TUG vs. QQQ

In the year-to-date period, TUG achieves a 2.30% return, which is significantly higher than QQQ's 1.69% return.

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TUG has a 0.65% expense ratio, which is higher than QQQ's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth ETF (TUG) and Invesco QQQ (QQQ). 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.

The current TUG Sharpe Ratio is 0.45, which is comparable to the QQQ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of TUG and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TUG's dividend yield for the trailing twelve months is around 4.84%, more than QQQ's 0.58% yield.

The maximum TUG drawdown since its inception was -22.27%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TUG and QQQ.

The current volatility for STF Tactical Growth ETF (TUG) is 5.04%, while Invesco QQQ (QQQ) has a volatility of 5.62%. This indicates that TUG experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.