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QRFT vs. HTUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QRFT vs. HTUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and Hull Tactical US ETF (HTUS). The values are adjusted to include any dividend payments, if applicable.

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QRFT vs. HTUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QRFT
QRAFT AI Enhanced U.S. Large Cap ETF
-4.73%17.95%21.36%24.16%-22.69%22.74%40.05%14.90%
HTUS
Hull Tactical US ETF
-3.85%16.57%25.02%30.11%-13.00%24.29%13.21%11.89%

Returns By Period

In the year-to-date period, QRFT achieves a -4.73% return, which is significantly lower than HTUS's -3.85% return.


QRFT

1D
2.90%
1M
-4.85%
YTD
-4.73%
6M
-2.37%
1Y
16.47%
3Y*
16.32%
5Y*
9.39%
10Y*

HTUS

1D
3.72%
1M
-4.31%
YTD
-3.85%
6M
0.02%
1Y
17.12%
3Y*
18.82%
5Y*
13.40%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QRFT vs. HTUS - Expense Ratio Comparison

QRFT has a 0.75% expense ratio, which is lower than HTUS's 0.97% expense ratio.


Return for Risk

QRFT vs. HTUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QRFT
QRFT Risk / Return Rank: 5555
Overall Rank
QRFT Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QRFT Sortino Ratio Rank: 5252
Sortino Ratio Rank
QRFT Omega Ratio Rank: 5454
Omega Ratio Rank
QRFT Calmar Ratio Rank: 5656
Calmar Ratio Rank
QRFT Martin Ratio Rank: 6565
Martin Ratio Rank

HTUS
HTUS Risk / Return Rank: 5555
Overall Rank
HTUS Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 5454
Sortino Ratio Rank
HTUS Omega Ratio Rank: 6666
Omega Ratio Rank
HTUS Calmar Ratio Rank: 4141
Calmar Ratio Rank
HTUS Martin Ratio Rank: 7070
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.

QRFT vs. HTUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) 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.


QRFTHTUSDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.79

+0.09

Sortino ratio

Return per unit of downside risk

1.35

1.37

-0.02

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.39

0.99

+0.40

Martin ratio

Return relative to average drawdown

6.42

6.79

-0.37

QRFT vs. HTUS - Sharpe Ratio Comparison

The current QRFT Sharpe Ratio is 0.87, which is comparable to the HTUS Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of QRFT and HTUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QRFTHTUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.79

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.71

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.51

+0.23

Correlation

The correlation between QRFT and HTUS is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QRFT vs. HTUS - Dividend Comparison

QRFT's dividend yield for the trailing twelve months is around 0.30%, less than HTUS's 12.37% yield.


TTM2025202420232022202120202019201820172016
QRFT
QRAFT AI Enhanced U.S. Large Cap ETF
0.30%0.27%0.52%0.77%0.83%0.05%1.81%4.00%0.00%0.00%0.00%
HTUS
Hull Tactical US ETF
12.37%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%

Drawdowns

QRFT vs. HTUS - Drawdown Comparison

The maximum QRFT drawdown since its inception was -30.19%, smaller than the maximum HTUS drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for QRFT and HTUS.


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Drawdown Indicators


QRFTHTUSDifference

Max Drawdown

Largest peak-to-trough decline

-30.19%

-47.50%

+17.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-17.90%

+5.59%

Max Drawdown (5Y)

Largest decline over 5 years

-28.20%

-24.41%

-3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

Current Drawdown

Current decline from peak

-6.49%

-5.29%

-1.20%

Average Drawdown

Average peak-to-trough decline

-6.94%

-4.11%

-2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.61%

+0.05%

Volatility

QRFT vs. HTUS - Volatility Comparison

The current volatility for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) is 5.63%, while Hull Tactical US ETF (HTUS) has a volatility of 6.36%. This indicates that QRFT experiences smaller price fluctuations and is considered to be less risky 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


QRFTHTUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

6.36%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

9.24%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

21.90%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

18.99%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

21.38%

-1.14%