
Volatility
HLAL vs. FTCS - Volatility Comparison
Wahed FTSE USA Shariah ETF (HLAL) has a higher volatility of 5.80% compared to First Trust Capital Strength ETF (FTCS) at 3.20%. This indicates that HLAL's price experiences larger fluctuations and is considered to be riskier than FTCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLAL | FTCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 3.20% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 7.06% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.52% | 13.60% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 13.14% | +4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.33% | 15.54% | +4.79% |