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HLAL vs. SPUSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HLAL and SPUSX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

HLAL vs. SPUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wahed FTSE USA Shariah ETF (HLAL) and Symmetry Panoramic US Equity Fund (SPUSX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
102.78%
32.61%
HLAL
SPUSX

Key characteristics

Sharpe Ratio

HLAL:

0.15

SPUSX:

-0.34

Sortino Ratio

HLAL:

0.36

SPUSX:

-0.30

Omega Ratio

HLAL:

1.05

SPUSX:

0.95

Calmar Ratio

HLAL:

0.14

SPUSX:

-0.26

Martin Ratio

HLAL:

0.54

SPUSX:

-0.70

Ulcer Index

HLAL:

5.69%

SPUSX:

11.46%

Daily Std Dev

HLAL:

20.39%

SPUSX:

23.26%

Max Drawdown

HLAL:

-33.57%

SPUSX:

-38.44%

Current Drawdown

HLAL:

-12.53%

SPUSX:

-22.94%

Returns By Period

In the year-to-date period, HLAL achieves a -8.96% return, which is significantly lower than SPUSX's -5.99% return.


HLAL

YTD

-8.96%

1M

-1.48%

6M

-7.20%

1Y

2.39%

5Y*

15.60%

10Y*

N/A

SPUSX

YTD

-5.99%

1M

-1.60%

6M

-18.02%

1Y

-8.11%

5Y*

8.97%

10Y*

N/A

*Annualized

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HLAL vs. SPUSX - Expense Ratio Comparison

HLAL has a 0.50% expense ratio, which is lower than SPUSX's 0.64% expense ratio.


Expense ratio chart for SPUSX: current value is 0.64%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPUSX: 0.64%
Expense ratio chart for HLAL: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HLAL: 0.50%

Risk-Adjusted Performance

HLAL vs. SPUSX — Risk-Adjusted Performance Rank

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

HLAL
The Risk-Adjusted Performance Rank of HLAL is 3434
Overall Rank
The Sharpe Ratio Rank of HLAL is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of HLAL is 3434
Sortino Ratio Rank
The Omega Ratio Rank of HLAL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of HLAL is 3535
Calmar Ratio Rank
The Martin Ratio Rank of HLAL is 3535
Martin Ratio Rank

SPUSX
The Risk-Adjusted Performance Rank of SPUSX is 88
Overall Rank
The Sharpe Ratio Rank of SPUSX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of SPUSX is 99
Sortino Ratio Rank
The Omega Ratio Rank of SPUSX is 88
Omega Ratio Rank
The Calmar Ratio Rank of SPUSX is 77
Calmar Ratio Rank
The Martin Ratio Rank of SPUSX is 1010
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.

HLAL vs. SPUSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wahed FTSE USA Shariah ETF (HLAL) and Symmetry Panoramic US Equity Fund (SPUSX). 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 chart of Sharpe ratio for HLAL, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.00
HLAL: 0.15
SPUSX: -0.34
The chart of Sortino ratio for HLAL, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.00
HLAL: 0.36
SPUSX: -0.30
The chart of Omega ratio for HLAL, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
HLAL: 1.05
SPUSX: 0.95
The chart of Calmar ratio for HLAL, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
HLAL: 0.14
SPUSX: -0.26
The chart of Martin ratio for HLAL, currently valued at 0.54, compared to the broader market0.0020.0040.0060.00
HLAL: 0.54
SPUSX: -0.70

The current HLAL Sharpe Ratio is 0.15, which is higher than the SPUSX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of HLAL and SPUSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.15
-0.34
HLAL
SPUSX

Dividends

HLAL vs. SPUSX - Dividend Comparison

HLAL's dividend yield for the trailing twelve months is around 0.74%, less than SPUSX's 0.93% yield.


TTM2024202320222021202020192018
HLAL
Wahed FTSE USA Shariah ETF
0.74%0.58%0.72%1.15%0.78%0.97%0.72%0.00%
SPUSX
Symmetry Panoramic US Equity Fund
0.93%0.87%1.34%1.23%0.73%1.11%1.09%0.44%

Drawdowns

HLAL vs. SPUSX - Drawdown Comparison

The maximum HLAL drawdown since its inception was -33.57%, smaller than the maximum SPUSX drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for HLAL and SPUSX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.53%
-22.94%
HLAL
SPUSX

Volatility

HLAL vs. SPUSX - Volatility Comparison

Wahed FTSE USA Shariah ETF (HLAL) has a higher volatility of 14.95% compared to Symmetry Panoramic US Equity Fund (SPUSX) at 13.69%. This indicates that HLAL's price experiences larger fluctuations and is considered to be riskier than SPUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.95%
13.69%
HLAL
SPUSX