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

Correlation

The correlation between HTUS and FTLS is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

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.

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
148.85%
108.69%
HTUS
FTLS

Key characteristics

Sharpe Ratio

HTUS:

0.24

FTLS:

0.44

Sortino Ratio

HTUS:

0.40

FTLS:

0.63

Omega Ratio

HTUS:

1.06

FTLS:

1.08

Calmar Ratio

HTUS:

0.28

FTLS:

0.60

Martin Ratio

HTUS:

1.11

FTLS:

1.96

Ulcer Index

HTUS:

3.10%

FTLS:

2.28%

Daily Std Dev

HTUS:

14.42%

FTLS:

10.24%

Max Drawdown

HTUS:

-47.47%

FTLS:

-20.53%

Current Drawdown

HTUS:

-12.39%

FTLS:

-7.48%

Returns By Period

In the year-to-date period, HTUS achieves a -8.45% return, which is significantly lower than FTLS's -4.17% return.


HTUS

YTD

-8.45%

1M

-6.17%

6M

-5.60%

1Y

3.52%

5Y*

20.82%

10Y*

N/A

FTLS

YTD

-4.17%

1M

-2.73%

6M

-0.08%

1Y

4.00%

5Y*

12.44%

10Y*

7.70%

*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 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 4444
Overall Rank
The Sharpe Ratio Rank of HTUS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of HTUS is 4040
Sortino Ratio Rank
The Omega Ratio Rank of HTUS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of HTUS is 4848
Calmar Ratio Rank
The Martin Ratio Rank of HTUS is 4848
Martin Ratio Rank

FTLS
The Risk-Adjusted Performance Rank of FTLS is 6060
Overall Rank
The Sharpe Ratio Rank of FTLS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FTLS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FTLS is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FTLS is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FTLS is 6262
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 0.24, compared to the broader market0.002.004.00
HTUS: 0.24
FTLS: 0.44
The chart of Sortino ratio for HTUS, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.0010.0012.00
HTUS: 0.40
FTLS: 0.63
The chart of Omega ratio for HTUS, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
HTUS: 1.06
FTLS: 1.08
The chart of Calmar ratio for HTUS, currently valued at 0.28, compared to the broader market0.005.0010.0015.00
HTUS: 0.28
FTLS: 0.60
The chart of Martin ratio for HTUS, currently valued at 1.11, compared to the broader market0.0020.0040.0060.0080.00100.00
HTUS: 1.11
FTLS: 1.96

The current HTUS Sharpe Ratio is 0.24, which is lower than the FTLS Sharpe Ratio of 0.44. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.24
0.44
HTUS
FTLS

Dividends

HTUS vs. FTLS - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 19.44%, more than FTLS's 1.61% yield.


TTM20242023202220212020201920182017201620152014
HTUS
Hull Tactical US ETF
19.44%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.39%
-7.48%
HTUS
FTLS

Volatility

HTUS vs. FTLS - Volatility Comparison

Hull Tactical US ETF (HTUS) has a higher volatility of 8.11% compared to First Trust Long/Short Equity ETF (FTLS) at 3.39%. 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.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.11%
3.39%
HTUS
FTLS
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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.

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