HTUS vs. EPI
Compare and contrast key facts about Hull Tactical US ETF (HTUS) and WisdomTree India Earnings Fund (EPI).
HTUS and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HTUS is an actively managed fund by Exchange Traded Concepts. It was launched on Jun 25, 2015. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HTUS or EPI.
Key characteristics
| HTUS | EPI | |
|---|---|---|
| YTD Return | 28.41% | 14.54% |
| 1Y Return | 42.99% | 28.55% |
| 3Y Return (Ann) | 15.04% | 9.27% |
| 5Y Return (Ann) | 16.59% | 15.97% |
| Sharpe Ratio | 3.13 | 1.67 |
| Sortino Ratio | 4.23 | 2.06 |
| Omega Ratio | 1.60 | 1.33 |
| Calmar Ratio | 5.95 | 3.50 |
| Martin Ratio | 26.37 | 10.58 |
| Ulcer Index | 1.59% | 2.60% |
| Daily Std Dev | 13.37% | 16.48% |
| Max Drawdown | -47.47% | -66.21% |
| Current Drawdown | 0.00% | -7.60% |
Correlation
The correlation between HTUS and EPI is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HTUS vs. EPI - Performance Comparison
In the year-to-date period, HTUS achieves a 28.41% return, which is significantly higher than EPI's 14.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HTUS vs. EPI - Expense Ratio Comparison
HTUS has a 0.97% expense ratio, which is higher than EPI's 0.84% expense ratio.
Risk-Adjusted Performance
HTUS vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and WisdomTree India Earnings Fund (EPI). 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.
Dividends
HTUS vs. EPI - Dividend Comparison
HTUS's dividend yield for the trailing twelve months is around 0.92%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTUS Hull Tactical US ETF | 0.92% | 1.18% | 7.86% | 7.21% | 3.77% | 0.92% | 10.57% | 8.29% | 3.02% | 0.00% | 0.00% | 0.00% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
Drawdowns
HTUS vs. EPI - Drawdown Comparison
The maximum HTUS drawdown since its inception was -47.47%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for HTUS and EPI. For additional features, visit the drawdowns tool.
Volatility
HTUS vs. EPI - Volatility Comparison
Hull Tactical US ETF (HTUS) and WisdomTree India Earnings Fund (EPI) have volatilities of 3.76% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.