MOOD vs. FTLS
Compare and contrast key facts about Relative Sentiment Tactical Allocation ETF (MOOD) and First Trust Long/Short Equity ETF (FTLS).
MOOD and FTLS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MOOD is an actively managed fund by Relative Sentiment. It was launched on May 18, 2022. FTLS is an actively managed fund by First Trust. It was launched on Sep 9, 2014.
Performance
MOOD vs. FTLS - Performance Comparison
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MOOD vs. FTLS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MOOD Relative Sentiment Tactical Allocation ETF | 6.71% | 30.39% | 12.53% | 12.56% | -2.90% |
FTLS First Trust Long/Short Equity ETF | -0.80% | 9.09% | 18.80% | 16.94% | -0.67% |
Returns By Period
In the year-to-date period, MOOD achieves a 6.71% return, which is significantly higher than FTLS's -0.80% return.
MOOD
- 1D
- 1.73%
- 1M
- -5.99%
- YTD
- 6.71%
- 6M
- 13.43%
- 1Y
- 31.94%
- 3Y*
- 18.49%
- 5Y*
- —
- 10Y*
- —
FTLS
- 1D
- 1.32%
- 1M
- -1.17%
- YTD
- -0.80%
- 6M
- 0.98%
- 1Y
- 10.88%
- 3Y*
- 12.98%
- 5Y*
- 9.94%
- 10Y*
- 9.10%
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MOOD vs. FTLS - Expense Ratio Comparison
MOOD has a 0.68% expense ratio, which is lower than FTLS's 1.60% expense ratio.
Return for Risk
MOOD vs. FTLS — Risk / Return Rank
MOOD
FTLS
MOOD vs. FTLS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Relative Sentiment Tactical Allocation ETF (MOOD) and First Trust Long/Short Equity ETF (FTLS). 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.
| MOOD | FTLS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 1.04 | +1.21 |
Sortino ratioReturn per unit of downside risk | 2.68 | 1.56 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.21 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 1.90 | +1.42 |
Martin ratioReturn relative to average drawdown | 11.99 | 8.02 | +3.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MOOD | FTLS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 1.04 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.23 | 0.77 | +0.47 |
Correlation
The correlation between MOOD and FTLS 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.
Dividends
MOOD vs. FTLS - Dividend Comparison
MOOD's dividend yield for the trailing twelve months is around 0.38%, less than FTLS's 0.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOOD Relative Sentiment Tactical Allocation ETF | 0.38% | 0.40% | 1.33% | 1.34% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTLS First Trust Long/Short Equity ETF | 0.95% | 1.07% | 1.50% | 1.49% | 0.81% | 0.01% | 0.44% | 0.83% | 0.87% | 0.43% | 1.04% | 0.49% |
Drawdowns
MOOD vs. FTLS - Drawdown Comparison
The maximum MOOD drawdown since its inception was -14.34%, smaller than the maximum FTLS drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for MOOD and FTLS.
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Drawdown Indicators
| MOOD | FTLS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.34% | -20.54% | +6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -6.17% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.69% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.54% | — |
Current DrawdownCurrent decline from peak | -7.29% | -2.34% | -4.95% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -2.73% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 1.49% | +1.20% |
Volatility
MOOD vs. FTLS - Volatility Comparison
Relative Sentiment Tactical Allocation ETF (MOOD) has a higher volatility of 5.20% compared to First Trust Long/Short Equity ETF (FTLS) at 2.93%. This indicates that MOOD's price experiences larger fluctuations and is considered to be riskier than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MOOD | FTLS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 2.93% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 6.53% | +6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.26% | 10.50% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.18% | 10.65% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.18% | 11.31% | +0.87% |