PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HTUS vs. FTLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HTUS and FTLS is 0.59, 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.


-0.50.00.51.00.6

Performance

HTUS vs. FTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and First Trust Long/Short Equity ETF (FTLS). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
8.86%
8.41%
HTUS
FTLS

Key characteristics

Sharpe Ratio

HTUS:

1.98

FTLS:

1.56

Sortino Ratio

HTUS:

2.71

FTLS:

2.15

Omega Ratio

HTUS:

1.39

FTLS:

1.29

Calmar Ratio

HTUS:

3.42

FTLS:

3.54

Martin Ratio

HTUS:

13.59

FTLS:

11.04

Ulcer Index

HTUS:

1.77%

FTLS:

1.42%

Daily Std Dev

HTUS:

12.21%

FTLS:

10.05%

Max Drawdown

HTUS:

-47.47%

FTLS:

-20.53%

Current Drawdown

HTUS:

-0.33%

FTLS:

-0.44%

Returns By Period

In the year-to-date period, HTUS achieves a 4.15% return, which is significantly higher than FTLS's 3.13% return.


HTUS

YTD

4.15%

1M

2.16%

6M

8.86%

1Y

23.79%

5Y*

15.80%

10Y*

N/A

FTLS

YTD

3.13%

1M

1.00%

6M

8.41%

1Y

16.59%

5Y*

10.03%

10Y*

8.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HTUS vs. FTLS - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is lower than FTLS's 1.60% expense ratio.


FTLS
First Trust Long/Short Equity ETF
Expense ratio chart for FTLS: current value at 1.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.60%
Expense ratio chart for HTUS: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

HTUS vs. FTLS — Risk-Adjusted Performance Rank

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

HTUS
The Risk-Adjusted Performance Rank of HTUS is 8282
Overall Rank
The Sharpe Ratio Rank of HTUS is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of HTUS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of HTUS is 8282
Omega Ratio Rank
The Calmar Ratio Rank of HTUS is 8686
Calmar Ratio Rank
The Martin Ratio Rank of HTUS is 8686
Martin Ratio Rank

FTLS
The Risk-Adjusted Performance Rank of FTLS is 7070
Overall Rank
The Sharpe Ratio Rank of FTLS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FTLS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FTLS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FTLS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FTLS is 7878
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.

HTUS vs. FTLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and First Trust Long/Short Equity ETF (FTLS). 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.


Sharpe ratio
The chart of Sharpe ratio for HTUS, currently valued at 1.98, compared to the broader market0.002.004.001.981.56
The chart of Sortino ratio for HTUS, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.0012.002.712.15
The chart of Omega ratio for HTUS, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.29
The chart of Calmar ratio for HTUS, currently valued at 3.42, compared to the broader market0.005.0010.0015.003.423.54
The chart of Martin ratio for HTUS, currently valued at 13.59, compared to the broader market0.0020.0040.0060.0080.00100.0013.5911.04
HTUS
FTLS

The current HTUS Sharpe Ratio is 1.98, which is comparable to the FTLS Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of HTUS and FTLS, 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 Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.98
1.56
HTUS
FTLS

Dividends

HTUS vs. FTLS - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 17.09%, more than FTLS's 1.46% yield.


TTM20242023202220212020201920182017201620152014
HTUS
Hull Tactical US ETF
17.09%17.80%1.18%7.86%7.21%3.77%0.92%10.57%8.29%3.02%0.00%0.00%
FTLS
First Trust Long/Short Equity ETF
1.46%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%0.51%

Drawdowns

HTUS vs. FTLS - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.47%, which is greater than FTLS's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for HTUS and FTLS. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.33%
-0.44%
HTUS
FTLS

Volatility

HTUS vs. FTLS - Volatility Comparison

Hull Tactical US ETF (HTUS) and First Trust Long/Short Equity ETF (FTLS) have volatilities of 2.54% and 2.43%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.54%
2.43%
HTUS
FTLS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab