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QQHG vs. HTUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQHG vs. HTUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ Hedged Advantage ETF (QQHG) and Hull Tactical US ETF (HTUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQHG achieves a 8.92% return, which is significantly lower than HTUS's 12.44% return.


QQHG

1D
0.85%
1M
-0.33%
6M
7.62%
YTD
8.92%
1Y
19.25%
3Y*
5Y*
10Y*
ALL TIME*
24.59%

HTUS

1D
1.43%
1M
1.78%
6M
11.01%
YTD
12.44%
1Y
24.41%
3Y*
21.06%
5Y*
14.95%
10Y*
12.61%
ALL TIME*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$513.88K$512.72K$620.13K
$45.08K$107.17K$66.44K

QQHG vs. HTUS - Yearly Performance Comparison


2026 (YTD)2025
QQHG
Invesco QQQ Hedged Advantage ETF
8.92%20.59%
HTUS
Hull Tactical US ETF
12.44%21.39%

Correlation

The correlation between QQHG and HTUS is 0.87, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.87

Correlation (All Time)
Calculated using the full available price history since May 7, 2025

0.86

The correlation between QQHG and HTUS has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

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Return for Risk

QQHG vs. HTUS — Risk / Return Rank

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

QQHG
QQHG Risk / Return Rank: 7676
Overall Rank
QQHG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QQHG Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQHG Omega Ratio Rank: 7272
Omega Ratio Rank
QQHG Calmar Ratio Rank: 8282
Calmar Ratio Rank
QQHG Martin Ratio Rank: 7777
Martin Ratio Rank

HTUS
HTUS Risk / Return Rank: 8484
Overall Rank
HTUS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 8686
Sortino Ratio Rank
HTUS Omega Ratio Rank: 8585
Omega Ratio Rank
HTUS Calmar Ratio Rank: 7777
Calmar Ratio Rank
HTUS Martin Ratio Rank: 8888
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.

QQHG vs. HTUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Hedged Advantage ETF (QQHG) and Hull Tactical US ETF (HTUS). 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.


QQHGHTUSDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.31

1.38

-0.06

Calmar ratioReturn relative to maximum drawdown

3.13

2.82

+0.30

Martin ratioReturn relative to average drawdown

10.27

13.42

-3.15

QQHG vs. HTUS - Sharpe Ratio Comparison

The current QQHG Sharpe Ratio is 1.80, which is comparable to the HTUS Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of QQHG and HTUS, 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

QQHG vs. HTUS - Drawdown Comparison

The maximum QQHG drawdown since its inception was -6.18%, smaller than the maximum HTUS drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for QQHG and HTUS.


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Drawdown Indicators


QQHGHTUSDifference

Max Drawdown

Largest peak-to-trough decline

-6.18%

-47.50%

+41.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-8.68%

+2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

Current Drawdown

Current decline from peak

-2.50%

0.00%

-2.50%

Average Drawdown

Average peak-to-trough decline

-1.15%

-4.02%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.82%

+0.06%

Volatility

QQHG vs. HTUS - Volatility Comparison

Invesco QQQ Hedged Advantage ETF (QQHG) has a higher volatility of 3.61% compared to Hull Tactical US ETF (HTUS) at 3.34%. This indicates that QQHG's price experiences larger fluctuations and is considered to be riskier than HTUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQHGHTUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

3.34%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

10.33%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.76%

12.28%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.35%

19.11%

-8.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.35%

21.52%

-11.17%

QQHG vs. HTUS - Expense Ratio Comparison

QQHG has a 0.45% expense ratio, which is lower than HTUS's 0.96% expense ratio.


Dividends

QQHG vs. HTUS - Dividend Comparison

QQHG's dividend yield for the trailing twelve months is around 0.26%, less than HTUS's 10.58% yield.


PositionTTM2025202420232022202120202019201820172016
HTUS
Hull Tactical US ETF
10.58%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%
QQHG
Invesco QQQ Hedged Advantage ETF
0.26%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQHG and HTUS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQHG has higher volatility (3.61%) compared to HTUS (3.34%). In terms of maximum drawdown, QQHG dropped -6.18% vs HTUS's -47.50%.

On 1-year performance, HTUS leads with 24.41% vs 19.25% for QQHG. On fees, QQHG is cheaper at 0.45% per year. On volatility, HTUS has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HTUS has performed better with a 24.41% return vs 19.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQHG is cheaper with a 0.45% expense ratio, compared with 0.96% for HTUS.

HTUS has the higher dividend yield at 10.58%, compared with 0.26% for QQHG.

They also come from different issuers: Invesco and Exchange Traded Concepts. Their fees differ too: 0.45% for QQHG and 0.96% for HTUS.

HTUS currently has the higher Sharpe Ratio (2.00 vs 1.80), 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.

Portfolio Optimizer

Find the right allocation for QQHG and HTUS

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