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HTUS vs. FLSP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HTUS vs. FLSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and Franklin Liberty Systematic Style Premia ETF (FLSP). The values are adjusted to include any dividend payments, if applicable.

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HTUS vs. FLSP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HTUS
Hull Tactical US ETF
-3.85%16.57%25.02%30.11%-13.00%24.29%13.21%0.18%
FLSP
Franklin Liberty Systematic Style Premia ETF
1.08%15.56%11.75%3.14%0.44%11.44%-15.19%0.90%

Returns By Period

In the year-to-date period, HTUS achieves a -3.85% return, which is significantly lower than FLSP's 1.08% 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%

FLSP

1D
0.63%
1M
-1.63%
YTD
1.08%
6M
5.31%
1Y
13.76%
3Y*
10.39%
5Y*
8.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HTUS vs. FLSP - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is higher than FLSP's 0.65% expense ratio.


Return for Risk

HTUS vs. FLSP — 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

FLSP
FLSP Risk / Return Rank: 7373
Overall Rank
FLSP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FLSP Sortino Ratio Rank: 6464
Sortino Ratio Rank
FLSP Omega Ratio Rank: 6363
Omega Ratio Rank
FLSP Calmar Ratio Rank: 8282
Calmar Ratio Rank
FLSP Martin Ratio Rank: 8888
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. FLSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and Franklin Liberty Systematic Style Premia ETF (FLSP). 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.


HTUSFLSPDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.12

-0.34

Sortino ratio

Return per unit of downside risk

1.37

1.59

-0.22

Omega ratio

Gain probability vs. loss probability

1.23

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

0.99

2.29

-1.30

Martin ratio

Return relative to average drawdown

6.79

10.40

-3.61

HTUS vs. FLSP - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 0.79, which is comparable to the FLSP Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of HTUS and FLSP, 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


HTUSFLSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.12

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.64

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.30

+0.20

Correlation

The correlation between HTUS and FLSP is 0.13, 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.


Dividends

HTUS vs. FLSP - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 12.37%, more than FLSP's 2.62% yield.


TTM2025202420232022202120202019201820172016
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%
FLSP
Franklin Liberty Systematic Style Premia ETF
2.62%2.65%1.18%1.19%2.18%1.19%8.08%0.00%0.00%0.00%0.00%

Drawdowns

HTUS vs. FLSP - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, which is greater than FLSP's maximum drawdown of -22.75%. Use the drawdown chart below to compare losses from any high point for HTUS and FLSP.


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Drawdown Indicators


HTUSFLSPDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-22.75%

-24.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.90%

-6.66%

-11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-9.52%

-14.89%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

Current Drawdown

Current decline from peak

-5.29%

-2.12%

-3.17%

Average Drawdown

Average peak-to-trough decline

-4.11%

-6.42%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

1.46%

+1.15%

Volatility

HTUS vs. FLSP - Volatility Comparison

Hull Tactical US ETF (HTUS) has a higher volatility of 6.36% compared to Franklin Liberty Systematic Style Premia ETF (FLSP) at 3.54%. This indicates that HTUS's price experiences larger fluctuations and is considered to be riskier than FLSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTUSFLSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

3.54%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

7.12%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

12.38%

+9.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

13.41%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

13.67%

+7.71%