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HTUS vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTUS vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and Vanguard Value ETF (VTV). 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 10.28% return, which is significantly lower than VTV's 15.12% return. Over the past 10 years, HTUS has underperformed VTV with an annualized return of 12.34%, while VTV has yielded a comparatively higher 13.01% annualized return.


HTUS

1D
-0.50%
1M
0.21%
YTD
10.28%
6M
10.25%
1Y
27.09%
3Y*
20.84%
5Y*
15.01%
10Y*
12.34%

VTV

1D
0.99%
1M
3.67%
YTD
15.12%
6M
14.64%
1Y
28.84%
3Y*
18.88%
5Y*
12.52%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTUS vs. VTV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTUS
Hull Tactical US ETF
10.28%16.57%25.02%30.11%-13.00%24.29%13.21%20.27%-10.04%14.19%
VTV
Vanguard Value ETF
15.12%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Correlation

The correlation between HTUS and VTV is 0.61, 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

0.61

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

0.66

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

0.68

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

0.65

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

0.62

The correlation between HTUS and VTV has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

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Return for Risk

HTUS vs. VTV — Risk / Return Rank

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

HTUS
HTUS Risk / Return Rank: 7575
Overall Rank
HTUS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 7878
Sortino Ratio Rank
HTUS Omega Ratio Rank: 7878
Omega Ratio Rank
HTUS Calmar Ratio Rank: 6565
Calmar Ratio Rank
HTUS Martin Ratio Rank: 8181
Martin Ratio Rank

VTV
VTV Risk / Return Rank: 8787
Overall Rank
VTV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 9090
Sortino Ratio Rank
VTV Omega Ratio Rank: 8686
Omega Ratio Rank
VTV Calmar Ratio Rank: 8686
Calmar Ratio Rank
VTV Martin Ratio Rank: 8686
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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) and Vanguard Value ETF (VTV). 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.


HTUSVTVDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.44

1.50

-0.06

Calmar ratioReturn relative to maximum drawdown

3.13

4.56

-1.43

Martin ratioReturn relative to average drawdown

15.60

17.20

-1.60

HTUS vs. VTV - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 2.27, which is comparable to the VTV Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of HTUS and VTV, 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. VTV - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for HTUS and VTV.


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Drawdown Indicators


HTUSVTVDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-59.27%

+11.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-6.35%

-2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

-14.52%

-9.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-17.04%

-7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

-36.78%

-10.72%

Current Drawdown

Current decline from peak

-1.49%

0.00%

-1.49%

Average Drawdown

Average peak-to-trough decline

-4.05%

-7.85%

+3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.68%

+0.06%

Volatility

HTUS vs. VTV - Volatility Comparison

Hull Tactical US ETF (HTUS) has a higher volatility of 3.89% compared to Vanguard Value ETF (VTV) at 3.32%. This indicates that HTUS's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTUSVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

3.32%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

7.82%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

10.39%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

13.88%

+5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

16.69%

+4.80%

HTUS vs. VTV - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is higher than VTV's 0.04% expense ratio.


Dividends

HTUS vs. VTV - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 10.78%, more than VTV's 1.82% yield.


PositionTTM20252024202320222021202020192018201720162015
HTUS
Hull Tactical US ETF
10.78%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%0.00%
VTV
Vanguard Value ETF
1.82%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions


HTUS and VTV have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTUS has higher volatility (3.89%) compared to VTV (3.32%). In terms of maximum drawdown, HTUS dropped -47.50% vs VTV's -59.27%.

On 10-year performance, VTV leads with 13.01% vs 12.34% for HTUS. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 3.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTV has performed better with a 13.01% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTV is cheaper with a 0.04% expense ratio, compared with 0.97% for HTUS.

HTUS has the higher dividend yield at 10.78%, compared with 1.82% for VTV.

HTUS is categorized as Long-Short, while VTV is Large Cap Value Equities. They also come from different issuers: Exchange Traded Concepts and Vanguard. Their fees differ too: 0.97% for HTUS and 0.04% for VTV.

VTV currently has the higher Sharpe Ratio (2.79 vs 2.27), 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 VTV

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