HTUS vs. CRDBX
HTUS (Hull Tactical US ETF) and CRDBX (Potomac Defensive Bull Fund) are both funds - HTUS is a Equity Hedged fund actively managed by Exchange Traded Concepts, while CRDBX is a Tactical Allocation fund managed by Potomac Fund Management Inc.. Over the past 5 years, HTUS returned 15.44%/yr vs 15.75%/yr for CRDBX. Their 0.51 correlation means they have sometimes moved together and sometimes differently. HTUS charges 0.96%/yr vs 1.24%/yr for CRDBX.
Performance
HTUS vs. CRDBX - Performance Comparison
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Returns By Period
In the year-to-date period, HTUS achieves a 15.74% return, which is significantly lower than CRDBX's 26.27% return.
HTUS
- 1D
- 0.59%
- 1M
- 4.12%
- 6M
- 15.46%
- YTD
- 15.74%
- 1Y
- 27.02%
- 3Y*
- 22.23%
- 5Y*
- 15.44%
- 10Y*
- 12.94%
- ALL TIME*
- 11.96%
CRDBX
- 1D
- 3.00%
- 1M
- 4.07%
- 6M
- 26.45%
- YTD
- 26.27%
- 1Y
- 39.60%
- 3Y*
- 22.70%
- 5Y*
- 15.75%
- 10Y*
- —
- ALL TIME*
- 21.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $562.33K | $518.25K | $624.71K |
HTUS vs. CRDBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HTUS Hull Tactical US ETF | 15.74% | 16.57% | 25.02% | 30.11% | -13.00% | 24.29% | 28.53% |
CRDBX Potomac Defensive Bull Fund | 26.27% | 25.36% | 19.91% | 18.44% | -8.21% | 28.08% | 24.03% |
Correlation
The correlation between HTUS and CRDBX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.51 |
Over the past year, HTUS and CRDBX have become more correlated (0.71) than their long-term average of 0.51, meaning their price movements have been converging.
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Return for Risk
HTUS vs. CRDBX — Risk / Return Rank
HTUS
CRDBX
HTUS vs. CRDBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and Potomac Defensive Bull Fund (CRDBX). 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.
| HTUS | CRDBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.50 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 5.42 | -2.30 |
| Martin ratioReturn relative to average drawdown | 14.86 | 16.30 | -1.44 |
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Drawdowns
HTUS vs. CRDBX - Drawdown Comparison
The maximum HTUS drawdown since its inception was -47.50%, which is greater than CRDBX's maximum drawdown of -28.12%. Use the drawdown chart below to compare losses from any high point for HTUS and CRDBX.
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Drawdown Indicators
| HTUS | CRDBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.50% | -28.12% | -19.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -7.13% | -1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -24.41% | -16.15% | -8.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.41% | -28.12% | +3.71% |
Max Drawdown (10Y)Largest decline over 10 years | -47.50% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -6.44% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.37% | -0.55% |
Volatility
HTUS vs. CRDBX - Volatility Comparison
The current volatility for Hull Tactical US ETF (HTUS) is 3.96%, while Potomac Defensive Bull Fund (CRDBX) has a volatility of 6.90%. This indicates that HTUS experiences smaller price fluctuations and is considered to be less risky than CRDBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HTUS | CRDBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 6.90% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 13.03% | -2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 16.54% | -4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 20.09% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 20.46% | +1.06% |
HTUS vs. CRDBX - Expense Ratio Comparison
HTUS has a 0.96% expense ratio, which is lower than CRDBX's 1.24% expense ratio.
Dividends
HTUS vs. CRDBX - Dividend Comparison
HTUS's dividend yield for the trailing twelve months is around 10.27%, less than CRDBX's 12.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CRDBX Potomac Defensive Bull Fund | 12.16% | 15.36% | 12.58% | 9.91% | 0.18% | 25.05% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% |
HTUS Hull Tactical US ETF | 10.27% | 11.89% | 17.80% | 1.18% | 5.63% | 7.20% | 3.77% | 0.92% | 8.69% | 8.29% | 3.02% |
Frequently Asked Questions
HTUS and CRDBX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRDBX has higher volatility (6.90%) compared to HTUS (3.96%). In terms of maximum drawdown, HTUS dropped -47.50% vs CRDBX's -28.12%.
CRDBX currently has the higher Sharpe Ratio (2.36 vs 2.18), 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.
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