HUSIX vs. XTR
Compare and contrast key facts about Huber Small Cap Value Fund (HUSIX) and Global X S&P 500 Tail Risk ETF (XTR).
HUSIX is managed by Huber Funds. It was launched on Jun 29, 2007. XTR is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 Tail Risk Index. It was launched on Aug 25, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUSIX or XTR.
Key characteristics
| HUSIX | XTR | |
|---|---|---|
| YTD Return | 15.24% | 23.95% |
| 1Y Return | 31.23% | 34.73% |
| 3Y Return (Ann) | 6.91% | 7.52% |
| Sharpe Ratio | 1.52 | 3.10 |
| Sortino Ratio | 2.22 | 4.30 |
| Omega Ratio | 1.28 | 1.57 |
| Calmar Ratio | 2.73 | 3.67 |
| Martin Ratio | 6.77 | 19.52 |
| Ulcer Index | 4.49% | 1.79% |
| Daily Std Dev | 20.01% | 11.28% |
| Max Drawdown | -69.93% | -20.83% |
| Current Drawdown | -1.06% | 0.00% |
Correlation
The correlation between HUSIX and XTR 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
HUSIX vs. XTR - Performance Comparison
In the year-to-date period, HUSIX achieves a 15.24% return, which is significantly lower than XTR's 23.95% 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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HUSIX vs. XTR - Expense Ratio Comparison
HUSIX has a 1.75% expense ratio, which is higher than XTR's 0.60% expense ratio.
Risk-Adjusted Performance
HUSIX vs. XTR - Risk-Adjusted Performance 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.
Dividends
HUSIX vs. XTR - Dividend Comparison
HUSIX's dividend yield for the trailing twelve months is around 0.30%, less than XTR's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
HUSIX Huber Small Cap Value Fund | 0.30% | 0.34% | 0.00% | 0.96% | 0.42% | 0.07% | 0.20% | 0.71% | 1.17% | 0.61% |
XTR Global X S&P 500 Tail Risk ETF | 1.09% | 1.09% | 1.09% | 2.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
HUSIX vs. XTR - Volatility Comparison
Huber Small Cap Value Fund (HUSIX) has a higher volatility of 8.30% compared to Global X S&P 500 Tail Risk ETF (XTR) at 3.67%. 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.