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HTUS vs. LBAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTUS vs. LBAY - Performance Comparison

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

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Returns By Period

In the year-to-date period, HTUS achieves a 10.28% return, which is significantly higher than LBAY's 2.94% return.


HTUS

1D
-0.50%
1M
0.21%
YTD
10.28%
6M
10.25%
1Y
27.09%
3Y*
20.84%
5Y*
15.01%
10Y*
12.34%

LBAY

1D
-0.82%
1M
-4.77%
YTD
2.94%
6M
3.57%
1Y
3.91%
3Y*
1.80%
5Y*
4.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTUS vs. LBAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HTUS
Hull Tactical US ETF
10.28%16.57%25.02%30.11%-13.00%24.29%5.28%
LBAY
Leatherback Long/Short Alternative Yield ETF
2.94%4.08%-3.49%-8.54%22.41%22.27%5.03%

Correlation

The correlation between HTUS and LBAY is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2020

0.28

The correlation between HTUS and LBAY shifts across timeframes, from -0.06 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HTUS vs. LBAY — Risk / Return Rank

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

HTUS
HTUS Risk / Return Rank: 7575
Overall Rank
HTUS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 7878
Sortino Ratio Rank
HTUS Omega Ratio Rank: 7878
Omega Ratio Rank
HTUS Calmar Ratio Rank: 6565
Calmar Ratio Rank
HTUS Martin Ratio Rank: 8181
Martin Ratio Rank

LBAY
LBAY Risk / Return Rank: 1111
Overall Rank
LBAY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LBAY Sortino Ratio Rank: 1111
Sortino Ratio Rank
LBAY Omega Ratio Rank: 1111
Omega Ratio Rank
LBAY Calmar Ratio Rank: 1111
Calmar Ratio Rank
LBAY Martin Ratio Rank: 1212
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. LBAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and Leatherback Long/Short Alternative Yield ETF (LBAY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HTUSLBAYDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+2.81

Omega ratioGain probability vs. loss probability

1.44

1.06

+0.38

Calmar ratioReturn relative to maximum drawdown

3.13

0.29

+2.84

Martin ratioReturn relative to average drawdown

15.60

0.74

+14.85

HTUS vs. LBAY - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 2.27, which is higher than the LBAY Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of HTUS and LBAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HTUS vs. LBAY - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, which is greater than LBAY's maximum drawdown of -15.99%. Use the drawdown chart below to compare losses from any high point for HTUS and LBAY.


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Drawdown Indicators


HTUSLBAYDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-15.99%

-31.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-13.61%

+4.93%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

-14.57%

-9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-15.99%

-8.42%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

Current Drawdown

Current decline from peak

-1.49%

-13.61%

+12.12%

Average Drawdown

Average peak-to-trough decline

-4.05%

-6.83%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

5.27%

-3.53%

Volatility

HTUS vs. LBAY - Volatility Comparison

Hull Tactical US ETF (HTUS) and Leatherback Long/Short Alternative Yield ETF (LBAY) have volatilities of 3.89% and 4.08%, 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.


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Volatility by Period


HTUSLBAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

4.08%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

12.54%

-2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

15.64%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

13.56%

+5.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

13.76%

+7.73%

HTUS vs. LBAY - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is lower than LBAY's 1.09% expense ratio.


Dividends

HTUS vs. LBAY - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 10.78%, more than LBAY's 3.93% yield.


PositionTTM2025202420232022202120202019201820172016
HTUS
Hull Tactical US ETF
10.78%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%
LBAY
Leatherback Long/Short Alternative Yield ETF
3.93%3.80%3.77%3.47%2.74%2.96%0.29%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HTUS and LBAY have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LBAY has higher volatility (4.08%) compared to HTUS (3.89%). In terms of maximum drawdown, HTUS dropped -47.50% vs LBAY's -15.99%.

On 5-year performance, HTUS leads with 15.01% vs 4.52% for LBAY. On fees, HTUS is cheaper at 0.97% per year. On volatility, HTUS has been the lower-risk option at 3.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HTUS has performed better with a 15.01% return vs 4.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HTUS is cheaper with a 0.97% expense ratio, compared with 1.09% for LBAY.

HTUS has the higher dividend yield at 10.78%, compared with 3.93% for LBAY.

They also come from different issuers: Exchange Traded Concepts and Toroso Investments. Their fees differ too: 0.97% for HTUS and 1.09% for LBAY.

HTUS currently has the higher Sharpe Ratio (2.27 vs 0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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