SHUS vs. FAAR
SHUS (Stratified LargeCap Hedged ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - SHUS is a Equity Hedged fund actively managed by Exchange Traded Concepts, while FAAR is a Commodities fund actively managed by First Trust. Both are actively managed. Over the past year, SHUS returned 18.95% vs 20.01% for FAAR. Their 0.00 correlation means their historical movements had little consistent relationship. SHUS charges 0.79%/yr vs 0.95%/yr for FAAR.
Performance
SHUS vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, SHUS achieves a 11.99% return, which is significantly lower than FAAR's 14.32% return.
SHUS
- 1D
- 0.74%
- 1M
- 0.95%
- 6M
- 8.10%
- YTD
- 11.99%
- 1Y
- 18.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.87%
FAAR
- 1D
- -1.43%
- 1M
- -2.21%
- 6M
- 6.89%
- YTD
- 14.32%
- 1Y
- 20.01%
- 3Y*
- 8.41%
- 5Y*
- 7.00%
- 10Y*
- 4.20%
- ALL TIME*
- 4.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.39M | $1.09M | $1.71M | |
| $376.99 | $481.64 | $2.74K |
SHUS vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SHUS Stratified LargeCap Hedged ETF | 11.99% | 10.89% | -2.65% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 14.32% | 8.07% | 1.38% |
Correlation
The correlation between SHUS and FAAR is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2024 | 0.00 |
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Return for Risk
SHUS vs. FAAR — Risk / Return Rank
SHUS
FAAR
SHUS vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stratified LargeCap Hedged ETF (SHUS) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
| SHUS | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.28 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.00 | +0.74 |
| Martin ratioReturn relative to average drawdown | 9.87 | 6.00 | +3.88 |
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Drawdowns
SHUS vs. FAAR - Drawdown Comparison
The maximum SHUS drawdown since its inception was -14.09%, smaller than the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for SHUS and FAAR.
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Drawdown Indicators
| SHUS | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -18.03% | +3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -10.08% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.54% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -0.33% | -10.08% | +9.75% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -7.83% | +5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 3.35% | -1.43% |
Volatility
SHUS vs. FAAR - Volatility Comparison
Stratified LargeCap Hedged ETF (SHUS) has a higher volatility of 2.87% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.52%. This indicates that SHUS's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHUS | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 2.52% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 9.47% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.09% | 12.76% | -2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.41% | 11.89% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.41% | 11.55% | +0.86% |
SHUS vs. FAAR - Expense Ratio Comparison
SHUS has a 0.79% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
SHUS vs. FAAR - Dividend Comparison
SHUS's dividend yield for the trailing twelve months is around 1.23%, less than FAAR's 10.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 10.01% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
SHUS Stratified LargeCap Hedged ETF | 1.23% | 1.37% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SHUS and FAAR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHUS has higher volatility (2.87%) compared to FAAR (2.52%). In terms of maximum drawdown, SHUS dropped -14.09% vs FAAR's -18.03%.
On 1-year performance, FAAR leads with 20.01% vs 18.95% for SHUS. On fees, SHUS is cheaper at 0.79% per year. On volatility, FAAR has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FAAR has performed better with a 20.01% return vs 18.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SHUS is cheaper with a 0.79% expense ratio, compared with 0.95% for FAAR.
FAAR has the higher dividend yield at 10.01%, compared with 1.23% for SHUS.
SHUS is categorized as Equity Hedged, while FAAR is Commodities. They also come from different issuers: Exchange Traded Concepts and First Trust. Their fees differ too: 0.79% for SHUS and 0.95% for FAAR.
SHUS currently has the higher Sharpe Ratio (1.89 vs 1.58), 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.
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