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ONEH vs. TAIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ONEH vs. TAIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Equity Hedge ETF (ONEH) and Cambria Tail Risk ETF (TAIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ONEH

1D
0.04%
1M
0.20%
6M
-1.04%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

TAIL

1D
-0.57%
1M
-1.69%
6M
-7.65%
YTD
-8.13%
1Y
-11.00%
3Y*
-4.90%
5Y*
-9.07%
10Y*
ALL TIME*
-7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$75.57K$59.30K$74.10K
$1.12M$1.66M$2.24M

ONEH vs. TAIL - Yearly Performance Comparison


Correlation

The correlation between ONEH and TAIL is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 29, 2026

-0.21

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Return for Risk

ONEH vs. TAIL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ONEH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TAIL
TAIL Risk / Return Rank: 11
Overall Rank
TAIL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TAIL Sortino Ratio Rank: 22
Sortino Ratio Rank
TAIL Omega Ratio Rank: 22
Omega Ratio Rank
TAIL Calmar Ratio Rank: 33
Calmar Ratio Rank
TAIL Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ONEH vs. TAIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Equity Hedge ETF (ONEH) and Cambria Tail Risk ETF (TAIL). 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.


ONEHTAILDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.82

Calmar ratioReturn relative to maximum drawdown

-0.74

Martin ratioReturn relative to average drawdown

-1.52

ONEH vs. TAIL - Sharpe Ratio Comparison


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Drawdowns

ONEH vs. TAIL - Drawdown Comparison

The maximum ONEH drawdown since its inception was -3.55%, smaller than the maximum TAIL drawdown of -52.57%. Use the drawdown chart below to compare losses from any high point for ONEH and TAIL.


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Drawdown Indicators


ONEHTAILDifference

Max Drawdown

Largest peak-to-trough decline

-3.55%

-52.57%

+49.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.68%

Max Drawdown (3Y)

Largest decline over 3 years

-22.20%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

Current Drawdown

Current decline from peak

-1.24%

-52.57%

+51.33%

Average Drawdown

Average peak-to-trough decline

-1.50%

-29.50%

+28.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

Volatility

ONEH vs. TAIL - Volatility Comparison


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Volatility by Period


ONEHTAILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

5.04%

8.59%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

14.88%

-9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

14.84%

-9.80%

ONEH vs. TAIL - Expense Ratio Comparison

ONEH has a 0.79% expense ratio, which is higher than TAIL's 0.59% expense ratio.


Dividends

ONEH vs. TAIL - Dividend Comparison

ONEH has not paid dividends to shareholders, while TAIL's dividend yield for the trailing twelve months is around 2.99%.


PositionTTM202520242023202220212020201920182017
ONEH
TrueShares Equity Hedge ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TAIL
Cambria Tail Risk ETF
2.99%2.88%3.48%3.74%1.50%0.49%0.36%1.58%1.52%0.91%

Frequently Asked Questions


ONEH and TAIL have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAIL is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAIL is cheaper with a 0.59% expense ratio, compared with 0.79% for ONEH.

TAIL has the higher dividend yield at 2.99%, compared with 0.00% for ONEH.

They also come from different issuers: TrueShares and Cambria. Their fees differ too: 0.79% for ONEH and 0.59% for TAIL.

Portfolio Optimizer

Find the right allocation for ONEH and TAIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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