TUG vs. TRTY

Last updated Jun 25, 2026

TUG (STF Tactical Growth ETF) and TRTY (Cambria Trinity ETF) are both exchange-traded funds - TUG is a Diversified Portfolio fund actively managed by STF, while TRTY is a Tactical Allocation fund tracking the Cambria Trinity Index. TUG is actively managed, while TRTY is passively managed. Over the past 3 years, TUG returned 21.48%/yr vs 10.29%/yr for TRTY. A 0.50 correlation means they provide meaningful diversification when combined. TUG charges 0.65%/yr vs 0.44%/yr for TRTY.

Performance

TUG vs. TRTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STF Tactical Growth ETF (TUG) and Cambria Trinity ETF (TRTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TUG achieves a 15.37% return, which is significantly higher than TRTY's 6.67% return.

TUG

• 1D: -0.33%
• 1M: -0.27%
• YTD: 15.37%
• 6M: 13.66%
• 1Y: 31.40%
• 3Y*: 21.48%
• 5Y*: —
• 10Y*: —

TRTY

• 1D: -0.76%
• 1M: -2.64%
• YTD: 6.67%
• 6M: 5.84%
• 1Y: 18.59%
• 3Y*: 10.29%
• 5Y*: 5.49%
• 10Y*: —

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

TUG vs. TRTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TUG STF Tactical Growth ETF	15.37%	20.43%	19.37%	38.24%	-12.62%
TRTY Cambria Trinity ETF	6.67%	16.35%	3.89%	3.97%	-2.85%

Correlation

The correlation between TUG and TRTY is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.50

The correlation between TUG and TRTY shifts across timeframes, from 0.50 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

TUG vs. TRTY — Risk / Return Rank

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

TUG

TUG Risk / Return Rank: 58
TUG Sharpe Ratio Rank: 61
TUG Sortino Ratio Rank: 55
TUG Omega Ratio Rank: 57
TUG Calmar Ratio Rank: 59
TUG Martin Ratio Rank: 60

TRTY

TRTY Risk / Return Rank: 68
TRTY Sharpe Ratio Rank: 64
TRTY Sortino Ratio Rank: 56
TRTY Omega Ratio Rank: 69
TRTY Calmar Ratio Rank: 74
TRTY Martin Ratio Rank: 77

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. TRTY - Risk-Adjusted Trends Comparison

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

	TUG	TRTY	Difference
Sharpe ratio: Return per unit of total volatility	1.77	1.87	-0.09
Sortino ratio: Return per unit of downside risk	2.36	2.39	-0.03
Omega ratio: Gain probability vs. loss probability	1.31	1.36	-0.05
Calmar ratio: Return relative to maximum drawdown	2.56	3.40	-0.84
Martin ratio: Return relative to average drawdown	9.38	13.21	-3.84

TUG vs. TRTY - Sharpe Ratio Comparison

The current TUG Sharpe Ratio is 1.77, which is comparable to the TRTY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of TUG and TRTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TUG vs. TRTY - Drawdown Comparison

The maximum TUG drawdown since its inception was -22.27%, roughly equal to the maximum TRTY drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for TUG and TRTY.

Drawdown Indicators

	TUG	TRTY	Difference
Max Drawdown Largest peak-to-trough decline	-22.27%	-22.35%	+0.08%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-5.49%	-6.82%
Max Drawdown (3Y) Largest decline over 3 years	-22.27%	-9.25%	-13.02%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.72%	—
Current Drawdown Current decline from peak	-4.60%	-3.72%	-0.88%
Average Drawdown Average peak-to-trough decline	-4.30%	-4.15%	-0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	1.41%	+1.95%

Volatility

TUG vs. TRTY - Volatility Comparison

STF Tactical Growth ETF (TUG) has a higher volatility of 8.62% compared to Cambria Trinity ETF (TRTY) at 3.28%. This indicates that TUG's price experiences larger fluctuations and is considered to be riskier than TRTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUG	TRTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.62%	3.28%	+5.34%
Volatility (6M) Calculated over the trailing 6-month period	14.26%	8.74%	+5.52%
Volatility (1Y) Calculated over the trailing 1-year period	17.83%	10.01%	+7.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.32%	10.60%	+7.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.32%	10.43%	+7.89%

TUG vs. TRTY - Expense Ratio Comparison

TUG has a 0.65% expense ratio, which is higher than TRTY's 0.44% expense ratio.

Dividends

TUG vs. TRTY - Dividend Comparison

TUG's dividend yield for the trailing twelve months is around 1.49%, less than TRTY's 2.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TRTY Cambria Trinity ETF	2.97%	2.86%	3.55%	3.24%	5.17%	4.52%	1.99%	2.64%	1.07%
TUG STF Tactical Growth ETF	1.49%	1.75%	4.97%	1.34%	1.14%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TUG and TRTY in my portfolio?

TUG and TRTY have a correlation of 0.62, 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 TRTY?

TUG has higher volatility (8.62%) compared to TRTY (3.28%). In terms of maximum drawdown, TUG dropped -22.27% vs TRTY's -22.35%.

Which ETF is better, TUG or TRTY?

On 3-year performance, TUG leads with 21.48% vs 10.29% for TRTY. On fees, TRTY is cheaper at 0.44% per year. On volatility, TRTY has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TUG or TRTY?

Over the 3-year period, TUG has performed better with a 21.48% return vs 10.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TUG or TRTY?

TRTY is cheaper with a 0.44% expense ratio, compared with 0.65% for TUG.

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

TRTY has the higher dividend yield at 2.97%, compared with 1.49% for TUG.

What is the main difference between TUG and TRTY?

TUG is categorized as Diversified Portfolio, while TRTY is Tactical Allocation. They also come from different issuers: STF and Cambria. Their fees differ too: 0.65% for TUG and 0.44% for TRTY.

Which has better risk-adjusted returns?

TRTY currently has the higher Sharpe Ratio (1.87 vs 1.77), 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.