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HUSIX vs. XTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HUSIX vs. XTR

Last updated Jun 24, 2026

HUSIX (Huber Small Cap Value Fund) and XTR (Global X S&P 500 Tail Risk ETF) are both funds - HUSIX is a Small Cap Value Equities fund managed by Huber Funds, while XTR is a Equity Hedged fund tracking the Cboe S&P 500 Tail Risk Index. Over the past 3 years, HUSIX returned 13.45%/yr vs 17.03%/yr for XTR. A 0.67 correlation means they provide meaningful diversification when combined. HUSIX charges 1.75%/yr vs 0.25%/yr for XTR.

Performance

HUSIX vs. XTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huber Small Cap Value Fund (HUSIX) and Global X S&P 500 Tail Risk ETF (XTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HUSIX achieves a 12.31% return, which is significantly higher than XTR's 6.30% return.

HUSIX

1D
0.00%
1M
1.87%
YTD
12.31%
6M
11.43%
1Y
25.09%
3Y*
13.45%
5Y*
6.92%
10Y*
10.10%

XTR

1D
-1.06%
1M
-1.03%
YTD
6.30%
6M
5.43%
1Y
19.25%
3Y*
17.03%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUSIX vs. XTR - Yearly Performance Comparison

2026 (YTD)20252024202320222021
HUSIX
Huber Small Cap Value Fund		12.31%3.28%10.17%17.86%-4.92%0.07%
XTR
Global X S&P 500 Tail Risk ETF		6.30%13.66%21.85%21.16%-17.67%4.25%

Correlation

The correlation between HUSIX and XTR is 0.56, 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

0.56

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

0.60

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2021

0.67

The correlation between HUSIX and XTR shifts across timeframes, from 0.56 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

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Huber Small Cap Value Fund

Global X S&P 500 Tail Risk ETF

Often compared with HUSIX:
HUSIX vs. DFSVXHUSIX vs. IJRHUSIX vs. HUDIXHUSIX vs. HUMDXHUSIX vs. HULIXHUSIX vs. ARSMXHUSIX vs. PRVIX
Often compared with XTR:
XTR vs. TAILXTR vs. SPYXTR vs. SPDXTR vs. XRMIXTR vs. XCLRXTR vs. ACIOXTR vs. NACP

Return for Risk

HUSIX vs. XTR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HUSIX
HUSIX Risk / Return Rank: 3333
Overall Rank
HUSIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HUSIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
HUSIX Omega Ratio Rank: 2626
Omega Ratio Rank
HUSIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
HUSIX Martin Ratio Rank: 3232
Martin Ratio Rank
XTR
XTR Risk / Return Rank: 5252
Overall Rank
XTR Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XTR Sortino Ratio Rank: 5151
Sortino Ratio Rank
XTR Omega Ratio Rank: 5050
Omega Ratio Rank
XTR Calmar Ratio Rank: 4949
Calmar Ratio Rank
XTR Martin Ratio Rank: 5757
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.

HUSIX vs. XTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Huber Small Cap Value Fund (HUSIX) and Global X S&P 500 Tail Risk ETF (XTR). 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.

HUSIXXTRDifference
Sharpe ratioReturn per unit of total volatility
1.43
1.70

-0.27

Sortino ratioReturn per unit of downside risk
2.03
2.36

-0.33

Omega ratioGain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

2.56

2.27

+0.28

Martin ratioReturn relative to average drawdown

6.72

9.38

-2.65

HUSIX vs. XTR - Sharpe Ratio Comparison

The current HUSIX Sharpe Ratio is 1.43, which is comparable to the XTR Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of HUSIX and XTR, 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

HUSIX vs. XTR - Drawdown Comparison

The maximum HUSIX drawdown since its inception was -69.93%, which is greater than XTR's maximum drawdown of -20.83%. Use the drawdown chart below to compare losses from any high point for HUSIX and XTR.

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Drawdown Indicators

HUSIXXTRDifference

Max Drawdown

Largest peak-to-trough decline

-69.93%

-20.83%

-49.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-8.51%

-1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-27.31%

-14.35%

-12.96%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-48.37%

—

—

Current Drawdown

Current decline from peak

-1.89%

-2.81%

+0.92%

Average Drawdown

Average peak-to-trough decline

-13.23%

-5.90%

-7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

2.06%

+1.74%

Volatility

HUSIX vs. XTR - Volatility Comparison

Huber Small Cap Value Fund (HUSIX) has a higher volatility of 5.04% compared to Global X S&P 500 Tail Risk ETF (XTR) at 4.66%. This indicates that HUSIX's price experiences larger fluctuations and is considered to be riskier than XTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HUSIXXTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

4.66%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

9.03%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

11.40%

+6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.31%

13.85%

+7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

13.85%

+10.04%

HUSIX vs. XTR - Expense Ratio Comparison

HUSIX has a 1.75% expense ratio, which is higher than XTR's 0.25% expense ratio.

Dividends

HUSIX vs. XTR - Dividend Comparison

HUSIX's dividend yield for the trailing twelve months is around 0.96%, less than XTR's 16.77% yield.

PositionTTM20252024202320222021202020192018201720162015
HUSIX
Huber Small Cap Value Fund		0.96%1.08%0.11%0.34%0.00%0.96%0.42%0.07%0.19%0.71%1.17%0.61%
XTR
Global X S&P 500 Tail Risk ETF		16.77%17.82%20.89%1.09%1.08%2.32%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

HUSIX and XTR have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HUSIX has higher volatility (5.04%) compared to XTR (4.66%). In terms of maximum drawdown, HUSIX dropped -69.93% vs XTR's -20.83%.

XTR currently has the higher Sharpe Ratio (1.70 vs 1.43), 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.

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