HTUS vs. NUKZ

Last updated Jun 4, 2026

HTUS (Hull Tactical US ETF) and NUKZ (Range Nuclear Renaissance ETF) are both exchange-traded funds - HTUS is a Long-Short fund actively managed by Exchange Traded Concepts, while NUKZ is a Energy Equities fund tracking the Range Nuclear Renaissance Index. HTUS is actively managed, while NUKZ is passively managed. Over the past year, HTUS returned 28.96% vs 41.42% for NUKZ. A 0.61 correlation means they provide meaningful diversification when combined. HTUS charges 0.97%/yr vs 0.85%/yr for NUKZ.

Performance

HTUS vs. NUKZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and Range Nuclear Renaissance ETF (NUKZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HTUS achieves a 11.33% return, which is significantly lower than NUKZ's 13.31% return.

HTUS

• 1D: -0.55%
• 1M: 5.04%
• YTD: 11.33%
• 6M: 12.04%
• 1Y: 28.96%
• 3Y*: 22.15%
• 5Y*: 15.35%
• 10Y*: 12.52%

NUKZ

• 1D: -2.59%
• 1M: -0.90%
• YTD: 13.31%
• 6M: 10.66%
• 1Y: 41.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HTUS vs. NUKZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
HTUS Hull Tactical US ETF	11.33%	16.57%	21.98%
NUKZ Range Nuclear Renaissance ETF	13.31%	56.57%	62.98%

Correlation

The correlation between HTUS and NUKZ is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 25, 2024	0.61

The correlation between HTUS and NUKZ has been stable across timeframes, ranging from 0.61 to 0.64 - a consistent structural relationship.

HTUS vs. NUKZ - Sectors Allocation Comparison

Sectors	HTUS	NUKZ
Technology	35.6%	1.4%
Financial Services	11.8%	-
Communication Services	11.2%	-
Consumer Cyclical	10.1%	-
Healthcare	8.5%	-
Industrials	8.3%	45.9%
Consumer Defensive	4.9%	-
Energy	3.5%	12.9%
Utilities	2.4%	35.8%
Real Estate	1.9%	-
Basic Materials	1.8%	4.0%

Return for Risk

HTUS vs. NUKZ — Risk / Return Rank

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

HTUS

HTUS Risk / Return Rank: 78
HTUS Sharpe Ratio Rank: 77
HTUS Sortino Ratio Rank: 82
HTUS Omega Ratio Rank: 81
HTUS Calmar Ratio Rank: 67
HTUS Martin Ratio Rank: 84

NUKZ

NUKZ Risk / Return Rank: 40
NUKZ Sharpe Ratio Rank: 38
NUKZ Sortino Ratio Rank: 38
NUKZ Omega Ratio Rank: 34
NUKZ Calmar Ratio Rank: 50
NUKZ Martin Ratio Rank: 39

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. NUKZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and Range Nuclear Renaissance ETF (NUKZ). 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.

	HTUS	NUKZ	Difference
Sharpe ratio Return per unit of total volatility	2.53	1.40	+1.13
Sortino ratio Return per unit of downside risk	3.71	2.02	+1.70
Omega ratio Gain probability vs. loss probability	1.50	1.23	+0.26
Calmar ratio Return relative to maximum drawdown	3.35	2.52	+0.83
Martin ratio Return relative to average drawdown	17.27	6.34	+10.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HTUS vs. NUKZ - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 2.53, which is higher than the NUKZ Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of HTUS and NUKZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HTUS	NUKZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.53	1.40	+1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	1.75	-1.18

Drawdowns

HTUS vs. NUKZ - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, which is greater than NUKZ's maximum drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for HTUS and NUKZ.

Drawdown Indicators

	HTUS	NUKZ	Difference
Max Drawdown Largest peak-to-trough decline	-47.50%	-33.03%	-14.47%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-16.51%	+7.83%
Max Drawdown (3Y) Largest decline over 3 years	-24.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.41%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-47.50%	—	—
Current Drawdown Current decline from peak	-0.55%	-5.61%	+5.06%
Average Drawdown Average peak-to-trough decline	-4.06%	-6.01%	+1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.68%	6.55%	-4.87%

Volatility

HTUS vs. NUKZ - Volatility Comparison

The current volatility for Hull Tactical US ETF (HTUS) is 2.47%, while Range Nuclear Renaissance ETF (NUKZ) has a volatility of 10.30%. This indicates that HTUS experiences smaller price fluctuations and is considered to be less risky than NUKZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HTUS	NUKZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.47%	10.30%	-7.83%
Volatility (6M) Calculated over the trailing 6-month period	9.39%	22.05%	-12.66%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	29.74%	-18.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.03%	32.70%	-13.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.45%	32.70%	-11.25%

HTUS vs. NUKZ - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is higher than NUKZ's 0.85% expense ratio.

Dividends

HTUS vs. NUKZ - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 10.68%, more than NUKZ's 0.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
HTUS Hull Tactical US ETF	10.68%	11.89%	17.80%	1.18%	5.63%	7.20%	3.77%	0.92%	8.69%	8.29%	3.02%
NUKZ Range Nuclear Renaissance ETF	0.80%	0.91%	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HTUS and NUKZ in my portfolio?

HTUS and NUKZ have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HTUS or NUKZ?

NUKZ has higher volatility (10.30%) compared to HTUS (2.47%). In terms of maximum drawdown, HTUS dropped -47.50% vs NUKZ's -33.03%.

Which ETF is better, HTUS or NUKZ?

On 1-year performance, NUKZ leads with 41.42% vs 28.96% for HTUS. On fees, NUKZ is cheaper at 0.85% per year. On volatility, HTUS has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HTUS or NUKZ?

Over the 1-year period, NUKZ has performed better with a 41.42% return vs 28.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HTUS or NUKZ?

NUKZ is cheaper with a 0.85% expense ratio, compared with 0.97% for HTUS.

Which ETF pays a higher dividend yield, HTUS or NUKZ?

HTUS has the higher dividend yield at 10.68%, compared with 0.80% for NUKZ.

What is the main difference between HTUS and NUKZ?

HTUS is categorized as Long-Short, while NUKZ is Energy Equities. Their fees differ too: 0.97% for HTUS and 0.85% for NUKZ.

Which has better risk-adjusted returns?

HTUS currently has the higher Sharpe Ratio (2.53 vs 1.40), 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.