HTUS vs. VTI
Compare and contrast key facts about Hull Tactical US ETF (HTUS) and Vanguard Total Stock Market ETF (VTI).
HTUS and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HTUS or VTI.
Key characteristics
| HTUS | VTI | |
|---|---|---|
| YTD Return | 28.23% | 26.21% |
| 1Y Return | 40.38% | 38.35% |
| 3Y Return (Ann) | 14.99% | 8.70% |
| 5Y Return (Ann) | 16.56% | 15.34% |
| Sharpe Ratio | 3.06 | 3.04 |
| Sortino Ratio | 4.13 | 4.05 |
| Omega Ratio | 1.59 | 1.57 |
| Calmar Ratio | 5.75 | 4.46 |
| Martin Ratio | 25.53 | 19.72 |
| Ulcer Index | 1.59% | 1.94% |
| Daily Std Dev | 13.26% | 12.58% |
| Max Drawdown | -47.47% | -55.45% |
| Current Drawdown | -0.14% | -0.39% |
Correlation
The correlation between HTUS and VTI is 0.70, 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.
Performance
HTUS vs. VTI - Performance Comparison
In the year-to-date period, HTUS achieves a 28.23% return, which is significantly higher than VTI's 26.21% return. 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. VTI - Expense Ratio Comparison
HTUS has a 0.97% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
HTUS vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
HTUS's dividend yield for the trailing twelve months is around 0.92%, less than VTI's 1.26% 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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
HTUS vs. VTI - Drawdown Comparison
The maximum HTUS drawdown since its inception was -47.47%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HTUS and VTI. For additional features, visit the drawdowns tool.
Volatility
HTUS vs. VTI - Volatility Comparison
The current volatility for Hull Tactical US ETF (HTUS) is 3.69%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.06%. This indicates that HTUS experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.