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HTUS vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTUS vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with HTUS having a 8.95% return and VTI slightly lower at 8.82%. Over the past 10 years, HTUS has underperformed VTI with an annualized return of 12.20%, while VTI has yielded a comparatively higher 15.14% 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%

VTI

1D
-1.39%
1M
-0.84%
YTD
8.82%
6M
7.71%
1Y
24.22%
3Y*
20.62%
5Y*
11.90%
10Y*
15.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTUS vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF
8.82%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between HTUS and VTI is 0.94, 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

0.94

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

0.90

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

0.82

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

0.77

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

0.74

Over the past year, HTUS and VTI have become more correlated (0.94) than their long-term average of 0.74, meaning their price movements have been converging.

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Return for Risk

HTUS vs. VTI — 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

VTI
VTI Risk / Return Rank: 5959
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTI Omega Ratio Rank: 5757
Omega Ratio Rank
VTI Calmar Ratio Rank: 5757
Calmar Ratio Rank
VTI Martin Ratio Rank: 6868
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. VTI - Risk-Adjusted Trends 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.

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.


HTUSVTIDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.39

1.34

+0.05

Calmar ratioReturn relative to maximum drawdown

2.79

2.73

+0.06

Martin ratioReturn relative to average drawdown

13.82

12.14

+1.68

HTUS vs. VTI - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 2.02, which is comparable to the VTI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of HTUS and VTI, 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. VTI - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, 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.


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Drawdown Indicators


HTUSVTIDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-55.45%

+7.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-8.92%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

-19.30%

-5.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-25.36%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

-35.00%

-12.50%

Current Drawdown

Current decline from peak

-2.67%

-2.85%

+0.18%

Average Drawdown

Average peak-to-trough decline

-4.05%

-8.01%

+3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

2.00%

-0.25%

Volatility

HTUS vs. VTI - Volatility Comparison

The current volatility for Hull Tactical US ETF (HTUS) is 4.02%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.95%. 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.


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Volatility by Period


HTUSVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.95%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

10.05%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

12.83%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

17.51%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

18.32%

+3.17%

HTUS vs. VTI - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is higher than VTI's 0.03% expense ratio.


Dividends

HTUS vs. VTI - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 10.91%, more than VTI's 1.04% 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%
VTI
Vanguard Total Stock Market ETF
1.04%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


With a correlation of 0.94, HTUS and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VTI has higher volatility (4.95%) compared to HTUS (4.02%). In terms of maximum drawdown, HTUS dropped -47.50% vs VTI's -55.45%.

On 10-year performance, VTI leads with 15.14% vs 12.20% for HTUS. On fees, VTI is cheaper at 0.03% per year. On volatility, HTUS has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.14% return vs 12.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.97% for HTUS.

HTUS has the higher dividend yield at 10.91%, compared with 1.04% for VTI.

HTUS is categorized as Long-Short, while VTI is Large Cap Blend Equities. They also come from different issuers: Exchange Traded Concepts and Vanguard. Their fees differ too: 0.97% for HTUS and 0.03% for VTI.

HTUS currently has the higher Sharpe Ratio (2.02 vs 1.90), 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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