HTUS vs. SPY
Compare and contrast key facts about Hull Tactical US ETF (HTUS) and SPDR S&P 500 ETF (SPY).
HTUS and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HTUS is an actively managed fund by Exchange Traded Concepts. It was launched on Jun 25, 2015. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HTUS or SPY.
Key characteristics
| HTUS | SPY | |
|---|---|---|
| YTD Return | 28.41% | 27.04% |
| 1Y Return | 42.99% | 39.75% |
| 3Y Return (Ann) | 15.04% | 10.21% |
| 5Y Return (Ann) | 16.59% | 15.93% |
| Sharpe Ratio | 3.13 | 3.15 |
| Sortino Ratio | 4.23 | 4.19 |
| Omega Ratio | 1.60 | 1.59 |
| Calmar Ratio | 5.95 | 4.60 |
| Martin Ratio | 26.37 | 20.85 |
| Ulcer Index | 1.59% | 1.85% |
| Daily Std Dev | 13.37% | 12.29% |
| Max Drawdown | -47.47% | -55.19% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between HTUS and SPY is 0.70, 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.
Performance
HTUS vs. SPY - Performance Comparison
The year-to-date returns for both stocks are quite close, with HTUS having a 28.41% return and SPY slightly lower at 27.04%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HTUS vs. SPY - Expense Ratio Comparison
HTUS has a 0.97% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
HTUS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and SPDR S&P 500 ETF (SPY). 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.
Dividends
HTUS vs. SPY - Dividend Comparison
HTUS's dividend yield for the trailing twelve months is around 0.92%, less than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTUS Hull Tactical US ETF | 0.92% | 1.18% | 7.86% | 7.21% | 3.77% | 0.92% | 10.57% | 8.29% | 3.02% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
HTUS vs. SPY - Drawdown Comparison
The maximum HTUS drawdown since its inception was -47.47%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HTUS and SPY. For additional features, visit the drawdowns tool.
Volatility
HTUS vs. SPY - Volatility Comparison
Hull Tactical US ETF (HTUS) and SPDR S&P 500 ETF (SPY) have volatilities of 3.76% and 3.95%, 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.