TUG vs. HIDE

Last updated Jun 4, 2026

TUG (STF Tactical Growth ETF) and HIDE (Alpha Architect High Inflation And Deflation ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past 3 years, TUG returned 23.61%/yr vs 4.42%/yr for HIDE. At a 0.18 correlation, their price movements are largely independent. TUG charges 0.65%/yr vs 0.29%/yr for HIDE.

Performance

TUG vs. HIDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STF Tactical Growth ETF (TUG) and Alpha Architect High Inflation And Deflation ETF (HIDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TUG achieves a 20.36% return, which is significantly higher than HIDE's 6.79% return.

TUG

• 1D: -0.48%
• 1M: 11.01%
• YTD: 20.36%
• 6M: 19.04%
• 1Y: 40.10%
• 3Y*: 23.61%
• 5Y*: —
• 10Y*: —

HIDE

• 1D: -0.11%
• 1M: -1.06%
• YTD: 6.79%
• 6M: 6.65%
• 1Y: 10.85%
• 3Y*: 4.42%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TUG vs. HIDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TUG STF Tactical Growth ETF	20.36%	20.43%	19.37%	38.24%	-2.37%
HIDE Alpha Architect High Inflation And Deflation ETF	6.79%	5.32%	-0.85%	2.46%	-0.03%

Correlation

The correlation between TUG and HIDE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (All Time) Calculated using the full available price history since Nov 18, 2022	0.18

The correlation between TUG and HIDE shifts across timeframes, from 0.04 (1 year) to 0.18 (3 years), reflecting how their relationship changes across market environments.

TUG vs. HIDE - Sectors Allocation Comparison

Sectors	TUG	HIDE
Technology	54.6%	-
Communication Services	15.4%	0.6%
Consumer Cyclical	12.0%	-
Consumer Defensive	7.4%	-
Healthcare	4.1%	-
Industrials	3.0%	0.0%
Utilities	1.4%	-
Basic Materials	1.1%	-
Energy	0.7%	0.1%
Financial Services	0.3%	-
Real Estate	0.1%	99.2%

Return for Risk

TUG vs. HIDE — Risk / Return Rank

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

TUG

TUG Risk / Return Rank: 70
TUG Sharpe Ratio Rank: 77
TUG Sortino Ratio Rank: 72
TUG Omega Ratio Rank: 70
TUG Calmar Ratio Rank: 66
TUG Martin Ratio Rank: 67

HIDE

HIDE Risk / Return Rank: 81
HIDE Sharpe Ratio Rank: 75
HIDE Sortino Ratio Rank: 76
HIDE Omega Ratio Rank: 82
HIDE Calmar Ratio Rank: 85
HIDE Martin Ratio Rank: 88

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.

TUG vs. HIDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth ETF (TUG) and Alpha Architect High Inflation And Deflation ETF (HIDE). 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.

	TUG	HIDE	Difference
Sharpe ratio: Return per unit of total volatility	2.49	2.46	+0.03
Sortino ratio: Return per unit of downside risk	3.27	3.46	-0.19
Omega ratio: Gain probability vs. loss probability	1.42	1.50	-0.08
Calmar ratio: Return relative to maximum drawdown	3.27	4.72	-1.44
Martin ratio: Return relative to average drawdown	12.47	19.36	-6.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TUG vs. HIDE - Sharpe Ratio Comparison

The current TUG Sharpe Ratio is 2.49, which is comparable to the HIDE Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of TUG and HIDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TUG	HIDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.49	2.46	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	1.12	0.91	+0.21

Drawdowns

TUG vs. HIDE - Drawdown Comparison

The maximum TUG drawdown since its inception was -22.27%, which is greater than HIDE's maximum drawdown of -5.15%. Use the drawdown chart below to compare losses from any high point for TUG and HIDE.

Drawdown Indicators

	TUG	HIDE	Difference
Max Drawdown Largest peak-to-trough decline	-22.27%	-5.15%	-17.12%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-2.31%	-10.00%
Max Drawdown (3Y) Largest decline over 3 years	-22.27%	-5.15%	-17.12%
Current Drawdown Current decline from peak	-0.48%	-1.73%	+1.25%
Average Drawdown Average peak-to-trough decline	-4.31%	-0.94%	-3.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	0.56%	+2.66%

Volatility

TUG vs. HIDE - Volatility Comparison

STF Tactical Growth ETF (TUG) has a higher volatility of 4.30% compared to Alpha Architect High Inflation And Deflation ETF (HIDE) at 1.45%. This indicates that TUG's price experiences larger fluctuations and is considered to be riskier than HIDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUG	HIDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.30%	1.45%	+2.85%
Volatility (6M) Calculated over the trailing 6-month period	12.23%	3.92%	+8.31%
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	4.43%	+11.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.02%	4.25%	+13.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	4.25%	+13.77%

TUG vs. HIDE - Expense Ratio Comparison

TUG has a 0.65% expense ratio, which is higher than HIDE's 0.29% expense ratio.

Dividends

TUG vs. HIDE - Dividend Comparison

TUG's dividend yield for the trailing twelve months is around 1.43%, less than HIDE's 2.96% yield.

Position	TTM	2025	2024	2023	2022
HIDE Alpha Architect High Inflation And Deflation ETF	2.96%	3.16%	2.86%	3.90%	6.25%
TUG STF Tactical Growth ETF	1.43%	1.75%	4.97%	1.34%	1.14%

Frequently Asked Questions

Can I hold both TUG and HIDE in my portfolio?

TUG and HIDE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TUG or HIDE?

TUG has higher volatility (4.30%) compared to HIDE (1.45%). In terms of maximum drawdown, TUG dropped -22.27% vs HIDE's -5.15%.

Which ETF is better, TUG or HIDE?

On 3-year performance, TUG leads with 23.61% vs 4.42% for HIDE. On fees, HIDE is cheaper at 0.29% per year. On volatility, HIDE has been the lower-risk option at 1.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TUG or HIDE?

Over the 3-year period, TUG has performed better with a 23.61% return vs 4.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TUG or HIDE?

HIDE is cheaper with a 0.29% expense ratio, compared with 0.65% for TUG.

Which ETF pays a higher dividend yield, TUG or HIDE?

HIDE has the higher dividend yield at 2.96%, compared with 1.43% for TUG.

What is the main difference between TUG and HIDE?

They also come from different issuers: STF and Alpha Architect. Their fees differ too: 0.65% for TUG and 0.29% for HIDE.

Which has better risk-adjusted returns?

TUG currently has the higher Sharpe Ratio (2.49 vs 2.46), 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.