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HTUS vs. QAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTUS vs. QAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and IQ Hedge Multi-Strategy Tracker ETF (QAI). 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 8.95% return, which is significantly higher than QAI's 8.45% return. Over the past 10 years, HTUS has outperformed QAI with an annualized return of 12.20%, while QAI has yielded a comparatively lower 3.94% annualized return.


HTUS

1D
-1.20%
1M
-0.99%
YTD
8.95%
6M
8.55%
1Y
24.12%
3Y*
20.35%
5Y*
14.66%
10Y*
12.20%

QAI

1D
-1.20%
1M
0.61%
YTD
8.45%
6M
8.10%
1Y
15.12%
3Y*
9.95%
5Y*
4.45%
10Y*
3.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTUS vs. QAI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTUS
Hull Tactical US ETF
8.95%16.57%25.02%30.11%-13.00%24.29%13.21%20.27%-10.04%14.19%
QAI
IQ Hedge Multi-Strategy Tracker ETF
8.45%8.29%6.67%10.07%-8.68%-0.16%5.73%8.68%-3.32%6.17%

Correlation

The correlation between HTUS and QAI is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.74

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2015

0.61

The correlation between HTUS and QAI shifts across timeframes, from 0.61 (all time) to 0.81 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HTUS vs. QAI — Risk / Return Rank

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

HTUS
HTUS Risk / Return Rank: 6868
Overall Rank
HTUS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 6868
Sortino Ratio Rank
HTUS Omega Ratio Rank: 6969
Omega Ratio Rank
HTUS Calmar Ratio Rank: 5959
Calmar Ratio Rank
HTUS Martin Ratio Rank: 7676
Martin Ratio Rank

QAI
QAI Risk / Return Rank: 8080
Overall Rank
QAI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QAI Sortino Ratio Rank: 7676
Sortino Ratio Rank
QAI Omega Ratio Rank: 8181
Omega Ratio Rank
QAI Calmar Ratio Rank: 8181
Calmar Ratio Rank
QAI Martin Ratio Rank: 8383
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. QAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and IQ Hedge Multi-Strategy Tracker ETF (QAI). 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.


HTUSQAIDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.39

1.46

-0.07

Calmar ratioReturn relative to maximum drawdown

2.79

4.09

-1.30

Martin ratioReturn relative to average drawdown

13.82

16.12

-2.30

HTUS vs. QAI - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 2.02, which is comparable to the QAI Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of HTUS and QAI, 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. QAI - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, which is greater than QAI's maximum drawdown of -14.95%. Use the drawdown chart below to compare losses from any high point for HTUS and QAI.


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Drawdown Indicators


HTUSQAIDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-14.95%

-32.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-3.71%

-4.97%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

-7.78%

-16.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-14.32%

-10.09%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

-14.95%

-32.55%

Current Drawdown

Current decline from peak

-2.67%

-1.20%

-1.47%

Average Drawdown

Average peak-to-trough decline

-4.05%

-2.57%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

0.94%

+0.81%

Volatility

HTUS vs. QAI - Volatility Comparison

Hull Tactical US ETF (HTUS) has a higher volatility of 4.02% compared to IQ Hedge Multi-Strategy Tracker ETF (QAI) at 3.12%. This indicates that HTUS's price experiences larger fluctuations and is considered to be riskier than QAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTUSQAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

3.12%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

5.63%

+4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

6.58%

+5.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

6.67%

+12.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

6.23%

+15.26%

HTUS vs. QAI - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is higher than QAI's 0.79% expense ratio.


Dividends

HTUS vs. QAI - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 10.91%, more than QAI's 1.39% yield.


PositionTTM20252024202320222021202020192018201720162015
HTUS
Hull Tactical US ETF
10.91%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%0.00%
QAI
IQ Hedge Multi-Strategy Tracker ETF
1.39%1.50%2.22%4.08%2.00%0.28%1.98%1.91%1.90%0.00%0.00%0.48%

Frequently Asked Questions


HTUS and QAI have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTUS has higher volatility (4.02%) compared to QAI (3.12%). In terms of maximum drawdown, HTUS dropped -47.50% vs QAI's -14.95%.

On 10-year performance, HTUS leads with 12.20% vs 3.94% for QAI. On fees, QAI is cheaper at 0.79% per year. On volatility, QAI has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HTUS has performed better with a 12.20% return vs 3.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QAI is cheaper with a 0.79% expense ratio, compared with 0.97% for HTUS.

HTUS has the higher dividend yield at 10.91%, compared with 1.39% for QAI.

They also come from different issuers: Exchange Traded Concepts and New York Life. Their fees differ too: 0.97% for HTUS and 0.79% for QAI.

QAI currently has the higher Sharpe Ratio (2.31 vs 2.02), 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

Find the right allocation for HTUS and QAI

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