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TDSB vs. HTUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDSB vs. HTUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cabana Target Drawdown 7 ETF (TDSB) and Hull Tactical US ETF (HTUS). The values are adjusted to include any dividend payments, if applicable.

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TDSB vs. HTUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TDSB
Cabana Target Drawdown 7 ETF
2.22%12.95%3.56%4.71%-16.83%8.44%-1.17%
HTUS
Hull Tactical US ETF
-3.85%16.57%25.02%30.11%-13.00%24.29%14.15%

Returns By Period

In the year-to-date period, TDSB achieves a 2.22% return, which is significantly higher than HTUS's -3.85% return.


TDSB

1D
0.97%
1M
-2.99%
YTD
2.22%
6M
5.61%
1Y
11.78%
3Y*
8.21%
5Y*
2.25%
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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TDSB vs. HTUS - Expense Ratio Comparison

TDSB has a 0.69% expense ratio, which is lower than HTUS's 0.97% expense ratio.


Return for Risk

TDSB vs. HTUS — Risk / Return Rank

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

TDSB
TDSB Risk / Return Rank: 8080
Overall Rank
TDSB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TDSB Sortino Ratio Rank: 8080
Sortino Ratio Rank
TDSB Omega Ratio Rank: 8282
Omega Ratio Rank
TDSB Calmar Ratio Rank: 7777
Calmar Ratio Rank
TDSB Martin Ratio Rank: 7878
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.

TDSB vs. HTUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 7 ETF (TDSB) 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.


TDSBHTUSDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.79

+0.80

Sortino ratio

Return per unit of downside risk

2.10

1.37

+0.73

Omega ratio

Gain probability vs. loss probability

1.32

1.23

+0.09

Calmar ratio

Return relative to maximum drawdown

2.08

0.99

+1.10

Martin ratio

Return relative to average drawdown

8.44

6.79

+1.65

TDSB vs. HTUS - Sharpe Ratio Comparison

The current TDSB Sharpe Ratio is 1.58, which is higher than the HTUS Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of TDSB 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


TDSBHTUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.79

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.71

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.51

-0.24

Correlation

The correlation between TDSB and HTUS is 0.44, 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

TDSB vs. HTUS - Dividend Comparison

TDSB's dividend yield for the trailing twelve months is around 2.17%, less than HTUS's 12.37% yield.


TTM2025202420232022202120202019201820172016
TDSB
Cabana Target Drawdown 7 ETF
2.17%1.93%3.50%2.77%1.81%1.75%0.46%0.00%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

TDSB vs. HTUS - Drawdown Comparison

The maximum TDSB drawdown since its inception was -19.56%, smaller than the maximum HTUS drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for TDSB and HTUS.


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Drawdown Indicators


TDSBHTUSDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-47.50%

+27.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.02%

-17.90%

+11.88%

Max Drawdown (5Y)

Largest decline over 5 years

-19.56%

-24.41%

+4.85%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

Current Drawdown

Current decline from peak

-3.10%

-5.29%

+2.19%

Average Drawdown

Average peak-to-trough decline

-9.37%

-4.11%

-5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

2.61%

-1.12%

Volatility

TDSB vs. HTUS - Volatility Comparison

The current volatility for Cabana Target Drawdown 7 ETF (TDSB) is 2.72%, while Hull Tactical US ETF (HTUS) has a volatility of 6.36%. This indicates that TDSB 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


TDSBHTUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

6.36%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

5.11%

9.24%

-4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

7.51%

21.90%

-14.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

18.99%

-11.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

21.38%

-13.80%