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HTUS vs. VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HTUSVTV
YTD Return28.23%21.06%
1Y Return40.38%32.50%
3Y Return (Ann)14.99%9.73%
5Y Return (Ann)16.56%11.82%
Sharpe Ratio3.063.16
Sortino Ratio4.134.44
Omega Ratio1.591.58
Calmar Ratio5.755.45
Martin Ratio25.5320.53
Ulcer Index1.59%1.58%
Daily Std Dev13.26%10.27%
Max Drawdown-47.47%-59.27%
Current Drawdown-0.14%-0.78%

Correlation

-0.50.00.51.00.6

The correlation between HTUS and VTV is 0.61, 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. VTV - Performance Comparison

In the year-to-date period, HTUS achieves a 28.23% return, which is significantly higher than VTV's 21.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.29%
11.06%
HTUS
VTV

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HTUS vs. VTV - Expense Ratio Comparison

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


HTUS
Hull Tactical US ETF
Expense ratio chart for HTUS: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

HTUS vs. VTV - Risk-Adjusted Performance 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.


HTUS
Sharpe ratio
The chart of Sharpe ratio for HTUS, currently valued at 3.06, compared to the broader market-2.000.002.004.003.06
Sortino ratio
The chart of Sortino ratio for HTUS, currently valued at 4.13, compared to the broader market0.005.0010.004.13
Omega ratio
The chart of Omega ratio for HTUS, currently valued at 1.59, compared to the broader market1.001.502.002.503.001.59
Calmar ratio
The chart of Calmar ratio for HTUS, currently valued at 5.75, compared to the broader market0.005.0010.0015.005.75
Martin ratio
The chart of Martin ratio for HTUS, currently valued at 25.53, compared to the broader market0.0020.0040.0060.0080.00100.0025.53
VTV
Sharpe ratio
The chart of Sharpe ratio for VTV, currently valued at 3.16, compared to the broader market-2.000.002.004.003.16
Sortino ratio
The chart of Sortino ratio for VTV, currently valued at 4.44, compared to the broader market0.005.0010.004.44
Omega ratio
The chart of Omega ratio for VTV, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for VTV, currently valued at 5.45, compared to the broader market0.005.0010.0015.005.45
Martin ratio
The chart of Martin ratio for VTV, currently valued at 20.53, compared to the broader market0.0020.0040.0060.0080.00100.0020.53

HTUS vs. VTV - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 3.06, which is comparable to the VTV Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of HTUS and VTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.06
3.16
HTUS
VTV

Dividends

HTUS vs. VTV - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 0.92%, less than VTV's 2.23% yield.


TTM20232022202120202019201820172016201520142013
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%
VTV
Vanguard Value ETF
2.23%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%

Drawdowns

HTUS vs. VTV - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.47%, 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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.14%
-0.78%
HTUS
VTV

Volatility

HTUS vs. VTV - Volatility Comparison

Hull Tactical US ETF (HTUS) and Vanguard Value ETF (VTV) have volatilities of 3.69% and 3.69%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.69%
3.69%
HTUS
VTV