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HTUS vs. FTLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HTUS and FTLS is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

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.

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
157.97%
109.28%
HTUS
FTLS

Key characteristics

Sharpe Ratio

HTUS:

0.42

FTLS:

0.55

Sortino Ratio

HTUS:

0.80

FTLS:

0.82

Omega Ratio

HTUS:

1.13

FTLS:

1.11

Calmar Ratio

HTUS:

0.40

FTLS:

0.55

Martin Ratio

HTUS:

2.04

FTLS:

2.10

Ulcer Index

HTUS:

4.75%

FTLS:

3.09%

Daily Std Dev

HTUS:

23.12%

FTLS:

11.73%

Max Drawdown

HTUS:

-47.47%

FTLS:

-20.53%

Current Drawdown

HTUS:

-9.18%

FTLS:

-7.22%

Returns By Period

In the year-to-date period, HTUS achieves a -5.10% return, which is significantly lower than FTLS's -3.89% return.


HTUS

YTD

-5.10%

1M

-2.12%

6M

-4.31%

1Y

10.13%

5Y*

19.60%

10Y*

N/A

FTLS

YTD

-3.89%

1M

-1.62%

6M

-0.98%

1Y

7.34%

5Y*

10.77%

10Y*

7.64%

*Annualized

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HTUS vs. FTLS - Expense Ratio Comparison

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


Expense ratio chart for FTLS: current value is 1.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTLS: 1.60%
Expense ratio chart for HTUS: current value is 0.97%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HTUS: 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 5656
Overall Rank
The Sharpe Ratio Rank of HTUS is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of HTUS is 5656
Sortino Ratio Rank
The Omega Ratio Rank of HTUS is 6262
Omega Ratio Rank
The Calmar Ratio Rank of HTUS is 5353
Calmar Ratio Rank
The Martin Ratio Rank of HTUS is 5959
Martin Ratio Rank

FTLS
The Risk-Adjusted Performance Rank of FTLS is 5959
Overall Rank
The Sharpe Ratio Rank of FTLS is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FTLS is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FTLS is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FTLS is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FTLS is 6060
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.


The chart of Sharpe ratio for HTUS, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
HTUS: 0.42
FTLS: 0.55
The chart of Sortino ratio for HTUS, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
HTUS: 0.80
FTLS: 0.82
The chart of Omega ratio for HTUS, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
HTUS: 1.13
FTLS: 1.11
The chart of Calmar ratio for HTUS, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.00
HTUS: 0.40
FTLS: 0.55
The chart of Martin ratio for HTUS, currently valued at 2.04, compared to the broader market0.0020.0040.0060.00
HTUS: 2.04
FTLS: 2.10

The current HTUS Sharpe Ratio is 0.42, which is comparable to the FTLS Sharpe Ratio of 0.55. 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.42
0.55
HTUS
FTLS

Dividends

HTUS vs. FTLS - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 18.76%, more than FTLS's 1.61% yield.


TTM20242023202220212020201920182017201620152014
HTUS
Hull Tactical US ETF
18.76%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
1.61%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.18%
-7.22%
HTUS
FTLS

Volatility

HTUS vs. FTLS - Volatility Comparison

Hull Tactical US ETF (HTUS) has a higher volatility of 18.89% compared to First Trust Long/Short Equity ETF (FTLS) at 6.93%. This indicates that HTUS's price experiences larger fluctuations and is considered to be riskier than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.89%
6.93%
HTUS
FTLS