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HTUS vs. EMQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HTUS vs. EMQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and Emerging Markets Internet & Ecommerce ETF (EMQQ). The values are adjusted to include any dividend payments, if applicable.

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HTUS vs. EMQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTUS
Hull Tactical US ETF
-3.85%16.57%25.02%30.11%-13.00%24.29%13.21%20.27%-10.04%14.19%
EMQQ
Emerging Markets Internet & Ecommerce ETF
-18.04%20.66%13.79%4.48%-30.70%-32.53%80.45%33.86%-29.82%68.20%

Returns By Period

In the year-to-date period, HTUS achieves a -3.85% return, which is significantly higher than EMQQ's -18.04% return. Over the past 10 years, HTUS has outperformed EMQQ with an annualized return of 10.99%, while EMQQ has yielded a comparatively lower 4.87% annualized return.


HTUS

1D
3.72%
1M
-4.31%
YTD
-3.85%
6M
0.02%
1Y
17.12%
3Y*
18.82%
5Y*
13.40%
10Y*
10.99%

EMQQ

1D
3.89%
1M
-7.88%
YTD
-18.04%
6M
-26.57%
1Y
-10.64%
3Y*
2.89%
5Y*
-11.95%
10Y*
4.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HTUS vs. EMQQ - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is higher than EMQQ's 0.86% expense ratio.


Return for Risk

HTUS vs. EMQQ — Risk / Return Rank

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

HTUS
HTUS Risk / Return Rank: 5555
Overall Rank
HTUS Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 5454
Sortino Ratio Rank
HTUS Omega Ratio Rank: 6666
Omega Ratio Rank
HTUS Calmar Ratio Rank: 4141
Calmar Ratio Rank
HTUS Martin Ratio Rank: 7070
Martin Ratio Rank

EMQQ
EMQQ Risk / Return Rank: 44
Overall Rank
EMQQ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EMQQ Sortino Ratio Rank: 44
Sortino Ratio Rank
EMQQ Omega Ratio Rank: 44
Omega Ratio Rank
EMQQ Calmar Ratio Rank: 66
Calmar Ratio Rank
EMQQ Martin Ratio Rank: 44
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.

HTUS vs. EMQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and Emerging Markets Internet & Ecommerce ETF (EMQQ). 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.


HTUSEMQQDifference

Sharpe ratio

Return per unit of total volatility

0.79

-0.48

+1.26

Sortino ratio

Return per unit of downside risk

1.37

-0.54

+1.91

Omega ratio

Gain probability vs. loss probability

1.23

0.93

+0.30

Calmar ratio

Return relative to maximum drawdown

0.99

-0.38

+1.37

Martin ratio

Return relative to average drawdown

6.79

-1.07

+7.86

HTUS vs. EMQQ - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 0.79, which is higher than the EMQQ Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of HTUS and EMQQ, 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


HTUSEMQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

-0.48

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.36

+1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.16

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.10

+0.41

Correlation

The correlation between HTUS and EMQQ is 0.45, 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

HTUS vs. EMQQ - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 12.37%, more than EMQQ's 3.77% yield.


TTM20252024202320222021202020192018201720162015
HTUS
Hull Tactical US ETF
12.37%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%0.00%
EMQQ
Emerging Markets Internet & Ecommerce ETF
3.77%3.09%1.70%0.79%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%

Drawdowns

HTUS vs. EMQQ - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, smaller than the maximum EMQQ drawdown of -73.24%. Use the drawdown chart below to compare losses from any high point for HTUS and EMQQ.


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Drawdown Indicators


HTUSEMQQDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-73.24%

+25.74%

Max Drawdown (1Y)

Largest decline over 1 year

-17.90%

-29.96%

+12.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-67.62%

+43.21%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

-73.24%

+25.74%

Current Drawdown

Current decline from peak

-5.29%

-56.82%

+51.53%

Average Drawdown

Average peak-to-trough decline

-4.11%

-30.98%

+26.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

10.58%

-7.97%

Volatility

HTUS vs. EMQQ - Volatility Comparison

The current volatility for Hull Tactical US ETF (HTUS) is 6.36%, while Emerging Markets Internet & Ecommerce ETF (EMQQ) has a volatility of 9.36%. This indicates that HTUS experiences smaller price fluctuations and is considered to be less risky than EMQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTUSEMQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

9.36%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

15.45%

-6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

22.48%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

33.27%

-14.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

30.54%

-9.16%